Academic Degrees

PhD, 2003, School of Mathematics and Statistics, Huazhong University of Science and Technology, China;

Master, 2000, School of Mathematics and Statistics, Huazhong University of Science and Technology, China;

Bachelor, 1998, Department of Mathematics, Henan Normal University, China

Professional Experience

Professor (2012-present); School of Mathematics and Statistics, Huazhong University of Science and Technology;

Associate Professor (2009-2011); School of Mathematics and Statistics, Huazhong University of Science and Technology;

Lecturer (2003-2008); School of Mathematics and Statistics, Huazhong University of Science and Technology.

Selected Publications

[1] Xiaofeng Zong, Fuke Wu, Guiping Xu, Convergence and stability of two classes of theta-Milstein schemes for stochastic differential equations, Journal of Computational and Applied Mathematics, 336 (2018), 8 – 29.

[2] Xiaofeng Zong, Dongxia Lei, Fuke Wu, Discrete Razumikhin-type stability theorems for stochastic discrete-time delay systems, Journal of the Franklin Institute, 355 (17) (2018), 8245-8265.

[3] Hao Yang, Peter E. Kloeden & Fuke Wu, Weak solution of stochastic differential equations with fractional diffusion coefficient, Stochastic Analysis and Applications, 36:4, (2018), 613-621.

[4] Cui, Hongyong, Kloeden, Peter E., Wu, Fuke Pathwise upper semi-continuity of random pullback attractors along the time axis. Phys. D 374/375 (2018), 21–34.

[5] Fuke Wu, George Yin, Hongwei Mei, Stochastic functional differential equations with infinite delay: Existence and uniqueness of solutions, solution maps, Markov properties, and ergodicity, Journal of Differential Equations, 262 (3) (2017), 1226-1252.

[6] Xiaofeng Zong; Fuke Wu, Chengming Huang, The moment exponential stability criterion of nonlinear hybrid stochastic differential equations and its discrete approximations. Proceedings of the Royal Society of Edinburgh, Section: A, 146 (2016), no. 6, 1303–1328.

[7] Fuke Wu, George Yin, Zhuo Jin, Kolmogorov-type systems with regime-switching jump diffusion perturbations. Discrete and Continuous Dynamical Systems, Series- B 21 (2016), no. 7, 2293–2319

[8] Hongwei Mei, George Yin, Fuke Wu, Properties of stochastic integro-differential equations with infinite delay: Regularity, ergodicity, weak sense Fokker–Planck equations, Stochastic Processes and their Applications, 126, (10) (2016), 3102-3123

[9] Fuke Wu, Tianhai Tian, James B. Rawlings, George Yin, Approximate method for stochastic chemical kinetics with two-time scales by chemical Langevin equations, The Journal of Chemical Physics 144, 174112 (2016); doi: 10.1063/1.4948407

[10] Xiaofeng Zong, Fuke Wu, Exponential stability of the exact and numerical solutions for neutral stochastic delay differential equations, Applied Mathematical Modelling, 40(1) (2016), 19-30

[11] Senren Tan, Zhuo Jin, Fuke Wu, Arbitrage and leverage strategies in bubbles under synchronization risks and noise-trader risks, Economic Modelling 49 (2015) 331–343

[12] Yangzi Hu, Fuke Wu, Exponential extinction of a stochastic Lotka–Volterra model with expectations in coefficients. IMA Journal of Applied Mathematics, 80 (2015), 1219-1234

[13] Wu, Fuke; Yin, George; Wang, Le Yi Razumikhin-type theorems on moment exponential stability of functional differential equations involving two-time-scale Markovian switching. Mathematical Control and Related Fields, 5 (2015), no. 3, 697–719

[14] Zong, Xiaofeng; Wu, Fuke; Huang, Chengming Exponential mean square stability of the theta approximations for neutral stochastic differential delay equations. Journal of Computational and Applied Mathematics, 286 (2015), 172–185.

[15] Guangliang Zhao, Fuke Wu, George Yin, Feedback controls to ensure global solutions and asymptotic stability of Markovian switching diffusion system, Mathematical Control and Related Fields, 5 (2) (2015), 359-376.

[16] Yangzi Hu, Fuke Wu, The improved results on the stochastic Kolmogorov system with time-varying delay, Discrete and Continuous Dynamical Systems Series B, 20 (5), 2015, 1481-1497.

