Yr Athro Jiang-lun Wu

Athro Emeritws (Gwyddoniaeth), Science and Engineering

j.l.wu@abertawe.ac.uk

Ar gael ar gyfer Goruchwyliaeth Ôl-raddedig

Dolenni Ymchwil

ResearchGate

ResearcherID

Trosolwg

Rwy'n athro mathemateg ym Mhrifysgol Abertawe.

Fy mhrif faes diddordeb yw damcaniaeth tebygolrwydd a dadansoddiad stocastig, gan ganolbwyntio ar ddadansoddi hafaliadau differol rhannol stocastig sy'n deillio o ffiseg fathemategol ac ystadegol. Mae gen i ddiddordeb hefyd mewn modelu ac efelychiadau o brosesau stocastig sy'n gysylltiedig â dadansoddi data mewn economeg a chyllid, yn ogystal ag mewn bioleg.

Rwy'n aelod o’r London Mathematical Society ac yn adolygydd rheolaidd ar gyfer Mathematical Reviews, American Mathematical Society.

Meysydd Arbenigedd

dadansoddi stocastig
prosesau a modelu stocastig
damcaniaeth tebygolrwydd ac ystadegau mathemategol
dadansoddi ffwythiannol a dadansoddi dimensiynol-anfeidraidd
hafaliadau differol rhannol
ffiseg fathemategol a mecaneg ystadegol
dadansoddi ansafonol

Cyhoeddiadau

Uchafbwyntiau Ymchwil

Shen, G., Yin, J., & Wu, J. (n.d.) Stochastic Averaging Principle for Two-Time-Scale SDEs with Distribution-Dependent Coefficients Driven by Fractional Brownian Motion. Communications in Mathematics and Statistics
https://doi.org/10.1007/s40304-023-00364-4, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa63504
http://dx.doi.org/10.1007/s40304-023-00364-4
Xu, J., Lian, Q., & Wu, J. (n.d.) A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion. Applied Mathematics and Optimization, 88(32)
https://doi.org/10.1007/s00245-023-10008-2, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa63257
Shen, G., Zhang, T., Song, J., & Wu, J. (2023). On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions. Applied Mathematics &; Optimization, 88(2)
https://doi.org/10.1007/s00245-023-10007-3, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa62689
http://dx.doi.org/10.1007/s00245-023-10007-3
Shen, G., Xiang, J., & Wu, J. (2023). Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations. Applied Mathematics Letters, 141, 108629
https://doi.org/10.1016/j.aml.2023.108629, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa62688
Dong, Z., Guo, B., Wu, J., & Zhou, G. (2023). Global Well-Posedness and Regularity of Stochastic 3D Burgers Equation with Multiplicative Noise. SIAM Journal on Mathematical Analysis, 55(3), 1847-1882.
https://doi.org/10.1137/21m1413377, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa62323
http://dx.doi.org/10.1137/21m1413377
Yin, X., null, G., & Wu, J. (2023). Averaging Principle for Stochastic Tidal Dynamics Equations. Communications in Mathematical Analysis and Applications, 2(1), 1-20.
https://doi.org/10.4208/cmaa.2022-0019, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa61374
Yin, X., Shen, G., & Wu, J. (2022). Averaging principle for 1D stochastic Landau-Lifshitz-Bloch equation. Chinese Quarterly Journal on Pure and Applied Mathematics, 38(3), 380-391.
https://doi.org/10.3969/j.issn.1008-5513.2022.03.007, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa61371
Wang, L., Zhou, G., & Wu, J. (2023). Global Well-Posedness of Stochastic Nematic Liquid Crystals with Random Initial and Boundary Conditions Driven by Multiplicative Noise. Applied Mathematics & Optimization, 87(1), 1-46.
https://doi.org/10.1007/s00245-022-09909-5, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa60862
http://dx.doi.org/10.1007/s00245-022-09909-5
Shen, G., Wu, J., Xiao, R., & Zhan, W. (2022). Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise. Acta Applicandae Mathematicae, 180(1)
https://doi.org/10.1007/s10440-022-00506-w, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa60140
Qiao, H. & Wu, J. (2022). Path independence of the additive functionals for stochastic differential equations driven by G-L\'evy processes. Probability, Uncertainty and Quantitative Risk, 7(2), 101-118.
https://doi.org/10.3934/puqr.2022007, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa60099
https://www.aimsciences.org/article/doi/10.3934/puqr.2022007

