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Publications by Jiang-Lun Wu
On Drift Parameter Estimation for Mean-Reversion Type Stochastic Differential Equations With Discrete Observations
Advances in Difference Equations
Applied Mathematics
Number Theory
Analysis
Algebra
Stochastic Averaging Principle for Differential Equations With Non-Lipschitz Coefficients Driven by Fractional Brownian Motion
Stochastics and Dynamics
Modeling
Simulation
Related publications
Asymptotic Parameter Estimation Theory for Stochastic Differential Equations.
On Stochastic Differential Equations With Locally Unbounded Drift
Czechoslovak Mathematical Journal
Mathematics
Conditional Path Sampling for Stochastic Differential Equations Through Drift Relaxation
Communications in Applied Mathematics and Computational Science
Computational Theory
Applied Mathematics
Computer Science Applications
Mathematics
On the Asymptotic Stability of a Class of Perturbed Ordinary Differential Equations With Weak Asymptotic Mean Reversion
Nonlinear Filtering of Itô-Lévy Stochastic Differential Equations With Continuous Observations
Communications on Stochastic Analysis
Statistics
Probability
On Stochastic Partial Differential Equations
Stochastic Processes and their Applications
Modeling
Applied Mathematics
Statistics
Probability
Simulation
Monotone Iterations for Differential Equations With a Parameter
Journal of Applied Mathematics and Stochastic Analysis
Stochastic Differential Equations
Stochastic Differential Equations
