Nguyễn Tiến Dũng, Phó giáo sư, Tiến sĩ
Chức vụ Bộ môn:
Trưởng Bộ môn
Văn phòng:
307 T3
Thư điện tử VNU:
dung@hus.edu.vn, ntiendung@vnu.edu.vn
Trang web:
https://scholar.google.com/citations?user=Z7MbIMsAAAAJ&hl=en
Lĩnh vực nghiên cứu:
1. Malliavin Calculus, Density estimates and concentration inequalities, 2. Limit theorems and Stein’ method for nonlinear statistics, 3. Models in Mathematical Finance and Biology, 4. Stability of stochastic and deterministic systems.
Quá trình đào tạo:
- 2012: Ph.D. in Probability & Statistics, Hanoi University of Science, Vietnam National University.
- 2007: Master of Mathematical Science, Hanoi University of Science, Vietnam National University.
- 2005: Bachelor of Science, Honor program, Hanoi National University of Education.
Các môn giảng dạy:
- Probability and Statistics
- I am currently looking for PhD students interested in working on Malliavin calculus and Stein's method. Feel free to send me an email if you would like to know more about my research.
Hoạt động khoa học:
- Invited talks: 1. Densities, Tail probabilities and Probability approximations, The 9th Vietnam Mathematical Congress, 2018. 2. Representation and Gaussian estimates for the density and its derivatives, Workshop on Stochastic Analysis and Applications, Singapore, June 03-06, 2019. 3. Continuity in the Hurst index of some fractional Brownian functionals, VIASM-HUS-HNUE-KAIST Joint Mathematical Meeting, December 13, 2019.
- NT Dung, Fractional stochastic differential equations with applications to finance, Journal of Mathematical Analysis and Applications 397 (1), 334-348 (2013)
- NT Dung, N Privault, GL Torrisi, Gaussian estimates for the solutions of some one-dimensional stochastic equations, Potential Analysis 43 (2), 289-311 (2015)
- NT Dung, The density of solutions to multifractional stochastic Volterra integro-differential equations. Nonlinear Anal. 130 (2016), 176--189.
- NT Dung, Some sufficient conditions for Novikov's criterion. Proc. Amer. Math. Soc. 146 (2018), no. 8, 3583--3590.
- NT Dung, Tail estimates for exponential functionals and applications to SDEs, Stochastic Processes and their Applications 128 (12), 4154-4170 (2018)
- NT Dung, TC Son, Tail distribution estimates for one-dimensional diffusion processes, Journal of Mathematical Analysis and Applications 479 (2), 2119-2138 (2019)
- NT Dung, Gaussian lower bounds for the density via Malliavin calculus. C. R. Math. Acad. Sci. Paris 358 (2020), no. 1, 79--87.
- TC Son, NT Dung, NV Tan, TM Cuong, HTP Thao, PD Tung, Weak convergence of delay SDEs with applications to Carathéodory approximation (2021)
- NT Dung, Rates of Convergence in the Central Limit Theorem for Nonlinear Statistics Under Relaxed Moment Conditions, Acta Mathematica Vietnamica 47 (3), 635-660 (2022)
- NT Dung, T Cong Son, Lipschitz continuity in the Hurst index of the solutions of fractional stochastic Volterra integro-differential equations, Stochastic Analysis and Applications 41 (4), 693-712 (2023)
- TM Cuong, NT Dung, Rate of convergence of the perturbed diffusion process to its unperturbed limit. J. Stat. Phys. 190 (2023), no. 4, Paper No. 81, 17 pp.
- NT Dung, NT Hang, TM Cuong, Optimal total variation bounds for stochastic differential delay equations with small noises. J. Stat. Phys. 191 (2024), no. 2, Paper No. 24, 20 pp.
- NT Dung, A variance-sensitive Gaussian concentration inequality. Proc. Amer. Math. Soc. 152 (2024), no. 9, 4057--4065.
- NT Dung, NT Hang, Fisher information bounds and applications to SDEs with small noise. Stochastic Process. Appl. 178 (2024), Paper No. 104468, 22 pp.
- NT Dung, Rates of Fisher information convergence in the central limit theorem for nonlinear statistics. Probab. Theory Related Fields 190 (2024), no. 3-4, 625--673.
- NT Dung, Some new concentration inequalities for the Itô stochastic integral, Bernoulli 31 (1), 692-708 (2025)
Đề tài - Dự án
| Mã đề tài | Ngày bắt đầu | Tiêu đề | Tình trạng đề tài |
|---|---|---|---|
| QG.20.21 | Tháng 1, 2020 | Một vài ứng dụng của phương pháp Malliavin-Stein | Đã nghiệm thu |
| 101.03-2019.08 | Tháng 9, 2019 | Mật độ, xác suất đuôi và các xấp xỉ xác suất sử dụng phương pháp Malliavin-Stein và ứng dụng | Đã nghiệm thu |
| 101.03-2015.15 | Tháng 5, 2016 | The study of probability laws of the solutions of stochastic equations using Malliavin analysis | Đã nghiệm thu |