5 citations · 32 across the 30 of their papers we have counts for
31 papers
Stochastic averaging principle and stability for multi-valued McKean-Vlasov stochastic differential equations with jumps
Guangjun Shen, Jie Xiang, Jiang-Lun Wu
In this paper, we consider the stochastic averaging principle and stability for multi-valued McKean-Vlasov stochastic differential equations with jumps. First, under certain averag…
On distribution dependent stochastic differential equations driven by -Brownian motion
De Sun, Jiang-Lun Wu, Panyu Wu
Distribution dependent stochastic differential equations have been a very hot subject with extensive studies. On the other hand, under the -expectation framework, stochastic dif…
Distribution dependent BSDEs driven by Gaussian processes
Xiliang Fan, Jiang-Lun Wu
In this paper we are concerned with distribution dependent backward stochastic differential equations (DDBSDEs) driven by Gaussian processes. We first show the existence and unique…
Global well-posedness and regularity of 3D Burgers equation with multiplicative noise
Zhao Dong, Boling Guo, Jiang-Lun Wu +1
In this paper, we develop low regularity theory for 3D Burgers equation perturbed by a linear multiplicative stochastic force. This method is new and essentially different from the…
Path independence of the additive functionals for stochastic differential equations driven by G-Lévy processes
Huijie Qiao, Jiang-Lun Wu
In the paper, we consider a type of stochastic differential equations driven by G-Lévy processes. We prove that a kind of their additive functionals has path independence and exten…
Path independence of the additive functionals for McKean-Vlasov stochastic differential equations with jumps
Huijie Qiao, Jiang-Lun Wu
In this article, the path independent property of additive functionals of McKean-Vlasov stochastic differential equations with jumps is characterised by nonlinear partial integro-d…