arXiv subjects

N. T. Dung

Publications and source records attributed to N. T. Dung.

6 recordsLinked to original sources

arXiv2026

Gaussian fluctuations for stochastic Volterra equations with small noise

In this paper, we consider a general class of stochastic Volterra equations with small noise. Our aim is to study the fluctuation of the solution around its deterministic limit. We use the techniques of Malliavin calculus to show that the fluctuation process satisfies central limit theorem and provide an optimal estimate for the rate of convergence. An application to stochastic Volterra equations with fractional Brownian motion kernel is given to illustrate the theory.

math.PR↗

arXiv2025

Total variation bounds in the Lindeberg central limit theorem

In this paper, we obtain an explicit total variation bound in the central limit theorem for the sums of non-i.i.d. random variables. Our results show that, under suitable assumptions, Lindeberg's condition is sufficient and necessary for the convergence in total variation distance.

math.PR↗

arXiv2025

Rigidity and vanishing results on totally real submanifolds under $L^p$-integrable conditions

In this paper, we revise some results on rigidity and vanishing properties obtained by \textit{Cuong et.al} in \cite{CDS24} on $n$-dimensional totally real minimal submanifolds $M$ immersed in complex space forms $\widetilde{M}^n(c)$, for $c\leq0$. We extend the range of $p$ in their paper.

math.DG↗

arXiv2025

Caputo fractional stochastic differential equations: Lipschitz continuity in the fractional order

In this paper, we consider a class of the Caputo fractional stochastic differential equations of fractional order $α\in (\frac{1}{2},1]$. Our aim is to analyze of the continuous dependence of solutions on the fractional order $α.$ We first provide explicit estimates for the rate of weak convergence the solutions. We then describe the exact asymptotic behavior of this convergence to show that the rate is optimal.

math.PR↗

arXiv2021

Weak convergence of delay SDEs with applications to Carathéodory approximation

In this paper, we consider a fundamental class of stochastic differential equations with time delays. Our aim is to investigate the weak convergence with respect to delay parameter of the solutions. Based on the techniques of Malliavin calculus, we obtain an explicit estimate for the rate of convergence. An application to the Carathéodory approximation scheme of stochastic differential equations is provided as well.

math.PR↗

arXiv2020

Determination of the magnetocaloric effect from thermophysical parameters and their relationships near magnetic phase transition in doped manganites

We present the results of a comparative analysis of the magnetocaloric effect (MCE) in Pr0.7Sr0.2Ca0.1MnO3, through direct and indirect measurements, using experimentally measured magnetization, specific heat, magnetostriction, resistivity, thermal diffusivity and thermal conductivity parameters. We have demonstrated that the change in each parameter in response to a magnetic field near the ferromagnetic-paramagnetic phase transition temperature of the material correlates with the change in magnetic entropy. These findings allow us to interrelate these parameters and provide an alternative, effective approach for accessing the usefulness of magnetocaloric materials.

cond-mat.mtrl-sci↗