Jiang-Lun Wu
Finance · 2000–2017
A researcher in the Science corpus: 4 papers; trusts 7 researchers and is trusted by 4 researchers here, as inferred from the citation graph.
Subfields
- Finance — 14 citations into it; #6,373 of 10,518 by trust here, #6,419 by citations
- Modeling and Simulation — 7 citations into it
- Computational Theory and Mathematics — 5 citations into it; #7,521 of 12,182 by trust here, #7,501 by citations
Whom Jiang-Lun Wu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Jiang-Lun Wu overall
Papers from Jiang-Lun Wu's perspective
Ordered by how strongly the researchers Jiang-Lun Wu trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic equations in infinite dimensions
- Information Theory, Inference, and Learning Algorithms
- Averaging principle for a class of stochastic reaction–diffusion equations
- A Khasminskii type averaging principle for stochastic reaction–diffusion equations
- Strong and weak orders in averaging for SPDEs
- Stochastic differential equations
- An averaging principle for stochastic dynamical systems with Lévy noise
- Stochastic Calculus for Fractional Brownian Motion and Applications
- An Introduction to Stochastic Dynamics
- Approximation properties for solutions to non‐Lipschitz stochastic differential equations with Lévy noise
Their papers
- Two-time-scales hyperbolic–parabolic equations driven by Poisson random measures: Existence, uniqueness and averaging principles (2017) — 58 citations
- Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients (2010) — 150 citations
- Invariant Measures and Symmetry Property of Lévy Type Operators (2000) — 86 citations
- Stochastic averaging principle for differential equations with non-Lipschitz coefficients driven by fractional Brownian motion (2017) — 83 citations