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	Path independence of the additive functionals for stochastic differential equations driven by G-lévy processes 期刊论文 Probability, Uncertainty and Quantitative Risk,2022, 卷号: 7, 期号: 2, 页码: 101-118 作者: Qiao, Huijie; Wu, Jianglun 收藏 \| 浏览/下载：8/0 \| 提交时间：2023/05/30 Additive functionals G-Lévy processes Stochastic differential equations driven by G-Lévy processes The path independence
	Markovian approximation of the rough bergomi model for Monte Carlo option pricing 期刊论文 Mathematics,2021, 卷号: 9, 期号: 5, 页码: 1-21 作者: Zhu, Qinwen; Loeper, Grégoire; Chen, Wen; Langrené, Nicolas 收藏 \| 浏览/下载：20/0 \| 提交时间：2022/08/29 Forward variance model Hybrid scheme Markovian representation Rough fractional stochastic volatility Rough heston Sum of ornstein-uhlenbeck processes Volatility skew Volterra integral
	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：16/0 \| 提交时间：2023/05/30 Backward stochastic differential equations Density estimate Fractional Brownian motion Gaussian processes Malliavin calculus
	First jump time in simulation of sampling trajectories of affine jump-diffusions driven by α-stable white noise 期刊论文 Communications on Pure and Applied Analysis,2020, 卷号: 19, 期号: 8, 页码: 4127-4142 作者: Song, Jiao; Wu, Jianglun; Huang, Fangzhou 收藏 \| 浏览/下载：6/0 \| 提交时间：2023/05/30 Affine coefficients Multivariate Lagrange interpolation Simulation Stochastic differential equations α-stable processes
	A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by α-stable white noise 期刊论文 Communications in Statistics - Theory and Methods,2019, 卷号: 48, 期号: 19, 页码: 4888-4902 作者: Song, Jiao; Wu, Jianglun 收藏 \| 浏览/下载：6/0 \| 提交时间：2023/05/30 60E07 60G17 65C99 68U20 multivariate Lagrange interpolation simulation stochastic differential equations α-stable processes
	Maximum principles for nonlocal parabolic Waldenfels operators 期刊论文 Bulletin of Mathematical Sciences,2019, 卷号: 9, 期号: 3 作者: Huang, Qiao; Duan, Jinqiao; Wu, Jianglun 收藏 \| 浏览/下载：9/0 \| 提交时间：2023/05/30 Fokker-Planck equations integro-partial differential equations Nonlocal operators stochastic differential equations with α-stable Lévy processes Waldenfels operators weak and strong maximum principles
	A link of stochastic differential equations to nonlinear parabolic equations 期刊论文 Science China Mathematics,2012, 卷号: 55, 期号: 10, 页码: 1971-1976 作者: Truman, Aubrey; Wang, Feng Yu; Wu, Jianglun; Yang, Wei 收藏 \| 浏览/下载：14/0 \| 提交时间：2023/05/30 diffusion processes nonlinear partial differential equation stochastic differential equations the Girsanov transformation
	Convergence analysis of the particle swarm optimization with stochastic inertia weight 会议论文 2010 8TH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION (WCICA), Jinan, China, 7 July 2010 through 9 July 2010 作者: Wang, Qingguo; Yan, Wenjun; Yao, Wei 收藏 \| 浏览/下载：7/0 \| 提交时间：2021/07/22 Convergence Particle swarm optimization (PSO) Stochastic inertia weight Stochastic processes
	Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization 期刊论文 Frontiers of Mathematics in China,2007, 卷号: 2, 期号: 4, 页码: 539-558 作者: Bennett, Jonathan; Wu, Jianglun 收藏 \| 浏览/下载：12/0 \| 提交时间：2023/05/30 Jump-type stochastic differential equations Polar decomposition of Lévy measures Portfolio optimization Stable-like processes