Luu Hoang Duc


Department of Probability and Mathematical Statistics
Research interests: Stochastic Differential Equations

Office: Building A5, Room 107
Tel: +84 24 37563474 / 107
Email: lhduc AT


  • Ph.D., 2006, Johann Wolfgang Goethe University, Frankfurt am Main, Germany
  • B.s., 2003, Honor program, Ha Noi University of Science

Professional Experiances

  • 2003-present: Researcher at the Institute of Mathematics, VAST, Hanoi.



List Publications in MathSciNet

List of recent publications
1Luu Hoang Duc, Phan Thanh Hong, Asymptotic Dynamics of Young Differential Equations, Journal of Dynamics and Differential Equations volume 35, pages 1667–1692 (2023), (SCI-E, Scopus).
2Luu Hoang Duc, Controlled differential equations as rough integrals, Pure and Applied Functional Analysis Vol 7 (2022) 1245-1271.
3Luu Hoang Duc, Exponential stability of stochastic systems: A pathwise approach, Stochastics and Dynamics, Vol. 22, (2022) 2240012, (SCI-E, Scopus).
4Nguyen Dinh Cong, Luu Hoang Duc, Phan Thanh Hong, Pullback attractors for stochastic Young differential delay equations, Journal of Dynamics and Differential Equations, 34 (2022), 605–636, (SCI-E, Scopus).
5Luu Hoang Duc, Random attractors for dissipative systems with rough noises, Discrete Continuous Dynamical Systems, 42 (2022), 1873–1902, (SCI-E, Scopus).
6Nguyen Dinh Cong, Luu Hoang Duc, Phan Thanh Hồng, Lyapunov spectrum of nonautonomous linear Young differential equations, Journal of Dynamics and Differential Equations, 32 (2020), 1749 - 1777, SCI-E; Scopus.
7Luu Hoang Duc, Phan Thanh Hong, Nguyen Dinh Cong, Asymptotic Stability for Stochastic Dissipative Systems with a Hölder Noise, SIAM Journal on Control and Optimization, 57(2019), 3046–3071. (26 pages), SCI(-E), Scopus.
8Marius E. Yamakou, Tat Dat Tran, Luu Hoang Duc, Jürgen Jost, The stochastic Fitzhugh–Nagumo neuron model in the excitable regime embeds a leaky integrate-and-fire model. Journal of Mathematical Biology, 79 (2019), pp 509–532, SCI-(E), Scopus.
9Eugenio J. Llanos, Wilmer Leal, Luu Hoang Duc, Jürgen Jost, Peter F. Stadler, Guillermo Restrepo, Exploration of the chemical space and its three historical regimes, Proceedings of the National Academy of Sciences of the United States of America, (26) 2019, 12660-12665, SCI-(E), Scopus.
10Luu Hoang Duc, Stefan Siegmund, A concept of local metric entropy for finite-time nonautonomous dynamical systems, Journal of Difference Equations and Applications, 24 (2018),165–179, SCI(-E); Scopus.
11Nguyen Dinh Cong, Luu Hoang Duc, Phan Thanh Hong, Nonautonomous Young Differential Equations Revisited, Journal of Dynamics and Differential Equations, 30 (2018) pp 1921–1943, SCI(-E); Scopus
12Luu Hoang Duc, Tat Dat Tran, Jürgen Jost, Ergodicity of scalar stochastic differential equations with Hölder continuous coefficients, Stochastic Processes and their Applications 128 (2018) 3253–3272, SCI(-E); Scopus.
13Luu Hoang Duc, Phan Thanh Hong, Young differential delay equations driven by Hölder continuous paths, Modern Mathematics and Mechanics, 2018, 313-333.
14Luu Hoang Duc, Maria Jose Garrido-Atienza, Andreas Neuenkirch, Björn Schmalfuß, Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in (1/2,1), Journal of Differential Equations, 264 (2018), 1119-1145, SCI(-E); Scopus.
15Luu Hoang Duc, Maria Jose Garrido-Atienza, Björn Schmalfuß, Dynamics of SPDEs driven by a small fractional Brownian motion with Hurst parameter larger than 1/2, Festschrift volumen Stochastic Partial Differential Equations and Related Fields, In Honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10 -14, 2016, Volume 229 (2018),Pages 213-224,Publisher Springer International Publishing.
16Bui Xuan Dieu, Luu Hoang Duc, Stefan Siegmund, Nguyen Van Minh, Asymptotic behavior of linear almost periodic differential equations. Mathematical Sciences with Multidisciplinary Applications, Volume 157 of the series Springer Proceedings in Mathematics & Statistics, 113-132.
17Joseph Páez Chávez, Luu Hoang Duc, Doan Thai Son, Stefan Siegmund, Finite-time Lyapunov exponents and metabolic control coefficients for threshold detection of stimulus–response curves. Journal of Biological Dynamics, 10 (2016), 379-394, SCI(-E); Scopus.
18Luu Hoang Duc, Dennis Chrismann, Reinhard Gotzhein, Stefan Siegmund, Fabian Wirth, The stability of try-once-discard for stochastic communication channels: theory and validation. 54th IEEE conference on Decision and Control (CDC), (2015), 4170–4175. DOI: 10.1109/CDC.2015.7402869.
19Luu Hoang Duc, Schmalfuß Björn, Siegmund Stefan, A note on the generation of random dynamical systems from fractional stochastic delay differential equations. Stochastics and Dynamics. 15 (2015), 13 pp, SCI(-E), Scopus.
20Luu Hoang Duc, S. Siegmund, Existence of finite-time hyperbolic trajectories for planar Hamiltonian flows, Journal of Dynamics and Differential Equations 23 (2011), 475 -- 494, SCI(-E); Scopus.
21Luu Hoang Duc, Stefan Siegmund, Hyperbolicity and invariant manifolds for planar nonautonomous systems on finite time interval, International Journal of Bifurcation and Chaos, 18 (2008), 641-674.
22Luu Hoang Duc, Achim Ilchmann, Stefan Siegmund and Peter Taraba , On stability of linear time-varying second-order differential equations,  Quart. Appl. Math. 64 (2006), 137–151.
23 Hans, Luu Hoang Duc, Stefan, Crauel, Siegmund, Towards a Morse theory for random dynamical systems. Stoch. Dyn. 4 (2004), 277–296.
24Luu Hoang Duc, On the absolute regularity of linear random dynamical systems, Stoch. Dyn. 3 (2003), 453–461.
1IMH20211114, Luu Hoang Duc, Peter Kloeden, Numerical attractors for rough differential equations.
2Luu Hoang Duc, Jürgen Jost, Mathematical modelling and empirical data analysis of the Covid-19 pandemic,
3IMH20191201, Luu Hoang Duc, Jurgen Jost, How signatures affect expected return and volatility: a rough model under transaction cost
4IMH20190902, Cao Tan Binh, Luu Hoang Duc, Phan Thanh Hong,

On the exponential stability for a class of stochastic differential delay equations with fractional Brownian noises

5IMH20190502, Luu Hoang Duc, Asymptotic stability of controlled differential equations. Part II: rough integrals
6IMH20190102, Luu Hoang Duc, Stability theory for Gaussian rough differential equations. Part II
7IMH20190101, Luu Hoang Duc, Stability theory for Gaussian rough differential equations. Part I.