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An Efficient Gradient Projection Method for Stochastic Optimal Control Problem with Expected Integral State Constraint Journal article
Journal of Scientific Computing,2025, volume: 102, issue: 3
Authors:  Wang，Qiming;  Liu，Wenbin
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OPTIMAL CONTROL ON INVESTMENT AND REINSURANCE STRATEGIES WITH DELAY AND COMMON SHOCK DEPENDENCE IN A JUMP-DIFFUSION FINANCIAL MARKET Journal article
Journal of Industrial and Management Optimization,2023, volume: 19, issue: 4, pages: 2855-2888
Authors:  Li, Sheng;  Yuan, Wei;  Chen, Peimin
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Robust Time-Inconsistent Stochastic Linear-Quadratic Control with Drift Disturbance Journal article
Applied Mathematics and Optimization,2022, volume: 86, issue: 1
Authors:  Han, Bingyan;  Pun, Chi-Seng;  Wong, Hoi-Ying
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An Averaging Principle for Stochastic Differential Delay Equations Driven by Time-Changed Lévy Noise Journal article
Acta Mathematica Scientia,2022, volume: 42, issue: 2, pages: 540-550
Authors:  Shen, Guangjun;  Xu, Wentao;  Wu, Jianglun
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Least squares estimation for path-distribution dependent stochastic differential equations Journal article
Applied Mathematics and Computation,2021, volume: 410
Authors:  Ren, Panpan;  Wu, Jianglun
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关于随机微分方程Girsanov变换的路径独立性 Journal article
中国科学:数学,2021, volume: 51, issue: 11, pages: 1861-1876
Authors:  王凤雨;  吴奖伦
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Existence of densities for stochastic differential equations driven by Lévy processes with anisotropic jumps Journal article
Annales de l'institut Henri Poincare (B) Probability and Statistics,2021, volume: 57, issue: 1, pages: 250-271
Authors:  Friesen, Martin;  Jin, Peng;  Rüdiger, Barbara
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On a generalized population dynamics equation with environmental noise Journal article
Statistics and Probability Letters,2021, volume: 168
Authors:  Tian, Rongrong;  Wei, Jinlong;  Wu, Jianglun
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Stochastic equation and exponential ergodicity in wasserstein distances for affine processes Journal article
Annals of Applied Probability,2020, volume: 30, issue: 5, pages: 2165-2195
Authors:  Friesen, Martin;  Jin, Peng;  Rudiger, Barbara
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Least Squares Estimator for Path-Dependent McKean-Vlasov SDEs via Discrete-Time Observations Journal article
Acta Mathematica Scientia,2019, volume: 39, issue: 3, pages: 691-716
Authors:  Ren, Panpan;  Wu, Jianglun
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