Wujun Lv

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Convergence rates in the averaging principle for two time-scales stochastic partial differential equations driven by fractional Brownian motion
Journal of Theoretical Probability
2026-03-13Paper
Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates.
Communications in Statistics. Theory and Methods
2024-05-17Paper
Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system
Electronic Journal of Probability
2024-01-17Paper
Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients
Stochastics
2023-07-13Paper
Existence and Blow-up of solutions for Stochastic Modified Two-component Camassa-Holm System2023-01-10Paper
Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system
Physica A
2022-05-16Paper
Harnack and shift Harnack inequalities for degenerate (functional) stochastic partial differential equations with singular drifts
Journal of Theoretical Probability
2021-06-08Paper
Stochastic functional Hamiltonian system with singular coefficients
Communications on Pure and Applied Analysis
2020-02-28Paper
Well-posedness and blow-up solution for the stochastic Dullin-Gottwald-Holm equation
Journal of Mathematical Physics
2019-09-09Paper
Well-posedness for the stochastic Novikov equation
Statistics & Probability Letters
2019-09-05Paper
Wave breaking for the modified two-component Camassa-Holm system
Abstract and Applied Analysis
2019-02-14Paper
Blow-up criteria for the modified Novikov equation
Abstract and Applied Analysis
2019-02-14Paper
Experiment design for controlled partially observed fractional diffusion process2016-09-28Paper
Wave breaking and infinite propagation speed for a modified two-component Camassa-Holm system with \(\kappa = 0\)
Journal of Inequalities and Applications
2015-02-26Paper


Research outcomes over time


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