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WU Jianglun
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Fractional Brownian motion
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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
Robust control in a rough environment
Journal article
Quantitative Finance,2022, volume: 22, issue: 3, pages: 481-500
Authors:
Han, Bingyan
;
Wong, Hoi Ying
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View/Download:2/0
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Submit date:2021/10/19
Detection-error probability
functional Itô calculus
Robust control
Rough volatility
Utility maximization
Volterra Heston model
Density Estimates for the Solutions of Backward Stochastic Differential Equations Driven by Gaussian Processes
Journal article
Potential Analysis,2021, volume: 54, issue: 3, pages: 483-501
Authors:
Fan, Xiliang
;
Wu, Jianglun
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View/Download:1/0
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Submit date:2023/05/30
Backward stochastic differential equations
Density estimate
Fractional Brownian motion
Gaussian processes
Malliavin calculus
Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
Journal article
Applied Mathematics Letters,2020, volume: 100
Authors:
Pei, Bin
;
Xu, Yong
;
Wu, Jiang Lun
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View/Download:3/0
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Submit date:2023/05/30
Averaging principle
Fractional Brownian motion
Itô stochastic calculus
Pathwise Riemann–Stieltjes integral
Performance of acyclic stochastic networks with network coding
Journal article
IEEE Transactions on Parallel and Distributed Systems,2011, volume: 22, issue: 7, pages: 1238-1245
Authors:
Yuan, Yuan
;
Wu, Kui
;
Jia, Weijia
;
Jiang, Yuming
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View/Download:2/0
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Submit date:2021/05/10
Network calculus
network coding.
stochastic networks
An Excel-Aided Method For Teaching Calculus-Based Business Mathematics
Journal article
College Teaching Methods & Styles Journal,2008, volume: 4, issue: 11, pages: 11-24
Authors:
Jiajuan Liang
;
Linda Martin
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View/Download:2/0
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Submit date:2021/08/30
Teaching
Excel
Calculus
Solving a nonlinear pseudo-differential equation of burgers type
Journal article
Stochastics and Dynamics,2008, volume: 8, issue: 4, pages: 613-624
Authors:
Jacob, Niels
;
Potrykus, Alexander
;
Wu, Jianglun
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View/Download:2/0
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Submit date:2023/05/30
Burgers type nonlinear pseudo-differential equations
Mild equations
Symbolic calculus