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Path independence for the additive functionals of stochastic Volterra equations with singular kernels and Hölder continuous coefficients
期刊论文
Journal of Differential Equations,2025, 卷号: 431
作者:
Qiao, Huijie
;
Wu, Jiang Lun
收藏
  |  
浏览/下载:48/0
  |  
提交时间:2025/07/22
Fractional Brownian motions
Path independence
Stochastic Volterra equations with singular kernels and Hölder continuous coefficients
On distribution dependent BSDEs driven by Gaussian processes
期刊论文
Journal of Differential Equations,2025, 卷号: 426, 页码: 223-252
作者:
Fan, Xiliang
;
Wu, Jiang Lun
收藏
  |  
浏览/下载:111/0
  |  
提交时间:2025/05/06
Comparison theorem
Converse comparison theorem
Distribution dependent BSDEs
Gaussian processes
Logarithmic-Sobolev inequality
Transportation inequality
Averaging principle for reflected stochastic evolution equations
期刊论文
Applied Mathematics Letters,2025, 卷号: 160
作者:
Tian, Yifan
;
Wu, JiangLun
;
Yin, Xiuwei
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  |  
浏览/下载:24/0
  |  
提交时间:2025/03/10
Averaging principle
Reflected stochastic evolution equations
Time discretization
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
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  |  
浏览/下载:33/0
  |  
提交时间:2024/06/27
Distribution-dependent stochastic differential equations
Fractional Brownian motion
Large deviations principle
Weak convergence approach
The dependence structure and causality detection in crude oil markets
期刊论文
Energy Sources, Part B: Economics, Planning and Policy,2024, 卷号: 19, 期号: 1
作者:
Sun ,Zhao Yong
;
Wu, Jiang Lun
;
Huang, Wei Chiao
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  |  
浏览/下载:29/0
  |  
提交时间:2024/06/27
crude oil prices
dependence structure
GARCH
non-linear Granger causality
Vine copula
Noise Effect on the 2D Stochastic Burgers Equation
期刊论文
Acta Mathematica Sinica, English Series,2024
作者:
Dong, Zhao
;
Wu, Jiang Lun
;
Zhou, Guo Li
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  |  
浏览/下载:29/0
  |  
提交时间:2024/06/27
2D stochastic Burgers equation
regularity
Stochastic differential equations with critically irregular drift coefficients
期刊论文
Journal of Differential Equations,2023, 卷号: 371, 页码: 1-30
作者:
Wei, Jinlong
;
Lv, Guangying
;
Wu, Jiang-Lun
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  |  
浏览/下载:27/0
  |  
提交时间:2023/11/21
Existence
SDEs with irregular drifts
The strong Feller property
Uniqueness
Weak/strong solutions
On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions
期刊论文
Applied Mathematics and Optimization,2023, 卷号: 88, 期号: 2
作者:
Shen, Guangjun
;
Zhang, Tingting
;
Song, Jie
;
Wu, Jianglun
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  |  
浏览/下载:25/0
  |  
提交时间:2023/12/20
Averaging principle
Distribution dependent stochastic differential equations
Stability
Time-changed Brownian motions
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
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  |  
浏览/下载:30/0
  |  
提交时间:2023/12/20
Convergence rate
Fast–slow forward–backward stochastic differential equations
Fractional Brownian motion
Stochastic averaging principle
Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations
期刊论文
Applied Mathematics Letters,2023, 卷号: 141
作者:
Shen, Guangjun
;
Xiang, Jie
;
Wu, Jianglun
收藏
  |  
浏览/下载:60/0
  |  
提交时间:2023/05/30
Multi-valued McKean–Vlasov stochastic differential equations
Stochastic averaging principle