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. , Z., Wu, J., , R., Zhang, T. Large deviation principles for first-order scalar conservation laws with stochastic forcing Annals of Applied Probability 30 1 324 367
  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 (awarded 2020)

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

    PhD
    Other supervisor: Prof Eugene Lytvynov
  • Stochastic neutral differential equations and applications (awarded 2019)

    PhD
    Other supervisor: Prof Chenggui Yuan