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	EFFICIENT AND EFFECTIVE CALIBRATION OF NUMERICAL MODEL OUTPUTS USING HIERARCHICAL DYNAMIC MODELS 期刊论文 Annals of Applied Statistics,2024, 卷号: 18, 期号: 2, 页码: 1064-1089 作者: Chen, Yewen; Chang, Xiaohui; Zhang, Bohai; Huang, Hui 收藏 \| 浏览/下载：38/0 \| 提交时间：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 期刊论文 Statistics and Probability Letters,2021, 卷号: 177 作者: Qiao, Huijie; Wu, Jianglun 收藏 \| 浏览/下载：19/0 \| 提交时间：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 期刊论文 Infinite Dimensional Analysis, Quantum Probability and Related Topics,2021, 卷号: 24, 期号: 1 作者: Qiao, Huijie; Wu, Jianglun 收藏 \| 浏览/下载：26/0 \| 提交时间：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 期刊论文 Bulletin of Mathematical Sciences,2019, 卷号: 9, 期号: 3 作者: Huang, Qiao; Duan, Jinqiao; Wu, Jianglun 收藏 \| 浏览/下载：21/0 \| 提交时间：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 期刊论文 Statistics and Probability Letters,2018, 卷号: 133, 页码: 71-79 作者: Wu, Bo; Wu, Jianglun 收藏 \| 浏览/下载：28/0 \| 提交时间：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 期刊论文 Statistics and Probability Letters,2016, 卷号: 119, 页码: 326-333 作者: Qiao, Huijie; Wu, Jianglun 收藏 \| 浏览/下载：20/0 \| 提交时间：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 期刊论文 Journal of Functional Analysis,2006, 卷号: 238, 期号: 2, 页码: 612-635 作者: Truman, Aubrey; Wu, Jianglun 收藏 \| 浏览/下载：33/0 \| 提交时间：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