ĐHSPHN - Ngô Hoàng Long

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Phó Giáo sư Tiến sĩ Ngô Hoàng Long

Position	Giảng viên Cao cấp
Telephone
Org Unit	Khoa Toán - Tin
Floor/Room	Nhà C, Trường Đại học Sư phạm Hà Nội, 136 Xuân Thủy, Cầu Giấy, Hà Nội
Email	ngolong@hnue.edu.vn
Language	English (), Japanese (),

To link to this page, please use the following URL:
http://www.hnue.edu.vn/directory/longngo

Biography / Background

Qualifications

Employment History

2018-nay, Giảng viên cao cấp, BM Toán Ứng dụng, Khoa Toán Tin, Trường Đại học Sư phạm Hà Nội
2003-2018, Giảng viên, BM Toán Ứng dụng, Khoa Toán Tin, Trường Đại học Sư phạm Hà Nội

Science Awards

Education

2008-2011, Tiến sĩ, Đại học Ritsumeikan, Nhật Bản, Advisor: Shigeyoshi Ogawa, Jiro Akahori, Arturo Kohatsu-Higa, Level: Doctor, Type: Regular
2003-2005, Thạc sĩ, Đại học Sư phạm Hà Nội, Advisor: PGS Vũ Viết Yên, Level: Bachelor/Engineer, Type: Regular
1999-2003, Đại học , Đại học Sư phạm Hà Nội, Advisor: PGS Vũ Viết Yên, Level: Bachelor/Engineer, Type: Regular

Projects

Tên đề tài nghiên cứu

Năm bắt đầu/Năm

hoàn thành

Đề tài cấp (NN, Bộ, Ngành, Trường)

Trách nhiệm tham gia trong đề tài

Thống kê và xấp xỉ số cho một số mô hình ngẫu nhiên không chính qui

2015/2017

Nafosted

Chủ nhiệm

Tốc độ hội tụ theo nghĩa mành của lược đồ Euler-Maruyama cho phương trình vi phân ngẫu nhiên hệ số không liên tục

2015/2016

Trường ĐHSP Hà Nội

Chủ nhiệm

Publications / Books

Sách:

Nguyễn Hắc Hải, Ngô Hoàng Long, Giáo trình lý thuyết martingale và martingale tiệm cận. NXB Đại học Sư phạm (2016).

Bài báo:

15. Hoang-Long Ngo and Dai Taguchi, Approximation for non-smooth functionals of stochastic differential equations with irregular drift. Journal of Mathematical Analysis and Applications, Volume 457, Issue 1, 1 January 2018, Pages 361-388.

14. (with Nien-Lin Liu) Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis, Japan Journal of Industrial and Applied Mathematics, Vol. 34, Issue 3, 747-761 (2017). Doi 10.1007/s13160-017-0266-8

13. (with Dai Taguchi) Strong convergence for the Euler-Maruyama approximation of stochastic differential equations with discontinuous coefficients . Statistics and Probability Letters Volume 125, Pages 55–63 (2017).

12. (with Dai Taguchi) On the Euler-Maruyama approximation for one-dimensional stochastic differential equations with irregular coefficients. IMA Journal of Numerical Analysis Volume 37, Issue 4, 1 October 2017, Pages 1864–1883.

11. (with Duc-Trong Luong) Strong Rate of Tamed Euler-Maruyama Approximation for Stochastic Differential Equations with H¨older Continuous Diffusion Coefficients. Brazilian Journal of Probability and Statistics Vol. 31, No.1, 24-40 (2017)

10. (with Dai Taguchi) Strong rate of convergence for the Euler-Maruyama approximation of stochastic differential equations with irregular coefficients. Mathematics of Computation. 85 (2016), 1793-1819.

9. (with Arturo Kohatsu-Higa and Azmi Makhlouf) Approximation of non-smooth integral type functionals of one dimensional diffusion processes. Stochastic Processes and their Applications. Vol 124(5) 1881-1909 (2014). Preprint.

8. (with Arturo Kohatsu-Higa) Weak approximations for SDE's driven by Lévy processes. "Seminar on Stochastic Analysis, Random Fields and Application VII" 131--169 (2013).

7. An integrated cross-volatility estimation for asynchronous noisy data. Journal of Nonparametric Statistics, 24(2) 465-480 (2012). Preprint.

6. (with Shigeyoshi Ogawa) On the discrete approximation of occupation time of diffusion processes. Electronic Journal of Statistics 5, 1374–1393 (2011).

5. Parametric estimation for discretely observed stochastic processes with jumps. Electronic Journal of Statistics 4, 1443–1469 (2010).

4. (with Shigeyoshi Ogawa) Real-time estimation scheme for the spot cross volatility of jump diffusion processes. Mathematics and Computers in Simulation 80 no. 9, 1962–1976 (2010).

3. (with Shigeyoshi Ogawa) A central limit theorem for the functional estimation of the spot volatility. Monte Carlo Method and Applications. Vol. 15 (4), p. 353--380 (2009). Preprint.

2. Ogawa, S. and Ngo, H.L. Some remarks on the real-time scheme for the estimation of spot volatility. Mem. Inst. Sci. Engrg. Ritsumeikan Univ. No. 67 (2008), 1--8

1. (with Vu Viet Yen) On Levy’s convergence theorems of two-parameter multivalued random processes. Acta Mathematica Vietnamica Vol. 31, No. 3, p. 261--267 (2006).