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. & Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. Applied Mathematics Letters 100, 106006
  2. & Renormalized entropy solutions of stochastic scalar conservation laws with boundary condition. Journal of Functional Analysis 271(8), 2308-2338.
  3. & BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations. Journal of Differential Equations 266(5), 2666-2717.
  4. & 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.
  5. & Stochastic Navier–Stokes equations with Caputo derivative driven by fractional noises. Journal of Mathematical Analysis and Applications 461(1), 595-609.

See more...

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