Holl Ymchwil

Erthyglau Cylchgronau

Shen, G., Zhang, T., Song, J., & Wu, J. (2023). On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions. Applied Mathematics &; Optimization, 88(2)
https://doi.org/10.1007/s00245-023-10007-3, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa62689
http://dx.doi.org/10.1007/s00245-023-10007-3
Wei, J., Lv, G., & Wu, J. (2023). Stochastic differential equations with critically irregular drift coefficients. Journal of Differential Equations, 371, 1-30.
https://doi.org/10.1016/j.jde.2023.06.029, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa63726
http://dx.doi.org/10.1016/j.jde.2023.06.029
Shen, G., Xiang, J., & Wu, J. (2023). Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations. Applied Mathematics Letters, 141, 108629
https://doi.org/10.1016/j.aml.2023.108629, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa62688
Dong, Z., Guo, B., Wu, J., & Zhou, G. (2023). Global Well-Posedness and Regularity of Stochastic 3D Burgers Equation with Multiplicative Noise. SIAM Journal on Mathematical Analysis, 55(3), 1847-1882.
https://doi.org/10.1137/21m1413377, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa62323
http://dx.doi.org/10.1137/21m1413377
Yin, X., null, G., & Wu, J. (2023). Averaging Principle for Stochastic Tidal Dynamics Equations. Communications in Mathematical Analysis and Applications, 2(1), 1-20.
https://doi.org/10.4208/cmaa.2022-0019, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa61374
Wang, L., Zhou, G., & Wu, J. (2023). Global Well-Posedness of Stochastic Nematic Liquid Crystals with Random Initial and Boundary Conditions Driven by Multiplicative Noise. Applied Mathematics & Optimization, 87(1), 1-46.
https://doi.org/10.1007/s00245-022-09909-5, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa60862
http://dx.doi.org/10.1007/s00245-022-09909-5
Lv, G., Gao, H., Wei, J., & Wu, J. (2023). On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations. Discrete and Continuous Dynamical Systems - B, 28(2), 1244
https://doi.org/10.3934/dcdsb.2022119, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa60012
Yin, X., Wu, J., & Shen, G. (2022). Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space. Journal of Theoretical Probability, 35(4)
https://doi.org/10.1007/s10959-021-01152-y, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa58983
Yin, X., Shen, G., & Wu, J. (2022). Averaging principle for 1D stochastic Landau-Lifshitz-Bloch equation. Chinese Quarterly Journal on Pure and Applied Mathematics, 38(3), 380-391.
https://doi.org/10.3969/j.issn.1008-5513.2022.03.007, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa61371
Yin, X., Shen, G., & Wu, J. (2022). The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation. Analysis and Applications, 20(04), 777-789.
https://doi.org/10.1142/s0219530521500172, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57178
Shen, G., Wu, J., Xiao, R., & Zhan, W. (2022). Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise. Acta Applicandae Mathematicae, 180(1)
https://doi.org/10.1007/s10440-022-00506-w, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa60140
Qiao, H. & Wu, J. (2022). Path independence of the additive functionals for stochastic differential equations driven by G-L\'evy processes. Probability, Uncertainty and Quantitative Risk, 7(2), 101-118.
https://doi.org/10.3934/puqr.2022007, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa60099
https://www.aimsciences.org/article/doi/10.3934/puqr.2022007
Han, M., Xu, Y., Pei, B., & Wu, J. (2022). Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: Averaging principle. Journal of Mathematical Analysis and Applications, 510(2), 126004
https://doi.org/10.1016/j.jmaa.2022.126004, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa59044
Shen, G., Xiang, J., & Wu, J. (2022). Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Journal of Differential Equations, 321, 381-414.
https://doi.org/10.1016/j.jde.2022.03.015, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa59426
http://dx.doi.org/10.1016/j.jde.2022.03.015
Shen, G., Wu, J., Xiao, R., & Yin, X. (2022). An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise. Stochastics and Dynamics, 22(04)
https://doi.org/10.1142/s0219493722500095, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57955
Shen, G., Xu, W., & Wu, J. (2022). An Averaging Principle for Stochastic Differential Delay Equations Driven by Time-Changed Lévy Noise. Acta Mathematica Scientia, 42(2), 540-550.