[17] Tao Li, Fuke Wu, Ji-Feng Zhang, Continuous-time multi-agent averaging with relative-state-dependent measurement noises: matrix intensity functions, IET Control Theory & Application, 9 (3), 2015, 374-380.

[18] Lin Chen, Fuke Wu, Almost sure exponential stability of the backward Euler–Maruyama scheme for stochastic delay differential equations with monotone-type condition, Journal of Computational and Applied Mathematics, 282, (2015), 44-53.

[19] Xiaofeng Zong, Fuke Wu, Chengming Huang, Theta schemes for SDDEs with non-globally Lipschitz continuous coefficients, Journal of Computational and Applied Mathematics 278 (2015) 258–277.

[20] Xiaofeng Zong, Fuke Wu, George Yin, Zhuo Jin, Almost Sure and pth-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems, SIAM Journal on Control and Optimization, 2014, 52(4): 2595-2622.

[21] Fuke Wu, George Yin, Tianhai Tian, Gene regulatory networks driven by intrinsic noise with two-time scales: a stochastic averaging approach, Frontiers of Mathematics in China, 9 (4) (2014), 947-963.

[22] Rongcheng Yin, Fuke Wu and Shigeng Hu, A class of stochastic differential equations with the time average, Acta Mathematica Sinica, English Series, 30 (2014), no. 3, 525-538

[23] Xiaofeng Zong, Fuke Wu, Chengming Huang, Preserving exponential mean square stability and decay rates in two classes of theta approximations of stochastic differential equations, Journal of Difference Equations and Applications, 20(7) (2014), 1091-1111.

[24] Tao Li, Fuke Wu and Ji-Feng Zhang, Multi-agent consensus with relative-state-dependent measurement noises, IEEE Transactions on Automatic Control, 59(9)(2014), 2463-2468.

[25] Xiaofeng Zong, Fuke Wu, Choice of θ and mean-square exponential stability in stochastic theta method of stochastic differential equations, Journal of Computational and Applied Mathematics, 255 (2014), 837-847

[26] Xiaofeng Zong, Fuke Wu, Chengming Huang, Convergence and stability of the semi-tamed Euler scheme for stochastic differential equations with non-Lipschitz continuous coefficients, Applied Mathematics and Computation, 228 (2013), 240-250

[27] Zhuo Jin, George Yin, Fuke Wu, Optimal reinsurance strategies in regime-switching jump diffusion models: Stochastic differential game formulation and numerical methods. Insurance: Mathematics and Economics 53 (2013), 733-746

[28] Fuke Wu, Peter E. Kloeden, Mean-square random attractors of stochastic delay differential equations with random delay, Discrete and Continuous Dynamical Systems—Series B, Volume 18, Number 6, August, 2013, 1715—1734.

[29] Xiaofeng Zong, Fuke Wu, Tianhai Tian, Stability and stochastic stabilization of numerical solutions of regime-switching jump diffusion systems, Journal of Difference Equations and Applications, 19 (11), (2013), 1733-1757.

[30] Fuke Wu, Xuerong Mao, Peter, E. Kloeden, Discrete Razumikhin-type technique and stability of the Euler-Maruyama method to stochastic functional differential equations，Discrete and continuous dynamical systems-A 33 (2013), 885-903.

[31] Yangzi Hu, Fuke Wu, A Class of stochastic differential equations with expectations in the coefficients, Nonlinear Analysis: Theory, Methods & Applications, 81 (2013), 190-199.

[32] George Yin, Guangliang Zhao, Fuke Wu, Regularization and Stabilization of Randomly Switching Dynamic Systems, SIAM Journal on Applied Mathematics, 72 (2012), 1361-1382.

[33] Fuke Wu, G. Yin, Environmental noises produce suppression and extinction in stochastic Lotka-Volterra model with infinite delay, Journal of Mathematical Analysis and Applications, 396 (2012), 772-785..

[34] Lin Chen, Fuke Wu, Choice of θ and its effects on stability in the θ-method of stochastic delay differential equations, International Journal of Computer Mathematics—Section B. 89 (15), (2012), 2106-2122.

[35] Lin Chen, Fuke Wu, Almost sure exponential stability of the θ-method for stochastic differential equations, statistics and probability letters 82, (2012), 1669--1676

[36] Rongcheng Yin, Fuke Wu, Yi Shen, The asymptotic properties of the suppressed system by Brownian noise, International Journal of Control, 85 (2012), 1112-1120.

