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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
Favorite  |  View/Download：6/0  |  Submit date：2024/06/27
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
Favorite  |  View/Download：4/0  |  Submit date：2023/12/20
Valuing new drug R&D project under economic fluctuation, technical risks and subjective uncertainty Journal article
Chaos, Solitons and Fractals,2023, volume: 172
Authors:  Zhao, Pingping;  Wang, Tong;  Song, Aimin;  Chen, Peimin
Favorite  |  View/Download：3/0  |  Submit date：2025/03/25
Stochastic Averaging Principle for Two-Time-Scale SDEs with Distribution-Dependent Coefficients Driven by Fractional Brownian Motion Journal article
Communications in Mathematics and Statistics,2023
Authors:  Shen, Guangjun;  Yin, Jiayuan;  Wu, Jianglun
Favorite  |  View/Download：13/0  |  Submit date：2023/12/20
N-Fold compound option pricing with technical risk under fractional jump-diffusion model Journal article
Optimization,2023, volume: 72, issue: 3, pages: 713-735
Authors:  Zhao, Pingping;  Xiang, Kaili;  Chen, Peimin
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Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion Journal article
Journal of Differential Equations,2022, volume: 321, pages: 381-414
Authors:  Shen, Guangjun;  Xiang, Jie;  Wu, Jianglun
Favorite  |  View/Download：3/0  |  Submit date：2023/05/30
N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion Journal article
International Journal of Fuzzy Systems,2022, volume: 24, issue: 6, pages: 2767-2782
Authors:  Zhao, Pingping;  Wang, Tong;  Xiang, Kaili;  Chen, Peimin
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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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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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Stochastic Navier–Stokes equations with Caputo derivative driven by fractional noises Journal article
Journal of Mathematical Analysis and Applications,2018, volume: 461, issue: 1, pages: 595-609
Authors:  Zou, Guang an;  Lv, Guangying;  Wu, Jianglun
Favorite  |  View/Download：2/0  |  Submit date：2023/05/30