https://doi.org/10.1007/s10473-022-0208-7, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa59180
Zhou, G., Wang, L., & Wu, J. (2022). Global well-posedness of 2D stochastic Burgers equations with multiplicative noise. Statistics & Probability Letters, 182(March 2022), 109315
https://doi.org/10.1016/j.spl.2021.109315, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa58540
http://dx.doi.org/10.1016/j.spl.2021.109315
Shen, G., Song, J., & Wu, J. (2022). Stochastic averaging principle for distribution dependent stochastic differential equations. Applied Mathematics Letters, 125, 107761
https://doi.org/10.1016/j.aml.2021.107761, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa58448
Ren, P. & Wu, J. (2021). Least squares estimation for path-distribution dependent stochastic differential equations. Applied Mathematics and Computation, 410, 126457
https://doi.org/10.1016/j.amc.2021.126457, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa57110
http://dx.doi.org/10.1016/j.amc.2021.126457
Wang, F. & Wu, J. (2021). On path independence of Girsanov transformation for stochastic differential equations. SCIENTIA SINICA Mathematica, 51(11), 1861-16.
https://doi.org/10.1360/ssm-2020-0287, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa56016
Qiao, H. & Wu, J. (2021). Supports for degenerate stochastic differential equations with jumps and applications. Statistics & Probability Letters, 177, 109176
https://doi.org/10.1016/j.spl.2021.109176, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa55192
Xu, Y., Yue, H., & Wu, J. (2021). On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise. Applied Mathematics Letters, 115, 106973
https://doi.org/10.1016/j.aml.2020.106973, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa55932
http://dx.doi.org/10.1016/j.aml.2020.106973
Qiao, H., Wu, J., & Wu, J. (2021). Path independence of the additive functionals for McKean–Vlasov stochastic differential equations with jumps. Infinite Dimensional Analysis, Quantum Probability and Related Topics, 24(01), 2150006
https://doi.org/10.1142/s0219025721500065, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa56015
http://dx.doi.org/10.1142/s0219025721500065
Fan, X. & Wu, J. (2021). Density Estimates for the Solutions of Backward Stochastic Differential Equations Driven by Gaussian Processes. Potential Analysis, 54(3), 483-501.
https://doi.org/10.1007/s11118-020-09835-7, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa53408
https://link.springer.com/article/10.1007/s11118-020-09835-7
Tian, R., Wei, J., & Wu, J. (2021). On a generalized population dynamics equation with environmental noise. Statistics & Probability Letters, 168, 108944
https://doi.org/10.1016/j.spl.2020.108944, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa55191
Shen, G., Wu, J., & Yin, X. (2020). Averaging principle for fractional heat equations driven by stochastic measures. Applied Mathematics Letters, 106, 106404
https://doi.org/10.1016/j.aml.2020.106404, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa53933
Song, J., Wu, J., & Huang, F. (2020). First jump time in simulation of sampling trajectories of affine jump-diffusions driven by α-stable white noise. Communications on Pure & Applied Analysis, 19(8), 4127-4142.
https://doi.org/10.3934/cpaa.2020184, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa53745
Pei, B., Xu, Y., & Wu, J. (2020). Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Applied Mathematics Letters, 100, 106006
https://doi.org/10.1016/j.aml.2019.106006, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa51701
http://dx.doi.org/10.1016/j.aml.2019.106006
Dong, Z., Wu, J., Zhang, R., & Zhang, T. (2020). Large deviation principles for first-order scalar conservation laws with stochastic forcing. The Annals of Applied Probability, 30(1), 324-367.
https://doi.org/10.1214/19-aap1503, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa48584
Zhang, R., Zhou, G., Guo, B., & Wu, J. (2020). Global well-posedness and large deviations for 3D stochastic Burgers equations. Zeitschrift für angewandte Mathematik und Physik, 71(1)
https://doi.org/10.1007/s00033-020-1259-z, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa53378
Lv, G., Gao, H., Wei, J., & Wu, J. (2020). The effect of noise intensity on parabolic equations. Discrete & Continuous Dynamical Systems - B, 25(5), 1715-1728.
https://doi.org/10.3934/dcdsb.2019248, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa51133
