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Jiang-Lun Wu - MaRDI portal

Jiang-Lun Wu

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Person:306570

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zbMath Open wu.jianglunMaRDI QIDQ306570

List of research outcomes





PublicationDate of PublicationType
Averaging principle for reflected stochastic evolution equations2025-01-03Paper
Noise effect on the 2D stochastic Burgers equation2024-09-18Paper
Ergodicity of 3D stochastic Burgers equation2024-02-16Paper
Averaging Principle for Stochastic Tidal Dynamics Equations2023-08-21Paper
Stochastic differential equations with critically irregular drift coefficients2023-08-02Paper
On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions2023-07-06Paper
A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion2023-07-06Paper
Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations2023-06-26Paper
Global Well-Posedness and Regularity of Stochastic 3D Burgers Equation with Multiplicative Noise2023-06-20Paper
On distribution dependent stochastic differential equations driven by $G$-Brownian motion2023-02-24Paper
Distribution dependent BSDEs driven by Gaussian processes2023-02-07Paper
Well-posedness for stochastic fractional Navier-Stokes equation in the critical Fourier-Besov space2022-11-21Paper
Global well-posedness of stochastic nematic liquid crystals with random initial and boundary conditions driven by multiplicative noise2022-11-11Paper
On the Campanato and Hölder regularity of local and nonlocal stochastic diffusion equations2022-11-08Paper
Hölder Estimates for Solutions of Stochastic Nonlocal Diffusion Equations2022-09-30Paper
Monte-Carlo simulations for wall-bounded fluid flows via random vortex method2022-08-28Paper
Path independence of the additive functionals for stochastic differential equations driven by \(G\)-Lévy processes2022-08-22Paper
An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise2022-07-20Paper
Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise2022-07-15Paper
Path independence of the additive functionals for stochastic Volterra equations with singular kernels and H\"older continuous coefficients2022-07-07Paper
Least squares estimator for path-dependent McKean-Vlasov SDEs via discrete-time observations2022-07-01Paper
An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise2022-06-20Paper
The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation2022-06-20Paper
A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven byα-stable white noise2022-05-17Paper
Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion2022-03-30Paper
Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: averaging principle2022-02-16Paper
Global well-posedness of 2D stochastic Burgers equations with multiplicative noise2022-01-24Paper
Stochastic averaging principle for distribution dependent stochastic differential equations2021-12-13Paper
Supports for degenerate stochastic differential equations with jumps and applications2021-11-12Paper
Least squares estimation for path-distribution dependent stochastic differential equations2021-11-12Paper
Global well-posedness and regularity of 3D Burgers equation with multiplicative noise2021-08-18Paper
Maximum principles for nonlocal parabolic Waldenfels operators2021-06-30Paper
Path independence of the additive functionals for McKean–Vlasov stochastic differential equations with jumps2021-06-23Paper
Density estimates for the solutions of backward stochastic differential equations driven by Gaussian processes2021-03-29Paper
On \(L^p\)-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise2021-03-04Paper
On a generalized population dynamics equation with environmental noise2021-01-06Paper
First jump time in simulation of sampling trajectories of affine jump-diffusions driven by \(\alpha\)-stable white noise2020-06-26Paper
Large deviation principles for first-order scalar conservation laws with stochastic forcing2020-05-13Paper
Averaging principle for fractional heat equations driven by stochastic measures2020-05-11Paper
The effect of noise intensity on parabolic equations2020-04-29Paper
Global well-posedness and large deviations for 3D stochastic Burgers equations2020-02-27Paper
Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion2019-11-21Paper
https://portal.mardi4nfdi.de/entity/Q51973272019-09-20Paper
Global well-posedness of stochastic nematic liquid crystals with random initial and random boundary conditions driven by multiplicative noise2019-06-27Paper
BMO and Morrey-Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations2019-06-21Paper
Estimation of intrinsic growth factors in a class of stochastic population model2019-06-12Paper
On the path-independence of the Girsanov transformation for stochastic evolution equations with jumps in Hilbert spaces2019-05-09Paper
Heterogeneous stochastic scalar conservation laws with non-homogeneous Dirichlet boundary conditions2018-07-24Paper
On the regularity of weak solutions to space-time fractional stochastic heat equations2018-06-20Paper
Stochastic Navier-Stokes equations with Caputo derivative driven by fractional noises2018-03-22Paper
Least squares estimation for path-distribution dependent stochastic differential equations2018-02-02Paper
Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations2018-01-23Paper
Regularity of stochastic nonlocal diffusion equations2018-01-14Paper
On weak solutions of stochastic differential equations with sharp drift coefficients2017-11-14Paper
Matrix-valued SDEs arising from currency exchange markets2017-09-01Paper
BMO estimates for stochastic singular integral operators and its application to PDEs with L\'{e}vy noise2017-04-18Paper
Morrey-Campanato estimates for the moments of stochastic integral operators and its application to SPDEs2017-04-18Paper
Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion2017-03-27Paper
Two-time-scales hyperbolic-parabolic equations driven by Poisson random measures: existence, uniqueness and averaging principles2016-11-02Paper
Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps2016-10-31Paper
On a stochastic nonlocal conservation law in a bounded domain2016-09-07Paper
On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations2016-09-01Paper
Renormalized entropy solutions of stochastic scalar conservation laws with boundary condition2016-08-31Paper
Model selection and estimation in high dimensional regression models with group SCAD2015-11-23Paper
Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations2015-02-27Paper
A comparison of two no-arbitrage conditions2015-02-27Paper
Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions2015-02-19Paper
New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients2014-10-06Paper
Stochastic continuity, irreducibility and non confluence for SDEs with jumps2014-07-07Paper
Existence and uniqueness of global strong solutions for SDEs with jumps under a new sufficient condition2014-04-04Paper
https://portal.mardi4nfdi.de/entity/Q49257812013-06-12Paper
A Galerkin approximation scheme for the mean correction in a mean-reversion stochastic differential equation2013-05-08Paper
An ergodic theorem of a parabolic Anderson model driven by Lévy noise2013-04-10Paper
A link of stochastic differential equations to nonlinear parabolic equations2013-01-28Paper
On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in \(\mathbb R^d\)2012-08-08Paper
Log-Harnack inequality for stochastic Burgers equations and applications2011-09-12Paper
Pricing CDO tranches in an intensity based model with the mean reversion approach2010-12-27Paper
Solving a non-linear stochastic pseudo-differential equation of Burgers type2010-11-25Paper
https://portal.mardi4nfdi.de/entity/Q35817042010-09-02Paper
Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients2010-08-11Paper
A Burgers-KPZ Type Parabolic Equation \par\noindent for the Path-Independence of the Density of the Girsanov Transformation2010-05-26Paper
Stochastic control of SDEs associated with Lévy generators and application to financial optimization2010-02-26Paper
SOLVING A NONLINEAR PSEUDO-DIFFERENTIAL EQUATION OF BURGERS TYPE2009-02-09Paper
Compactness of Schrödinger semigroups with unbounded below potentials2009-01-13Paper
An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes2008-06-12Paper
Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization2008-03-14Paper
A hyperfinite flat integral for generalized random fields2007-04-10Paper
Martingale property of empirical processes2007-02-01Paper
On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws2006-11-15Paper
https://portal.mardi4nfdi.de/entity/Q33757142006-03-16Paper
https://portal.mardi4nfdi.de/entity/Q46591942005-03-21Paper
On the continuity of pathwise solutions to Langevin equations in infinite dimensions2005-01-17Paper
On the formulation of SPDEs leading to local, relativistic QFTs with indefinite metric and nontrivial S-matrix2004-09-14Paper
https://portal.mardi4nfdi.de/entity/Q45527312003-02-10Paper
https://portal.mardi4nfdi.de/entity/Q45430002003-02-01Paper
On nonstandard product measure spaces2003-01-01Paper
Invariant measures and symmetry property of Lévy type operators2002-01-24Paper
https://portal.mardi4nfdi.de/entity/Q27024202001-12-16Paper
https://portal.mardi4nfdi.de/entity/Q27387292001-09-12Paper
Stochastic partial differential equations driven by Lévy space-time white noise2001-07-11Paper
Partly Divisible Probability Measures on Locally Compact Abelian Groups2001-03-29Paper
Scattering behaviour of quantum vector fields obtained from Euclidean covariant SPDEs2000-08-09Paper
https://portal.mardi4nfdi.de/entity/Q42636042000-07-05Paper
Poisson stochastic integration in Hilbert spaces.2000-06-04Paper
https://portal.mardi4nfdi.de/entity/Q42260292000-03-07Paper
Parabolic SPDEs driven by Poisson white noise1999-11-18Paper
Generalized Bochner theorem on locally convex spaces1999-05-04Paper
Partly divisible probability distributions1998-12-02Paper
Remarks on some new models of interacting quantum fields with indefinite metric1998-06-02Paper
On the lattice approximation for certain generalized vector Markov fields in four spacetime dimensions1998-02-03Paper
CONVOLUTED GENERALIZED WHITE NOISE, SCHWINGER FUNCTIONS AND THEIR ANALYTIC CONTINUATION TO WIGHTMAN FUNCTIONS1997-09-01Paper
A mathematical flat integral realization and a large deviation result for the free Euclidean field1997-06-16Paper
Models of local relativistic quantum fields with indefinite metric (in all dimensions)1997-06-10Paper
Stochastic anticipative calculus for functionals of a gaussian generalized random field1997-03-23Paper
https://portal.mardi4nfdi.de/entity/Q47150101997-03-02Paper
https://portal.mardi4nfdi.de/entity/Q47149451997-02-11Paper
Euclidean random fields obtained by convolution from generalized white noise1996-07-18Paper
https://portal.mardi4nfdi.de/entity/Q48675031996-06-16Paper
https://portal.mardi4nfdi.de/entity/Q48633031996-02-04Paper
https://portal.mardi4nfdi.de/entity/Q48548591995-12-03Paper
On the regularity of stochastic difference equations in hyperfinite-dimensional vector spaces and applications to -valued stochastic differential equations1995-08-15Paper
https://portal.mardi4nfdi.de/entity/Q42722571994-01-10Paper
https://portal.mardi4nfdi.de/entity/Q52896521993-08-24Paper
Radon extension of cylindrical measures on weak dual multi-Hilbertian spaces and the generalized Bochner theorem1993-06-29Paper
https://portal.mardi4nfdi.de/entity/Q52034451990-01-01Paper
Random vortex dynamics and Monte-Carlo simulations for wall-bounded viscous flowsN/APaper

Research outcomes over time

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