.::  HOME | NYCU | EMAIL | Sitemap | 中文版 ::.
AM LOGO NYCU HOME
Latest news About us Faculty Research Admission Academics Student area Alumni F.A.Q.

  • Faculty
  • Visitors
  • Postdocs
  • Staff

  • Academic Webs

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, 2024:
    • Calculus (I)
    • Calculus (I)
  • Spring Semester, 2025:
    • 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.

返回go back





  •         
  •         
  •         
  •         
  •         
  •         
  •         
  •         
  •         
  •    
  • English Version|
  • 意見回饋|
  • Go Top
  •         
  •         
  •         
  •         
  •         
  •         
  •         
  •         
  •         

本網站著作權屬於國立陽明交通大學 應用數學系  © 2025

地址: 300 新竹市大學路1001號 科學一館2樓

系辦電話:(03)5722088     傳真:(03) 5724679     電子郵件:lcchang607@nycu.edu.tw

︱本系網站資訊開放宣告︱ 本系個人資料保護暨資訊安全宣言︱

最後更新:2025-05-28 06:43:28 PM (CST)