arXiv subjects

Jiang-lun Wu

Publications and source records attributed to Jiang-lun Wu.

2 recordsLinked to original sources

arXiv2018

The effect of noise intensity on stochastic parabolic equations

In the present paper, the effect of noise intensity on stochastic parabolic equations is discussed. We focus on the effect of noise on the energy solutions of the stochastic parabolic equations. By utilising Itô's formula and the energy estimate method, we obtain the excitation indices of the energy solutions $u$ at any finite time $t$. Furthermore, we improve certain existing results in the literature by presenting a comparably simple method to show those existing results.

math.PR↗

arXiv2017

Critical link of self-similarity and visualisation for jump-diffusions driven by $α$-stable noise

The purpose of this paper is to derive a critical link of parameters for the self-similar trajectories of jump-diffusions which are described as solutions of stochastic differential equations driven by $α$-stable noise. This is done by a multivariate Lagrange interpolation approach. To this end, we utilise computer simulation algorithm in MATLAB to visualise the trajectories of the jump-diffusions for various combinations of parameters arising in the stochastic differential equations.

stat.ME↗