http://dx.doi.org/10.3934/dcdsb.2019248
Huang, Q., Duan, J., & Wu, J. (2019). Maximum principles for nonlocal parabolic Waldenfels operators. Bulletin of Mathematical Sciences, 1950015
https://doi.org/10.1142/S1664360719500152, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa39295
https://www.worldscientific.com/doi/pdf/10.1142/S1664360719500152
Li, J., Wu, J., & Zhang, G. (2019). Estimation of intrinsic growth factors in a class of stochastic population model. Stochastic Analysis and Applications, 37(4), 602-619.
https://doi.org/10.1080/07362994.2019.1605908, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa49977
https://www.tandfonline.com/doi/pdf/10.1080/07362994.2019.1605908?needAccess=true
Ren, P. & Wu, J. (2019). Least Squares Estimator for Path-Dependent McKean-Vlasov SDEs via Discrete-Time Observations. Acta Mathematica Scientia, 39(3), 691-716.
https://doi.org/10.1007/s10473-019-0305-4, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa44860
http://dx.doi.org/10.1007/s10473-019-0305-4
Qiao, H. & Wu, J. (2019). On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces. Discrete & Continuous Dynamical Systems - B, 24(4), 1449-1467.
https://doi.org/10.3934/dcdsb.2018215, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa38878
http://aimsciences.org/article/doi/10.3934/dcdsb.2018215
Lv, G., Gao, H., Wei, J., & Wu, J. (2019). BMO and Morrey–Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations. Journal of Differential Equations, 266(5), 2666-2717.
https://doi.org/10.1016/j.jde.2018.08.042, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa39312
Song, J. & Wu, J. (2018). A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by α-stable white noise. Communications in Statistics - Theory and Methods, 1-14.
https://doi.org/10.1080/03610926.2018.1500602, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa40957
Zou, G., Lv, G., & Wu, J. (2018). On the regularity of weak solutions to space–time fractional stochastic heat equations. Statistics & Probability Letters, 139, 84-89.
https://doi.org/10.1016/j.spl.2018.04.006, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa39293
https://www.sciencedirect.com/science/article/pii/S0167715218301469
Lv, G. & Wu, J. (2018). Heterogeneous stochastic scalar conservation laws with non-homogeneous Dirichlet boundary conditions. Journal of Hyperbolic Differential Equations, 15(02), 291-328.
https://doi.org/10.1142/S021989161850011X, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa38288
Zou, G., Lv, G., & Wu, J. (2018). Stochastic Navier–Stokes equations with Caputo derivative driven by fractional noises. Journal of Mathematical Analysis and Applications, 461(1), 595-609.
https://doi.org/10.1016/j.jmaa.2018.01.027, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa38087
Lv, G., Duan, J., Wang, L., & Wu, J. (2018). Impacts of noise on ordinary differential equations. Dynamic Systems and Applications, 27(2), 25-36.
https://doi.org/10.12732/dsa.v27i2.2, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa35933
Lv, G., , H., , J., & Wu, J. (2018). Regularity of stochastic nonlocal diffusion equations. arXiv
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa39311
https://arxiv.org/abs/1801.04531
Wu, B. & Wu, J. (2018). Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations. Statistics & Probability Letters, 133, 71-79.
https://doi.org/10.1016/j.spl.2017.10.005, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa36008
https://www.sciencedirect.com/science/article/pii/S016771521730319X
, J., , G., & Wu, J. (2017). On weak solutions of stochastic differential equations with sharp drift coefficients.
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa36768
https://arxiv.org/abs/1711.05058
Xu, Y., Pei, B., & Wu, J. (2017). Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion. Stochastics and Dynamics, 1750013
https://doi.org/10.1142/S0219493717500137, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa28501
Bin, P., Yong, X., & Wu, J. (2017). Two-time-scales hyperbolic–parabolic equations driven by Poisson random measures: Existence, uniqueness and averaging principles. Journal of Mathematical Analysis and Applications, 447(1), 243-268.
https://doi.org/10.1016/j.jmaa.2016.10.010, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa32037
Li, J. & Wu, J. (2016). On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations. Advances in Difference Equations, 2016(1)
