| 代表性论文&科研 |
|---|
| Jiaping Wen, Ping He, Wujun Lv*. Continuity and approximation properties of solutions to fractional neutral stochastic functional differential equations with non-Lipschitz coefficients. Stochastics: An International Journal of Probability and Stochastic Processes, 95 (4), 2023; |
| Wujun Lv, Tao Pang, Xiaobao Xia, Jingzhou Yan. Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets. Financial Innovation, 2023.DOI:10.1186/s40854-023-00472-8. |
| W. Lv, X. Huang, Harnack and Shift Harnack Inequalities for Degenerate (Functional) SPDEs with Singular Drifts, Journal of Theoretical Probability, 33(2020) 1-25. |
| W. Lv, X. Huang , Stochastic Functional Hamiltonian System with Singular Coefficients, Communications on Pure and Applied. Analysis, 19 (2020) 1257-1273. |
| G. Liu, W. Lv*, Y. Chen, Capital structure adjustment speed over the business cycle, Finance Research Letters, 2020.101574. |
| W. Lv, P. He, Q, Wang,Well-posedness and Blow-up Solution for the Stochastic Dullin-Gottwald-Holm equation, Journal of Mathematical Physics, 60(2019)083513. |
| W. Lv, P. He, Q. Wang, Well-posedness for the Stochastic Novikov equation, Statistics & Probability Letters, 153(2019)157-163. |
| C. Cai, W. Lv*, Adaptative design for estimation of parameter of second order differential equation in fractional diffusion system, Physica A: Statistical Mechanics and its Applications, 541(2019)123544. |
