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Faculty of Science and Tech...
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WU Jianglun
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Averaging principle
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On distribution dependent BSDEs driven by Gaussian processes
Journal article
Journal of Differential Equations,2025, volume: 426, pages: 223-252
Authors:
Fan, Xiliang
;
Wu, Jiang Lun
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View/Download:64/0
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Submit date: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
Journal article
Applied Mathematics Letters,2025, volume: 160
Authors:
Tian, Yifan
;
Wu, JiangLun
;
Yin, Xiuwei
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View/Download:4/0
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Submit date: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
Journal article
Journal of Evolution Equations,2024, volume: 24, issue: 2
Authors:
Shen, Guangjun
;
Zhou, Huan
;
Wu, Jiang Lun
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View/Download:6/0
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Submit date: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
Journal article
Energy Sources, Part B: Economics, Planning and Policy,2024, volume: 19, issue: 1
Authors:
Sun ,Zhao Yong
;
Wu, Jiang Lun
;
Huang, Wei Chiao
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View/Download:3/0
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Submit date:2024/06/27
crude oil prices
dependence structure
GARCH
non-linear Granger causality
Vine copula
Noise Effect on the 2D Stochastic Burgers Equation
Journal article
Acta Mathematica Sinica, English Series,2024
Authors:
Dong, Zhao
;
Wu, Jiang Lun
;
Zhou, Guo Li
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View/Download:4/0
  |  
Submit date:2024/06/27
2D stochastic Burgers equation
regularity
Stochastic differential equations with critically irregular drift coefficients
Journal article
Journal of Differential Equations,2023, volume: 371, pages: 1-30
Authors:
Wei, Jinlong
;
Lv, Guangying
;
Wu, Jiang-Lun
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View/Download:9/0
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Submit date: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
Journal article
Applied Mathematics and Optimization,2023, volume: 88, issue: 2
Authors:
Shen, Guangjun
;
Zhang, Tingting
;
Song, Jie
;
Wu, Jianglun
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View/Download:2/0
  |  
Submit date: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
Journal article
Applied Mathematics and Optimization,2023, volume: 88, issue: 2
Authors:
Xu, Jie
;
Lian, Qiqi
;
Wu, Jianglun
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View/Download:3/0
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Submit date: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
Journal article
Applied Mathematics Letters,2023, volume: 141
Authors:
Shen, Guangjun
;
Xiang, Jie
;
Wu, Jianglun
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View/Download:30/0
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Submit date:2023/05/30
Multi-valued McKean–Vlasov stochastic differential equations
Stochastic averaging principle
Global Well-Posedness of Stochastic Nematic Liquid Crystals with Random Initial and Boundary Conditions Driven by Multiplicative Noise
Journal article
Applied Mathematics and Optimization,2023, volume: 87, issue: 1
Authors:
Wang, Lidan
;
Wu, Jianglun
;
Zhou, Guoli
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View/Download:2/0
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Submit date:2023/05/30
Anticipating initial condition
Malliavin calculus
Stochastic nematic liquid crystals flows