https://doi.org/10.1186/s13662-016-0819-1, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa28504
Qiao, H. & Wu, J. (2016). Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps. Statistics & Probability Letters, 119, 326-333.
https://doi.org/10.1016/j.spl.2016.09.001, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa30144
Lv, G., Wu, J., & Wu, J. (2016). Renormalized entropy solutions of stochastic scalar conservation laws with boundary condition. Journal of Functional Analysis, 271(8), 2308-2338.
https://doi.org/10.1016/j.jfa.2016.06.012, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa29532
http://dx.doi.org/10.1016/j.jfa.2016.06.012
Lv, G., Duan, J., Gao, H., & Wu, J. (2016). On a stochastic nonlocal conservation law in a bounded domain. Bulletin des Sciences Mathématiques, 140(6), 718-746.
https://doi.org/10.1016/j.bulsci.2016.03.003, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa27001
Ren, P. & Wu, J. (2016). On-Line Portfolio Selection for a Currency Exchange Market. Journal of Mathematical Finance, 06(04), 471-488.
https://doi.org/10.4236/jmf.2016.64038, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa32038
http://file.scirp.org/pdf/JMF_2016092615524064.pdf
Guo, X., Zhang, H., Wang, Y., & Wu, J. (2015). Model selection and estimation in high dimensional regression models with group SCAD. Statistics & Probability Letters, 103, 86-92.
https://doi.org/10.1016/j.spl.2015.04.017, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22316
http://www.ams.org/leavingmsn?url=http://dx.doi.org/10.1016/j.spl.2015.04.017
Guo, W., Mias, C., Farsad, N., Wu, J., & Wu, J. (2015). Molecular Versus Electromagnetic Wave Propagation Loss in Macro-Scale Environments. IEEE Transactions on Molecular, Biological and Multi-Scale Communications, 1(1), 18-25.
https://doi.org/10.1109/tmbmc.2015.2465517, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa32820
http://dx.doi.org/10.1109/tmbmc.2015.2465517
Wang, M. & Wu, J. (2014). Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations. Frontiers of Mathematics in China, 9(3), 601-622.
https://doi.org/10.1007/s11464-014-0364-8, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22315
http://link.springer.com/article/10.1007%2Fs11464-014-0364-8
Lan, G. & Wu, J. (2014). New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients. Stochastic Processes and their Applications, 124(12), 4030-4049.
https://doi.org/10.1016/j.spa.2014.07.010, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22317
http://www.ams.org/leavingmsn?url=http://dx.doi.org/10.1016/j.spl.2015.04.017
Wang, M. & Wu, J. (2014). A comparison of two no-arbitrage conditions. Frontiers of Mathematics in China, 9(4), 929-946.
https://doi.org/10.1007/s11464-014-0406-2, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa22313
Wu, J. & Yang, W. (2013). Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions. Mathematical and Computer Modelling, 57(3-4), 570-583.
https://doi.org/10.1016/j.mcm.2012.06.038, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa13416
Guo, W., Wang, S., Eckford, A., Wu, J., & Wu, J. (2013). Reliable communication envelopes of molecular diffusion channels. Electronics Letters, 49(19), 1248-1249.
https://doi.org/10.1049/el.2013.1133, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa32819
http://dx.doi.org/10.1049/el.2013.1133
Truman, A., Wang, F., Wu, J., Yang, W., & Wu, J. (2012). A link of stochastic differential equations to nonlinear parabolic equations. Science China Mathematics, 55(10), 1971-1976.
https://doi.org/10.1007/s11425-012-4463-2, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa13415
Wu, J. & Xie, B. (2012). On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in Rd. Bulletin des Sciences Mathématiques, 136(5), 484-506.
https://doi.org/10.1016/j.bulsci.2011.07.015, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa14015
Liu, Y., Wu, J., Yang, F., Zhai, J., & Wu, J. (2011). An ergodic theorem of a parabolic Anderson model driven by Lévy noise. Frontiers of Mathematics in China, 6(6), 1147-1183.
https://doi.org/10.1007/s11464-011-0124-y, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa8021
https://link.springer.com/content/pdf/10.1007%2Fs11464-011-0124-y.pdf
Wang, F., Wu, J., & Lihu, X. (2011). Log-Harnack inequality for stochastic Burgers equations and applications. Journal of Mathematical Analysis and Applications, 384(1), 151-159.
https://doi.org/10.1016/j.jmaa.2011.02.032, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa8022
