Publications

Journal Articles

  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. Wei , J., Lv , G., Wu, J. On weak solutions of stochastic differential equations with sharp drift coefficients
  3. Lv, G., , H., , J., Wu, J. Regularity of stochastic nonlocal diffusion equations
  4. Zou, G., Lv , G., Wu, J. Weak solutions to the time-fractional stochastic diffusion equations
  5. Pei, B., Xu, Y., Wu, J. Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion Applied Mathematics Letters 100 106006
  6. Lv, G., Gao, H., Wei, J., Wu, J. The effect of noise intensity on parabolic equations Discrete & Continuous Dynamical Systems - B 22 11 0 0
  7. Li, J., Wu, J., Zhang, G. Estimation of intrinsic growth factors in a class of stochastic population model Stochastic Analysis and Applications 37 4 602 619
  8. Ren, P., Wu, J. Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations Acta Mathematica Scientia 39B 3 691 716
  9. Qiao, H., Wu, J. 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
  10. , 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
  11. Huang, Q., Duan, J., Wu, J. Maximum principles for nonlocal parabolic Waldenfels operators Bulletin of Mathematical Sciences 1950015
  12. Song, J., Wu, J. 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
  13. Zou, G., Lv, G., Wu, J. On the regularity of weak solutions to space–time fractional stochastic heat equations Statistics & Probability Letters 139 84 89
  14. Lv, G., Wu, J. Heterogeneous stochastic scalar conservation laws with non-homogeneous Dirichlet boundary conditions Journal of Hyperbolic Differential Equations 15 02 291 328
  15. Zou, G., Lv, G., Wu, J. Stochastic Navier–Stokes equations with Caputo derivative driven by fractional noises Journal of Mathematical Analysis and Applications 461 1 595 609
  16. Lv, G., Duan, J., Wang, L., Wu, J. Impacts of noise on ordinary differential equations Dynamic Systems and Applications 27 2 25 36
  17. Wu, B., Wu, J. Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations Statistics & Probability Letters 133 71 79
  18. Xu, Y., Pei, B., Wu, J. Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion Stochastics and Dynamics 1750013
  19. 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
  20. Qiao, H., Wu, J. Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps Statistics & Probability Letters 119 326 333
  21. Lv, G., Wu, J. Renormalized entropy solutions of stochastic scalar conservation laws with boundary condition Journal of Functional Analysis 271 8 2308 2338
  22. Ren, P., Wu, J. On-Line Portfolio Selection for a Currency Exchange Market Journal of Mathematical Finance 06 04 471 488
  23. Lv, G., Duan, J., Gao, H., Wu, J. On a stochastic nonlocal conservation law in a bounded domain Bulletin des Sciences Mathématiques 140 6 718 746
  24. Li, J., Wu, J. On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations Advances in Difference Equations 2016 1
  25. Guo, W., Mias, C., Farsad, N., Wu, J. Molecular Versus Electromagnetic Wave Propagation Loss in Macro-Scale Environments IEEE Transactions on Molecular, Biological and Multi-Scale Communications 1 1 18 25
  26. Guo, X., Zhang, H., Wang, Y., Wu, J. Model selection and estimation in high dimensional regression models with group SCAD Statistics & Probability Letters 103 86 92
  27. 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
  28. Wang, M., Wu, J. A comparison of two no-arbitrage conditions Frontiers of Mathematics in China 9 4 929 946
  29. Wang, M., Wu, J. 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
  30. Guo, W., Wang, S., Eckford, A., Wu, J. Reliable communication envelopes of molecular diffusion channels ELECTRONICS LETTERS 49 19 1248 1249
  31. Wu, J., Yang, W. Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions Mathematical and Computer Modelling 57 3-4 570 583
  32. Truman, A., Wang, F., Wu, J., Yang, W., Wu, J. A link of stochastic differential equations to nonlinear parabolic equations Science China Mathematics 55 10 1971 1976
  33. Wu, J., Xie, B. On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in Rd Bulletin des Sciences Mathématiques 136 5 484 506
  34. Liu, Y., Wu, J., Yang, F., Zhai, J., Wu, J. An ergodic theorem of a parabolic Anderson model driven by Lévy noise Frontiers of Mathematics in China 6 6 1147 1183
  35. Wang, F., Wu, J., Lihu, X. Log-Harnack inequality for stochastic Burgers equations and applications Journal of Mathematical Analysis and Applications 384 1 151 159
  36. Wu, J., Du, H., Yang, W. On the Mechanism of CDOs behind the Current Financial Crisis and Mathematical Modeling with Levy Distributions Intelligent Information Management 02 02 149 158
  37. Albeverio, S., Brzeźniak, Z., Wu, J. 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
  38. Wu, J., Yang, W. Pricing CDO tranches in an intensity based model with the mean reversion approach Mathematical and Computer Modelling 52 5-6 814 825
  39. Bennett, J., Wu, J. Stochastic control of SDEs associated with Lévy generators and application to financial optimization Frontiers of Mathematics in China
  40. Du, H., Wu, J., Yang, W. On the Mechanism of CDOs behind the Current Financial Crisis and Mathematical Modeling with Levy Distributions Intelligent Information Management
  41. Jacob, N., Potrykus, A., Jiang-Lun, W., Wu, J. Solving a non-linear stochastic pseudo-differential equation of Burgers type Stochastic Processes and their Applications 120 12 2467
  42. Wang, F., Wu, J. Compactness of Schrödinger semigroups with unbounded below potentials Bulletin des Sciences Mathématiques 132 8 679 689
  43. Jacob, N., POTRYKUS, A., Wu, J. SOLVING A NONLINEAR PSEUDO-DIFFERENTIAL EQUATION OF BURGERS TYPE Stochastics and Dynamics
  44. Bennett, J., Wu, J. An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes Stochastic Analysis and Applications 26 3 471 494
  45. Albeverio, S., Sun, Y., Wu, J. MARTINGALE PROPERTY OF EMPIRICAL PROCESSES Transactions of the American Mathematical Society 359 2 517 527
  46. Wu, J. A hyperfinite flat integral for generalized random fields Journal of Mathematical Analysis and Applications 330 1 133 143
  47. Bennett, J., Wu, J. Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization Frontiers of Mathematics in China
  48. Truman, A., Wu, J. On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws Journal of Functional Analysis 238 2 612 635

Book Chapters

  1. Lv, G., Gao, H., Wei, J., Wu, J. Hölder Estimates for Solutions of Stochastic Nonlocal Diffusion Equations (Ed.), Stochastic PDEs and Modelling of Multiscale Complex System 97 110
  2. Wu, J. Lévy white noise, elliptic SPDEs, and Euclidean random fields (Ed.), Singapore World Scientific Co. Pte. Ltd.
  3. Wu, J., Yang, W. On Stochastic Differential Equations and a Generalised Burgers Equation (Ed.), Stochastic Analysis and Applications to Finance 425 435 Singapore World Scientific Co. Pte. Ltd.