Nguyễn Tiến Dũng, Associate Professor, Doctor
Position in Department:
Head of Department
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.
- 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.
- 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.
- 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.
- Grants: 1. NAFOSTED 101.03-2015.15, May 2016 to May 2018, title: The study of probability laws of the solutions of stochastic equations using Malliavin analysis (Principal Investigator). 2. NAFOSTED 101.03-2019.08, September 2019 to September 2021, title: Densities, Tail probabilities and Probability approximations using Malliavin-Stein method, and applications (Principal Investigator).
|Project Code||Start date||Title||Status|
|QG.20.21||January, 2020||Một vài ứng dụng của phương pháp Malliavin-Stein||Đã nghiệm thu|
|101.03-2019.08||September, 2019||Mật độ, xác suất đuôi và các xấp xỉ xác suất sử dụng phương pháp Malliavin-Stein và ứng dụng||Đã nghiệm thu|