All Stories

  1. Asymptotic behavior of stochastic ocean tidal models

    Article • Journal of Mathematical Physics, July 2025, American Institute of Physics

    Xiuwei Yin, Jianglun WU

  2. Path independence for the additive functionals of stochastic Volterra equations with singular kernels and Hölder continuous coefficients

    Article • Journal of Differential Equations, June 2025, Elsevier

    Jianglun WU

  3. On distribution dependent BSDEs driven by Gaussian processes

    Article • Journal of Differential Equations, May 2025, Elsevier

    Jianglun WU

  4. Averaging principle for reflected stochastic evolution equations

    Article • Applied Mathematics Letters, February 2025, Elsevier

    Jianglun WU

  5. Stochastic averaging principle for neutral stochastic functional differential equations driven by G-Lévy process

    Article • Stochastics and Dynamics, June 2024, World Scientific Pub Co Pte Lt

    Jianglun WU

  6. Large deviation principle for multi-scale distribution-dependent stochastic differential equations driven by fractional Brownian motions

    Article • Journal of Evolution Equations, April 2024, Springer Science + Business Media

    Jianglun WU

  7. Stochastic Averaging Principle for Two-Time-Scale SDEs with Distribution-Dependent Coefficients Driven by Fractional Brownian Motion

    Article • Communications in Mathematics and Statistics, October 2023, Springer Science + Business Media

    Jianglun WU

  8. Stochastic differential equations with critically irregular drift coefficients

    Article • Journal of Differential Equations, October 2023, Elsevier

    Dr Jinlong Wei, Jianglun WU

  9. Stochastic averaging principle for multi-valued McKean–Vlasov stochastic differential equations

    Article • Applied Mathematics Letters, July 2023, Elsevier

    Jianglun WU

  10. Global Well-Posedness and Regularity of Stochastic 3D Burgers Equation with Multiplicative Noise

    Article • SIAM Journal on Mathematical Analysis, June 2023, Society for Industrial & Applied Mathematics (SIAM)

    Jianglun WU

  11. On a Class of Distribution Dependent Stochastic Differential Equations Driven by Time-Changed Brownian Motions

    Article • Applied Mathematics & Optimization, May 2023, Springer Science + Business Media

    Jianglun WU

  12. Stability of a Non-Lipschitz Stochastic Riemann-Liouville Type Fractional Differential Equation Driven by Lévy Noise

    Article • Acta Applicandae Mathematicae, June 2022, Springer Science + Business Media

    Jianglun WU

  13. Averaging principle for distribution dependent stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

    Article • Journal of Differential Equations, June 2022, Elsevier

    Jianglun WU

  14. Two-time-scale stochastic differential delay equations driven by multiplicative fractional Brownian noise: Averaging principle

    Article • Journal of Mathematical Analysis and Applications, June 2022, Elsevier

    Jianglun WU

  15. Global well-posedness of 2D stochastic Burgers equations with multiplicative noise

    Article • Statistics & Probability Letters, March 2022, Elsevier

    Jianglun WU

  16. Stochastic averaging principle for distribution dependent stochastic differential equations

    Article • Applied Mathematics Letters, March 2022, Elsevier

    Jianglun WU

  17. Well-Posedness for Stochastic Fractional Navier–Stokes Equation in the Critical Fourier–Besov Space

    Article • Journal of Theoretical Probability, January 2022, Springer Science + Business Media

    Jianglun WU

  18. An averaging principle for neutral stochastic fractional order differential equations with variable delays driven by Lévy noise

    Article • Stochastics and Dynamics, November 2021, World Scientific Pub Co Pte Lt

    Jianglun WU

  19. Supports for degenerate stochastic differential equations with jumps and applications

    Article • Statistics & Probability Letters, October 2021, Elsevier

    Jianglun WU

  20. On Lp-strong convergence of an averaging p...

    Article • Applied Mathematics Letters, May 2021, Elsevier

    Jianglun WU

  21. On a generalized population dynamics equation with environmental noise

    Article • Statistics & Probability Letters, January 2021, Elsevier

    Dr Jinlong Wei, Jianglun WU

  22. Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion

    Article • Applied Mathematics Letters, February 2020, Elsevier

    Jianglun WU

  23. Estimation of intrinsic growth factors in a class of stochastic population model

    Article • Stochastic Analysis and Applications, April 2019, Taylor & Francis

    Jianglun WU

  24. BMO and Morrey–Campanato estimates for stochastic convolutions and Schauder estimates for stochastic parabolic equations

    Article • Journal of Differential Equations, February 2019, Elsevier

    Dr Jinlong Wei, Jianglun WU

  25. A detection algorithm for the first jump time in sample trajectories of jump-diffusions driven by α-stable white noise

    Article • Communication in Statistics- Theory and Methods, October 2018, Taylor & Francis

    Jianglun WU

  26. On the regularity of weak solutions to space–time fractional stochastic heat equations

    Article • Statistics & Probability Letters, August 2018, Elsevier

    Jianglun WU

  27. Two-time-scales hyperbolic–parabolic equations driven by Poisson random measures: Existence, uniqueness and averaging principles

    Article • Journal of Mathematical Analysis and Applications, March 2017, Elsevier

    Jianglun WU

  28. New sufficient conditions of existence, moment estimations and non confluence for SDEs with non-Lipschitzian coefficients

    Article • Stochastic Processes and their Applications, December 2014, Elsevier

    Jianglun WU

  29. Stochastic partial differential equations driven by Lévy space-time white noise

    Article • Random Operators and Stochastic Equations, January 2000, De Gruyter

    Jianglun WU