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	EFFICIENT AND EFFECTIVE CALIBRATION OF NUMERICAL MODEL OUTPUTS USING HIERARCHICAL DYNAMIC MODELS Journal article Annals of Applied Statistics,2024, volume: 18, issue: 2, pages: 1064-1089 Authors: Chen, Yewen; Chang, Xiaohui; Zhang, Bohai; Huang, Hui Favorite \| View/Download：9/0 \| Submit date：2024/09/04 Calibration hierarchical dynamic models numerical model outputs space-partitioning-based ensemble Kalman smoother stochastic integro-differential equations variational Bayes
	Supports for degenerate stochastic differential equations with jumps and applications Journal article Statistics and Probability Letters,2021, volume: 177 Authors: Qiao, Huijie; Wu, Jianglun Favorite \| View/Download：3/0 \| Submit date：2023/05/30 Degenerate stochastic differential equations with jumps Infinite-dimensional integro-differential equations Path-independence Supports
	Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps Journal article Infinite Dimensional Analysis, Quantum Probability and Related Topics,2021, volume: 24, issue: 1 Authors: Qiao, Huijie; Wu, Jianglun Favorite \| View/Download：3/0 \| Submit date：2023/05/30 additive functionals McKean-Vlasov stochastic differential equations with jumps partial integro-differential equations the Itô formula
	Maximum principles for nonlocal parabolic Waldenfels operators Journal article Bulletin of Mathematical Sciences,2019, volume: 9, issue: 3 Authors: Favorite \| View/Download：2/0 \| Submit date：2023/05/30 Fokker-Planck equations integro-partial differential equations Nonlocal operators stochastic differential equations with α-stable Lévy processes Waldenfels operators weak and strong maximum principles
	Characterising the path-independent property of the Girsanov density for degenerated stochastic differential equations Journal article Statistics and Probability Letters,2018, volume: 133, pages: 71-79 Authors: Wu, Bo; Wu, Jianglun Favorite \| View/Download：2/0 \| Submit date：2023/05/30 Degenerated stochastic differential equations (SDEs) Girsanov transformation Non-Lipschitz SDEs with jumps Semi-linear partial integro-differential equation of parabolic type
	Characterizing the path-independence of the Girsanov transformation for non-Lipschitz SDEs with jumps Journal article Statistics and Probability Letters,2016, volume: 119, pages: 326-333 Authors: Qiao, Huijie; Wu, Jianglun Favorite \| View/Download：1/0 \| Submit date：2023/05/30 Non-Lipschitz stochastic differential equations with jumps Semi-linear partial integro-differential equation of parabolic type The Girsanov transformation
	On a stochastic nonlinear equation arising from 1D integro-differential scalar conservation laws Journal article Journal of Functional Analysis,2006, volume: 238, issue: 2, pages: 612-635 Authors: Truman, Aubrey; Wu, Jianglun Favorite \| View/Download：2/0 \| Submit date：2023/05/30 Lévy space-time white noise Local existence and uniqueness Stochastic integral equations of jump type Stochastic nonlinear equations Symmetric integro-differential operators