Fuke Wu

Control and Systems Engineering · 2008–2018

A researcher in the Science corpus: 8 papers; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Control and Systems Engineering — 22 citations into it
• Finance — 21 citations into it
• Computational Theory and Mathematics — 19 citations into it
• Applied Mathematics — 9 citations into it
• Demography — 5 citations into it
• Economics and Econometrics — 5 citations into it

Whom Fuke Wu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Xuerong Mao
2. Yi Shen
3. Robert J. R. Elliott
4. Michael I. Taksar
5. Xudong Zeng

Who trusts Fuke Wu overall

1. Xuerong Mao
2. Meng Liu

Papers from Fuke Wu's perspective

Ordered by how strongly the researchers Fuke Wu trusts endorse each paper. Same corpus, a different order for every researcher.

1. A stochastic differential reinsurance game (Journal of Applied Probability)
2. Asymptotic Methods in the Theory of Stochastic Differential Equations
3. Optimal non-proportional reinsurance control and stochastic differential games
4. A stochastic differential game for optimal investment of an insurer with regime switching
5. Classical and singular stochastic control for the optimal dividend policy when there is regime switching
6. Convergence of Monte Carlo Simulations involving the Mean-Reverting Square Root Process
7. Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
8. Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching
9. Mean-square stability of semi-implicit Euler method for nonlinear neutral stochastic delay differential equations
10. On the pth moment exponential stability criteria of neutral stochastic functional differential equations

Their papers

• Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods (2013) — 58 citations
• A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations (2008) — 55 citations
• Pathwise upper semi-continuity of random pullback attractors along the time axis (2018) — 51 citations
• Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity (2017) — 90 citations
• Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations (2016) — 48 citations
• Razumikhin‐type theorems on general decay stability and robustness for stochastic functional differential equations (2012) — 67 citations
• Stochastic Lotka–Volterra models with multiple delays (2011) — 52 citations
• Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching (2009) — 59 citations