Albeverio, S., Brzeźniak, Z., & Wu, J. (2010). Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients. Journal of Mathematical Analysis and Applications, 371(1), 309-322.
https://doi.org/10.1016/j.jmaa.2010.05.039, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa1098
Wu, J. & Yang, W. (2010). Pricing CDO tranches in an intensity based model with the mean reversion approach. Mathematical and Computer Modelling, 52(5-6), 814-825.
https://doi.org/10.1016/j.mcm.2010.05.012, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa1100
Bennett, J. & Wu, J. (2010). Stochastic control of SDEs associated with Lévy generators and application to financial optimization. Frontiers of Mathematics in China
https://doi.org/10.1007/s11464-009-0052-2, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7450
Du, H., Wu, J., & Yang, W. (2010). On the Mechanism of CDOs behind the Current Financial Crisis and Mathematical Modeling with Levy Distributions. Intelligent Information Management
https://doi.org/10.4236/iim.2010.22018, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7454
Jacob, N., Potrykus, A., Wu, J., Jacob, N., Potrykus, A., & Wu, J. (2010). Solving a non-linear stochastic pseudo-differential equation of Burgers type. Stochastic Processes and their Applications, 120(12), 2447-2467.
https://doi.org/10.1016/j.spa.2010.08.007, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa8092
http://dx.doi.org/10.1016/j.spa.2010.08.007
Wu, J., Du, H., & Yang, W. (2010). On the Mechanism of CDOs behind the Current Financial Crisis and Mathematical Modeling with Levy Distributions. Intelligent Information Management, 02(02), 149-158.
https://doi.org/10.4236/iim.2010.22018, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa32818
http://file.scirp.org/pdf/IIM20100200010_40520085.pdf
Bennett, J. & Wu, J. (2008). An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes. Stochastic Analysis and Applications, 26(3), 471-494.
https://doi.org/10.1080/07362990802007004, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa13454
Wang, F. & Wu, J. (2008). Compactness of Schrödinger semigroups with unbounded below potentials. Bulletin des Sciences Mathématiques, 132(8), 679-689.
https://doi.org/10.1016/j.bulsci.2008.06.004, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa1097
http://dx.doi.org/10.1016/j.bulsci.2008.06.004
Jacob, N., POTRYKUS, A., & Wu, J. (2008). SOLVING A NONLINEAR PSEUDO-DIFFERENTIAL EQUATION OF BURGERS TYPE. Stochastics and Dynamics, 08(04), 613-624.
https://doi.org/10.1142/s0219493708002482, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7451
http://dx.doi.org/10.1142/s0219493708002482
Bennett, J. & Wu, J. (2007). Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization. Frontiers of Mathematics in China, 2(4), 539-558.
https://doi.org/10.1007/s11464-007-0033-2, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa7453
http://dx.doi.org/10.1007/s11464-007-0033-2
Wu, J. (2007). A hyperfinite flat integral for generalized random fields. Journal of Mathematical Analysis and Applications, 330(1), 133-143.
https://doi.org/10.1016/j.jmaa.2006.07.080, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa1617
http://dx.doi.org/10.1016/j.jmaa.2006.07.080
Albeverio, S., Sun, Y., & Wu, J. (2006). Martingale property of empirical processes. Transactions of the American Mathematical Society, 359(2), 517-527.
https://doi.org/10.1090/s0002-9947-06-04055-4, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa33059
http://dx.doi.org/10.1090/s0002-9947-06-04055-4
Truman, A. & Wu, J. (2006). On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws. Journal of Functional Analysis, 238(2), 612-635.
https://doi.org/10.1016/j.jfa.2006.01.012, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa1616
http://dx.doi.org/10.1016/j.jfa.2006.01.012
Shen, G., Yin, J., & Wu, J. (n.d.) Stochastic Averaging Principle for Two-Time-Scale SDEs with Distribution-Dependent Coefficients Driven by Fractional Brownian Motion. Communications in Mathematics and Statistics
https://doi.org/10.1007/s40304-023-00364-4, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa63504
http://dx.doi.org/10.1007/s40304-023-00364-4
Xu, J., Lian, Q., & Wu, J. (n.d.) A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion. Applied Mathematics and Optimization, 88(32)
https://doi.org/10.1007/s00245-023-10008-2, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa63257

