155 results on '"WU, JIANG-LUN"'
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2. Ergodicity of 3D Stochastic Burgers Equation
3. Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions
4. Stochastic Averaging Principle for Two-Time-Scale SDEs with Distribution-Dependent Coefficients Driven by Fractional Brownian Motion
5. A Strong Averaging Principle Rate for Two-Time-Scale Coupled Forward–Backward Stochastic Differential Equations Driven by Fractional Brownian Motion
6. On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions
7. Stochastic differential equations with critically irregular drift coefficients
8. Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations
9. Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space
10. Global Well-Posedness of Stochastic Nematic Liquid Crystals with Random Initial and Boundary Conditions Driven by Multiplicative Noise
11. Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
12. An Averaging Principle for Stochastic Differential Delay Equations Driven by Time-Changed Lévy Noise
13. Stochastic averaging principle for distribution dependent stochastic differential equations
14. Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise
15. Least squares estimation for path-distribution dependent stochastic differential equations
16. LARGE DEVIATION PRINCIPLES FOR FIRST-ORDER SCALAR CONSERVATION LAWS WITH STOCHASTIC FORCING
17. On [formula omitted]-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise
18. Density Estimates for the Solutions of Backward Stochastic Differential Equations Driven by Gaussian Processes
19. Averaging principle for fractional heat equations driven by stochastic measures
20. Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion
21. BMO and Morrey–Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations
22. Discovery of mitochondrion-targeting copper(II)-plumbagin and -bipyridine complexes as chemodynamic therapy agents with enhanced antitumor activity.
23. Stochastic Navier–Stokes equations with Caputo derivative driven by fractional noises
24. Least Squares Estimator for Path-Dependent McKean-Vlasov SDEs via Discrete-Time Observations
25. Two-time-scales hyperbolic–parabolic equations driven by Poisson random measures: Existence, uniqueness and averaging principles
26. Renormalized entropy solutions of stochastic scalar conservation laws with boundary condition
27. Maximum principles for nonlocal parabolic Waldenfels operators
28. On a stochastic nonlocal conservation law in a bounded domain
29. Platinum-Based Mcl‑1 Inhibitor Targeting Mitochondria Achieves Enhanced Antitumor Activity as a Single Agent or in Combination with ABT-199.
30. On drift parameter estimation for mean-reversion type stochastic differential equations with discrete observations
31. New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients
32. Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions
33. Global well-posedness of 2D stochastic Burgers equations with multiplicative noise
34. On a Burgers type nonlinear equation perturbed by a pure jump Lévy noise in [formula omitted]
35. Log-Harnack inequality for stochastic Burgers equations and applications
36. Martingale Property of Empirical Processes
37. Supports for degenerate stochastic differential equations with jumps and applications
38. A comparison of two no-arbitrage conditions
39. Necessary and sufficient conditions for path-independence of Girsanov transformation for infinite-dimensional stochastic evolution equations
40. Solving a non-linear stochastic pseudo-differential equation of Burgers type
41. Pricing CDO tranches in an intensity based model with the mean reversion approach
42. Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
43. On a generalized population dynamics equation with environmental noise
44. The exponential behavior and stabilizability of quasilinear parabolic stochastic partial differential equation.
45. Compactness of Schrödinger semigroups with unbounded below potentials
46. Stochastic control of SDEs associated with Lévy generators and application to financial optimization
47. An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise.
48. Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization
49. A hyperfinite flat integral for generalized random fields
50. Invariant Measures and Symmetry Property of Lévy Type Operators
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