Professor Jiang-lun Wu
Personal Chair
Mathematics
Telephone: (01792) 602757
Room: Office - 310
Third Floor
Computational Foundry
Bay Campus

Areas of Expertise

  • stochastic analysis
  • stochastic processes and modeling
  • probability theory and mathematical statistics
  • functional analysis
  • partial differential equations
  • mathematical physics and statistical mechanics
  • nonstandard analysis
  • financial mathematics.

Publications

  1. Dong , Z., Wu, J., Zhang , R., Zhang, T. Large deviation principles for first-order scalar conservation laws with stochastic forcing Annals of Applied Probability
  2. Lv, G., Wu, J. Renormalized entropy solutions of stochastic scalar conservation laws with boundary condition Journal of Functional Analysis 271 8 2308 2338
  3. , G., , H., , J., Wu, J. BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations Journal of Differential Equations 266 5 2666 2717
  4. Lan, G., Wu, J. 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
  5. Bin, P., Yong, X., Wu, J. 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

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Teaching

  • MA-202 Vector Calculus and Measure Theory

    An introduction to vector calculus and key concepts in the general theory of measure.

  • MA-357 Financial Mathematics

    The theory of martingales in discrete time, the binomial model and the Black Scholes formula.

  • MA-M57 Financial Mathematics

    The theory of martingales in discrete time, the binomial model and the Black Scholes formula.

  • MAW202 Calcwlws Fector a Theori Mesur

    Cyflwyniad i galcwlws fector, integru dros ardaloedd sydd ddim yn wastad a chysyniadau allweddol yn y theori gyffredinol o fesur.

Supervision

  • Quantitative Analysis on McKean-Vlasov Stochastic Differerntial Equation (current)

    Student name:
    PhD
    Other supervisor: Prof Chenggui Yuan
  • Neutral stochastic functional differential equations and applications (current)

    Student name:
    PhD
    Other supervisor: Prof Chenggui Yuan
  • Particle density of the CAR algebra and particle- hole duality in continuum (awarded 2019)

    Student name:
    PhD
    Other supervisor: Prof Eugene Lytvynov