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, 2023:
- Calculus (I)
- Calculus (I)
- Spring Semester, 2024:
- 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
- (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.
- (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.
- (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.
- (With M. Yor) Linear transformations of two independent Brownian motions and orthogonal decompositions of Brownian filtrations, Publicacions Matemàtiques 46, 237-256, 2002.
- (With A. Schied) Duality theory for optimal investments under model uncertainty, Statistics and Decisions 23 (4), 199-217 ,2005.
- (With Y. Tsai) Demand uncertainty and the choices of business model in the semiconductor industry, Seoul Journal of Economics 18 (4), 303-324, 2005.
- (With L. Alili) Further results on some singular linear stochastic differential equations, Stochastic Processes and Their Applications, 119, 1386-1399, 2009.
- (With Y. Tsai) Integrated production and the investment-uncertainty relationship, South Africa Journal of Economics, 77(1) 102-112, 2009.
(A) Refereed Papers:
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