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Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions 期刊论文
Journal of Evolution Equations,2024, 卷号: 24, 期号: 2
作者:  Shen, Guangjun;  Zhou, Huan;  Wu, Jiang Lun
收藏  |  浏览/下载：18/0  |  提交时间：2024/06/27
A Strong Averaging Principle Rate for Two-Time-Scale Coupled Forward–Backward Stochastic Differential Equations Driven by Fractional Brownian Motion 期刊论文
Applied Mathematics and Optimization,2023, 卷号: 88, 期号: 2
作者:  Xu, Jie;  Lian, Qiqi;  Wu, Jianglun
收藏  |  浏览/下载：19/0  |  提交时间：2023/12/20
Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty 期刊论文
Chaos, Solitons and Fractals,2023, 卷号: 172
作者:  Zhao, Pingping;  Wang, Tong;  Song, Aimin;  Chen, Peimin
收藏  |  浏览/下载：16/0  |  提交时间：2025/03/25
Stochastic Averaging Principle for Two-Time-Scale SDEs with Distribution-Dependent Coefficients Driven by Fractional Brownian Motion 期刊论文
Communications in Mathematics and Statistics,2023
作者:  Shen, Guangjun;  Yin, Jiayuan;  Wu, Jianglun
收藏  |  浏览/下载：21/0  |  提交时间：2023/12/20
N-Fold compound option pricing with technical risk under fractional jump-diffusion model 期刊论文
Optimization,2023, 卷号: 72, 期号: 3, 页码: 713-735
作者:  Zhao, Pingping;  Xiang, Kaili;  Chen, Peimin
收藏  |  浏览/下载：15/0  |  提交时间：2025/03/25
Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion 期刊论文
Journal of Differential Equations,2022, 卷号: 321, 页码: 381-414
作者:  Shen, Guangjun;  Xiang, Jie;  Wu, Jianglun
收藏  |  浏览/下载：11/0  |  提交时间：2023/05/30
N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion 期刊论文
International Journal of Fuzzy Systems,2022, 卷号: 24, 期号: 6, 页码: 2767-2782
作者:  Zhao, Pingping;  Wang, Tong;  Xiang, Kaili;  Chen, Peimin
收藏  |  浏览/下载：12/0  |  提交时间：2025/03/25
Density Estimates for the Solutions of Backward Stochastic Differential Equations Driven by Gaussian Processes 期刊论文
Potential Analysis,2021, 卷号: 54, 期号: 3, 页码: 483-501
作者:  Fan, Xiliang;  Wu, Jianglun
收藏  |  浏览/下载：14/0  |  提交时间：2023/05/30
Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion 期刊论文
Applied Mathematics Letters,2020, 卷号: 100
作者:  Pei, Bin;  Xu, Yong;  Wu, Jiang Lun
收藏  |  浏览/下载：9/0  |  提交时间：2023/05/30
Stochastic Navier–Stokes equations with Caputo derivative driven by fractional noises 期刊论文
Journal of Mathematical Analysis and Applications,2018, 卷号: 461, 期号: 1, 页码: 595-609
作者:  Zou, Guang an;  Lv, Guangying;  Wu, Jianglun
收藏  |  浏览/下载：10/0  |  提交时间：2023/05/30