Penodau Llyfrau

Lv, G., Gao, H., Wei, J., Wu, J., & Wu, J. (2019). Hölder Estimates for Solutions of Stochastic Nonlocal Diffusion Equations. Stochastic PDEs and Modelling of Multiscale Complex System (pp. 97-110). WORLD SCIENTIFIC
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http://dx.doi.org/10.1142/9789811200359_0006
Wu, J. & Yang, W. (2012). On Stochastic Differential Equations and a Generalised Burgers Equation. Stochastic Analysis and Applications to Finance (pp. 425-435). World Scientific Co. Pte. Ltd.
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa13420
http://www.worldscientific.com/worldscibooks/10.1142/8364
Wu, J. (2010). Lévy white noise, elliptic SPDEs, and Euclidean random fields. World Scientific Co. Pte. Ltd.
SU Repository: https://cronfa.swan.ac.uk/Record/cronfa8020
http://www.worldscientific.com/worldscibooks/10.1142/7337

Hanes Gyrfa

Athro, Adran Mathemateg, Prifysgol Abertawe

Ionawr 2001 - Presennol

Swyddi Cysylltiedig

Cymrawd Ymchwil A v Humboldt a Chymrawd Ymchwil DFG , Ruhr-Universität Bochum, Prifysgol Bonn, Yr Almaen

1993 - 2000

Rolau Eraill

Arholwr Allanol ar gyfer gradd MSc – Meistr a Addysgir , Imperial College London, Prifysgol Loughborough

2011 - 2019

Cyflwyniadau, Darlithoedd a Chynadleddau a wahoddwyd

International Conference on Stochastic Analysis and Its Applications

Rhagfyr 2019

University of Science and Technology of China, Hefei, Tsieina

Yr Athro Jiang-lun Wu

Cyfeiriad ebost

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