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吳慶堂

吳慶堂 Ching-Tang Wu

123

聯絡資訊

  • 職稱: 副教授兼系主任
  • 電話: 研究室 089-517536, 系主任辦公室 089-517520
  • E-Mail: ctwu@nttu.edu.tw
  • 研究室: 理工學院B棟4樓 SEB410
  • 系主任辦公室: 理工學院B棟3樓 SEB308
  • 分機號碼: 研究室 6110, 系主任辦公室 6100
  • Office hours: 星期一(13:10~15:00), 星期二(15:10~17:00)
  • 地點:SEB308

學歷

  • 德國柏林洪堡大學數學博士, 1999
  • 國立清華大學數學研究所碩士, 1993
  • 國立清華大學數學系學士, 1991

經歷     

  • 國立台東大學數學系副教授, 2014/02 ~ 至今
  • 國立交通大學應用數學系副教授, 2005/08 ~ 2014/01
  • 國立高雄大學應用數學系副教授, 2004/02 ~ 2005/07
  • 國立高雄大學應用數學系助理教授, 2001/08 ~ 2004/01
  • 奧地利維也納工業大學金融及保險數學學系博士後研究, 1999/10 ~ 2001/07

研究領域    

  • 財務數學
  • 隨機分析

期刊論文

  • (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.