吕吴俊

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基本信息姓名吕吴俊
系室统计系
职称讲师
联系方式见学院黄页
电子邮件lvwujun@dhu.edu.cn
研究方向随机偏微分方程,数理金融
学习经历起止年月学校专业学位/学历
2016.9-2020.1上海财经大学统计学博士
工作经历起止年月单位职称/职务
2020.6 - 至今东华大学讲师
代表性论文&科研
Jiaoing 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.