| 代表性论文&科研 |
|---|
| X. Huang, W. Lv*; Exponential ergodicity and propagation of chaos for path-distribution dependent stochastic Hamiltonian system, Electronic Journal Of Probability, 28 (2023)1–20. |
| W. Lv, P Jiang; Foreign exchange option pricing under the 4/2 stochastic volatility model and CIR interest rates, Communications in Statistics - Theory and Methods, 53(2024) 2670-2687. |
| J Wen, P He, W. 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 ( 2023)1-34. |
| W. Lv, T Pang, X Xia, J Yan. Dynamic portfolio choice with uncertain rare-events risk in stock and cryptocurrency markets, Financial Innovation, 9（2023）1-28. |
| W. Lv, X. Huang, Harnack and Shift Harnack Inequalities for Degenerate (Functional) SPDEs with Singular Drifts, Journal of Theoretical Probability, 34(2021) 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,39（2021）1-9. |
| 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. |
