Pricing CDO tranches in an intensity based model with the mean reversion approach. - Jiang-Lun Wu; Wei Yang (Math. Comput. Model., 2010)

Valuation of synthetic CDOs with affine jump-diffusion processes involving Lévy stable distributions. - Jiang-Lun Wu; Wei Yang (Math. Comput. Model., 2013)

Molecular Versus Electromagnetic Wave Propagation Loss in Macro-Scale Environments. - Weisi Guo; Christos Mias; Nariman Farsad; Jiang-Lun Wu (IEEE Trans. Mol. Biol. Multi Scale Commun., 2015)

Stochastic averaging for stochastic differential equations driven by fractional Brownian motion and standard Brownian motion. - Bin Pei; Yong Xu 011; Jiang-Lun Wu (Appl. Math. Lett., 2020)

Averaging principle for fractional heat equations driven by stochastic measures. - Guangjun Shen; Jiang-Lun Wu; Xiuwei Yin (Appl. Math. Lett., 2020)

Least squares estimation for path-distribution dependent stochastic differential equations. - Panpan Ren; Jiang-Lun Wu (Appl. Math. Comput., 2021)

On Lp-strong convergence of an averaging principle for non-Lipschitz slow-fast systems with Lévy noise. - Yong Xu 011; Hongge Yue; Jiang-Lun Wu (Appl. Math. Lett., 2021)

Stochastic averaging principle for distribution dependent stochastic differential equations. - Guangjun Shen; Jie Song; Jiang-Lun Wu (Appl. Math. Lett., 2022)

Stochastic averaging principle for multi-valued McKean-Vlasov stochastic differential equations. - Guangjun Shen; Jie Xiang; Jiang-Lun Wu (Appl. Math. Lett., 2023)

Random vortex dynamics and Monte-Carlo simulations for wall-bounded viscous flows. - Vladislav Cherepanov; Sebastian W. Ertel; Zhongmin Qian; Jiang-Lun Wu (CoRR, 2024)

Averaging principle for reflected stochastic evolution equations. - Yifan Tian; Jiang-Lun Wu; Xiuwei Yin (Appl. Math. Lett., 2025)