Prof. Dr. Thu Van Nguyen

Profile

Academic positionFull Professor
Research fieldsStochastics, Probability Theory,Computer Science
Keywords Statistical methods in Biology and Economy, Stochastic Analysis and Applications to Finance, Stochastic Processes Generated by convolutions

Current contact address

CountryVietnam
CityHo Chi Minh City
InstitutionVietnam National University - Ho Chi Minh City (VNU-HCM)
Homepagewww.hcmiu.edu.vn/math/nvt.htm

Host during sponsorship

Prof. Dr. Michael KohlmannFakultät für Wirtschaftswiss. und Statistik, Universität Konstanz, Konstanz
Prof. Dr. Manfred BregerFachgebiet Stochastik, Technische Universität Berlin, Berlin
Prof. Dr. Rupert LasserInstitut für Biomathematik und Biometrie, Helmholtz Zentrum München, GmbH Deutsches Forschungszentrum für Gesundheit und Umwelt, Oberschleißheim
Prof. Dr. Hans FöllmerInstitut für Mathematik, Humboldt-Universität zu Berlin, Berlin
Prof. Dr. Rene L. SchillingFachbereich 12: Mathematik und Informatik, Philipps-Universität Marburg, Marburg
Prof. Dr. Rene L. SchillingInstitut für Mathematische Stochastik, Technische Universität Dresden, Dresden
Start of initial sponsorship01/08/1988

Program(s)

1987Humboldt Research Fellowship Programme

Publications (partial selection)

2007Thu Van Nguyen, Shigeyoshi OGAWA, Makoto Yamazato: Aconvolution Approach to Multivariate Bassel Processes. In: Jiro Akahori, Shigeyoshi OGAWA, Shinzo Watanabe, Proceedings of the 6th Ritsumeikan International Symposium Stochastic Processes and Applications to Mathematical Finance. World Scientific, 2007. 233-244
2006Thu Van Nguyen, Shigeyoshi OGAWA, Makoto Yamazato: A Convolution Approach to Multivariate Bessel Processes. In: Jiro Akahori, Shigeyoshi OGAWA, Shinzo Watanabe Ritsumeikan University, Japan, Proceedings of the 6th Ritsumeikan International Symposium. World Scientific, 2006. 233-244
2006Thu Van Nguyen, Anh Dung To, Ton Dam Duong, Huu Thai Nguyen:       Representation of Multiply Self-decomposable Processes. In: Jiro Akahori, Shigeyoshi Ogawa, Shinzo watanabe Ritsumeikan University, japan, Proceedings of the 6th Ritsumeikan International Symposium STOCHASTIC PROCESSES AND APPLICATIONS TO MATHEMATICAL FINANCE. World Scientific, 2006. 245-258
2005Thu Van Nguyen, Nuoi Van Cao: Stochastic processes indexed by Urbanik convolution algebras. In: Acta Mathematica Vietnamica, 2005, 1-13
2004Thu Van Nguyen: Double-indexes Bessel diffusions. In: Chuong Minh Nguyen, Abstract and applied analysis. World Sc. Publishing 2004. 563-567
2003Thu Van Nguyen ( Math. Review 1979119 ): Hyper-groups of orthogonal polynomials. In: Acta Math. Vietnam. , 2003, 11-15
1994Thu Van Nguyen: Generalized independent increments processes . In: Nagoya Math. J. Reviewer: N.H.Bingham 60J30 , 1994, 155-175
1993Thu Van Nguyen: A subclassification of unimodal distributions. In: Acta Math. Vietnam. Review 1292084. , 1993, 237-249