Professor Jiang-lun Wu

Professor Emeritus (Science), Science and Engineering

j.l.wu@swansea.ac.uk

Available For Postgraduate Supervision

Research Links

ResearchGate

ResearcherID

About

I am a professor of mathematics at Swansea University.

My main area of interest is probability theory and stochastic analysis, focusing on the analysis of stochastic partial differential equations arising from mathematical and statistical physics. I am also interested in modelling and simulations of stochastic processes linked with data analytics in economics and finance, as well as in biology.

I am a member of the London Mathematical Society and a regular reviewer for Mathematical Reviews, the American Mathematical Society.

Areas Of Expertise

Stochastic analysis
Stochastic processes and modelling
Probability theory and mathematical statistics
Functional analysis and infinite dimensional analysis
Partial differential equations
Mathematical physics and statistical mechanics
Nonstandard analysis

Publications

Research Highlights

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

All Research

Journal Articles

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

Book Chapters

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
https://doi.org/10.1142/9789811200359_0006, SU Repository: https://cronfa.swan.ac.uk/Record/cronfa50568
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

Career History

Professor, Swansea University

January 2001 - Present
A v Humboldt Research Fellow and DFG Research Fellow, Ruhr University Bochum, University of Bonn, Germany

1993 - 2000

Other Roles

External Examiner for MSc - Taught Masters , Imperial College London, Loughborough University

2011 - 2019

Invited Presentations, Lectures and Conferences

International Conference on Stochastic Analysis and Its Applications

December 2019

University of Science and Technology of China, Hefei, China

Professor Jiang-lun Wu

Email address

LinkedIn Account