Associate Professor Ching-Tang Wu

Contact

• Email: ctwu@math.nctu.edu.tw
• Tel: +886-3-513-1220
• Fax: +886-3-572-4679
• Address: Department of Applied Mathematics, National Chiao Tung University,1001 Ta Hsueh Road, Hsinchu, Taiwan 30050, ROC

Teaching

• Fall Semester, 2021：
  • Calculus (I)
  • Calculus (I)
• Spring Semester, 2021：
  • Advanced Calculus (II)
  • Calculus (II)

Vitae

• Education
  • B.S. in Mathematics, National Tsing Hua University (1991)
  • M.S. in Mathematics, National Tsing Hua University (1993)
  • Ph. D. in Mathematics, Humboldt University of Berlin, Berlin, Germany (1999)
• Research Areas
  • Stochastic Analysis
  • Financial Mathematics
• Positions, Honors and Awards
  Post-doc, Institute of Financial and Actuarial Mathematics, Vienna University of Technology, Austria. 10/1999 – 07/2001 Assistant Professor, Department of Applied Mathematics, National University of Kaohsiung. 08/2001 – 01/2004 Associate Professor, Department of Applied Mathematics, National University of Kaohsiung. 02/2004 – 07/2005 Associate Professor, Department of Applied Mathematics, National Chiao Tung University. 08/2005 –
• Recent Research Projects
  • Numerical studies on Monge-Ampere equation from geometric optics (100-2115-M-009-002-)
  • Weak Brownian Motion and its Applications (NSC98-2115-M-009-006
  • Relationship between stopping and non-stopping time (NSC99-2115-M-009-003)
  • Study of the Relationship between Robust Utility Optimization Theory and Risk Measules (NSC99-2918-I-009-007)
  • Stochastic Filtering Theory and its Applications on Financial Mathematics (NSC96-2115-M009-005-MY2)
  • Non-linear Stochastic Filtering Problem and its applications (NSC 95-2115-M-009-015)

Selected Publications

(A)   Refereed Papers：

1. (With C.-P. Chen) Double Walsh series with coefficients of bounded variation of higher order, Transactions of the American Mathematical Society 350(1), 395-417, 1998.
2. (With H. Föllmer and M. Yor) Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trader, Stochastic Processes and Their Applications 84(1), 137-164, 1999.
3. (With H. Föllmer,and M. Yor) On weak Brownian motions of arbitrary order, Annales de l’Institut Henri Poincaré, B. Probabilités et Statistiques 36(4), 447-487, 2000.
4. (With M. Yor) Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations, Publicacions Matemàtiques 46, 237-256, 2002.
5. (With A. Schied) Duality theory for optimal investments under model uncertainty, Statistics and Decisions 23 (4), 199-217 ,2005.
6. (With Y. Tsai) Demand uncertainty and the choices of business model in the semiconductor industry, Seoul Journal of Economics 18 (4), 303-324, 2005.
7. (With L. Alili) Further results on some singular linear stochastic differential equations, Stochastic Processes and Their Applications, 119, 1386-1399, 2009.
8. (With Y. Tsai) Integrated production and the investment-uncertainty relationship, South Africa Journal of Economics, 77(1) 102-112, 2009.

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