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  • Search: Jiang-lun Wu

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Book chapter

Lévy white noise, elliptic SPDEs, and Euclidean random fields / Jiang-lun Wu

Swansea University Author: Jiang-lun Wu
Published 2010
In collection: Faculty of Science and Engineering
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Journal article

A hyperfinite flat integral for generalized random fields / Jiang-lun Wu

Swansea University Author: Jiang-lun Wu
Published in Journal of Mathematical Analysis and Applications (2007)
In collection: Faculty of Science and Engineering
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Journal article

Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations / Bo Wu

Swansea University Author: Jiang-lun Wu
Published in Statistics & Probability Letters (2018)
In collection: Faculty of Science and Engineering

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Journal article

Renormalized entropy solutions of stochastic scalar conservation laws with boundary condition / Guangying Lv, Jiang-Lun Wu

Swansea University Author: Jiang-lun Wu
Published in Journal of Functional Analysis (2016)
In collection: Faculty of Science and Engineering

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Journal article

Path independence of the additive functionals for McKean–Vlasov stochastic differential equations with jumps / Huijie Qiao, Jiang-Lun Wu

Swansea University Author: Jiang-lun Wu
Published in Infinite Dimensional Analysis, Quantum Probability and Related Topics (2021)
In collection: Faculty of Science and Engineering

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Journal article

Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization / Jonathan Bennett

Swansea University Author: Jiang-lun Wu
Published in Frontiers of Mathematics in China (2007)
In collection: Faculty of Science and Engineering
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Journal article

Stochastic control of SDEs associated with Lévy generators and application to financial optimization / Jonathan Bennett

Swansea University Author: Jiang-lun Wu
Published in Frontiers of Mathematics in China (2010)
In collection: Faculty of Science and Engineering
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Journal article

On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in Rd / Bin Xie

Swansea University Author: Jiang-lun Wu
Published in Bulletin des Sciences Mathématiques (2012)
In collection: Faculty of Science and Engineering
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Journal article

Pricing CDO tranches in an intensity based model with the mean reversion approach / Wei Yang

Swansea University Author: Jiang-lun Wu
Published in Mathematical and Computer Modelling (2010)
In collection: Faculty of Science and Engineering
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Journal article

On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws / Aubrey Truman, Jiang-lun Wu

Swansea University Authors: Aubrey Truman, Jiang-lun Wu
Published in Journal of Functional Analysis (2006)
In collection: Faculty of Science and Engineering
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Journal article

Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions / Wei Yang

Swansea University Author: Jiang-lun Wu
Published in Mathematical and Computer Modelling (2013)
In collection: Faculty of Science and Engineering
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Book chapter

On Stochastic Differential Equations and a Generalised Burgers Equation / Wei Yang

Swansea University Author: Jiang-lun Wu
Published in Stochastic Analysis and Applications to Finance (2012)
In collection: Faculty of Science and Engineering
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Journal article

An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes / Jonathan Bennett

Swansea University Author: Jiang-lun Wu
Published in Stochastic Analysis and Applications (2008)
In collection: Faculty of Science and Engineering
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Journal article

A comparison of two no-arbitrage conditions / Miao Wang

Swansea University Author: Jiang-lun Wu
Published in Frontiers of Mathematics in China (2014)
In collection: Faculty of Science and Engineering

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Journal article

Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations / Miao Wang

Swansea University Author: Jiang-lun Wu
Published in Frontiers of Mathematics in China (2014)
In collection: Faculty of Science and Engineering

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Journal article

New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients / Guangqiang Lan

Swansea University Author: Jiang-lun Wu
Published in Stochastic Processes and their Applications (2014)
In collection: Faculty of Science and Engineering

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Journal article

On-Line Portfolio Selection for a Currency Exchange Market / Panpan Ren

Swansea University Author: Jiang-lun Wu
Published in Journal of Mathematical Finance (2016)
In collection: Faculty of Science and Engineering

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Journal article

On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations / Jingjie Li

Swansea University Author: Jiang-lun Wu
Published in Advances in Difference Equations (2016)
In collection: Faculty of Science and Engineering

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Journal article

Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps / Huijie Qiao

Swansea University Author: Jiang-lun Wu
Published in Statistics & Probability Letters (2016)
In collection: Faculty of Science and Engineering

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Journal article

Heterogeneous stochastic scalar conservation laws with non-homogeneous Dirichlet boundary conditions / Guangying Lv

Swansea University Author: Jiang-lun Wu
Published in Journal of Hyperbolic Differential Equations (2018)
In collection: Faculty of Science and Engineering

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Format
77 Journal article 3 Book chapter see all ...
Author
79 Jiang-lun Wu 3 Feng-yu Wang 2 Panpan Ren 2 Neils Jacob 2 Alexander Potrykus 1 Jiao Song more ... 1 Fangzhou Huang 1 Jiao Song 1 Aubrey Truman see all ... less ...
Faculty
78 Faculty of Science and Engineering see all ...
School
78 School of Mathematics and Computer Science - Mathematics see all ...
Year of Publication
1400 : 2026
1400
2026

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