[37] Fuke Wu, Gang George Yin and Le Yi Wang, Moment Exponential Stability of Random Delay Systems with Two-time-scale Markovian Switching, Nonlinear Analysis: Real World Applications 13 (2012) 2476–2490.

[38] Fuke Wu, Gang George Yin and Le Yi Wang, Stability of a Pure Random Delay System with Two-Time-Scale Markovian Switching, Journal of differential equations, 253 (2012), 878-905..

[39] Fuke Wu, Shigeng Hu, Razumikhin-type theorems on general decay stability and robustness for stochastic functional differential equations, International journal robust and nonlinear control. (22) 2012, 763–777

[40] Yangzi Hu, Fuke Wu, Chengming Huang, Stochastic stability of a class of unbounded delay neutral stochastic differential equations with general decay rate, International Journal of System Science, 43 (2012), 308--318

[41] Fuke Wu, Shigeng Hu, The LaSalle-type theorem for neutral stochastic functional differential equations with infinite delay, Discrete and continuous dynamical systems , Series A, 32 (2012), 1065-1094

[42] Feng Jiang, Yi Shen, Fuke Wu, A note on order of convergence of numerical method for neutral stochastic functional differential equations, Communications in Nonlinear Science and Numerical Simulation, 17 (2012), 1194—1200.

[43] Fuke Wu, Shigeng Hu, Attraction, stability and boundedness for stochastic functional differential equations with infinite delay, Automatica, 47 (2011), 2224 – 2232.

[44] Fuke Wu, Shigeng Hu, Xuerong Mao, Razumikhin-type theorem for neutral stochastic functional differential equations with unbounded delay, Acta Mathematica Scientia, 31 (2011), 1245 – 1258 .

[45] Yangzi Hu, Fuke Wu, A Class of Stochastic Functional Differential Equations with Markovian Switching, Journal Integral Equations and Applications, 23 (2011), 1 – 30.

[46] Fuke Wu, Shigeng Hu, On a class of nonlocal stochastic functional differential equations with infinite delay, Stochastic Analysis and Applications, 29 (2011), 713 – 721

[47] Fuke Wu, Shigeng Hu, Khasminskii-type theorems for stochastic functional differential equations with infinite delay, Statistics and Probability Letters, 81 (2011), 1690 – 1694.

[48] Fuke Wu, Xuerong Mao, Peter E. Kloeden, Almost sure exponential stability of the Euler--Maruyama approximations for stochastic functional differential equations, the special issue of Random Operator and Stochastic Equations, 19 (2011), 94 – 119.

[49] Fuke Wu, Shigeng Hu, Global positive solution and its asymptotic pathwise estimation of the stochastic functional Kolmogorov-type system with infinite delay, Stochastic Models, 27 (2011), 94 – 119.

[50] Feng Jiang, Yi Shen, Fuke Wu, Convergence of numerical approximation for jump models involving delay and mean-reverting square root process, Stochastic Analysis and Applications, 29 (2011), 216 – 236.

[51] Fuke Wu, Unbounded delay stochastic functional Kolmogorov-type system, Proceedings of the Royal Society of Edinburgh, 140A (2010), 1309 – 1334.

[52] Fuke Wu, Yangzi Hu, Existence and uniqueness of global positive solutions to the stochastic functional Kolmogorov-type system, IMA Journal of Applied Mathematics (2010) 75, 317 − 332

[53] Fuke Wu, Xuerong Mao, Lukas Szpruch, Almost sure exponential stability of numerical solutions for stochastic delay differential equations, Numerische Mathematik, 115 (2010), 681 – 697.

[54] Fuke Wu, Shigeng Hu, Stochastic suppression and stabilization of functional differential equations, System and Control Letters, 59 (2010), 745-753.

[55] Fuke Wu, Shigeng Hu, Stochastic suppression and stabilization of delay differential systems, International Journal of Robust and Nonlinear Control, 21 (2010), 488--500.

[56] Fuke Wu, Yangzi Hu, Stochastic Lotka--Volterra system with unbounded distributed delay, Discrete and Continuous Dynamical Systems Series B. 14 (2010), 275-288.

[57] Fuke Wu, Shigeng Hu, A study of a class of nonlinear stochastic delay differential equations, Stochastic and Dynamics, 10 (2010), 97–118.

[58] Fuke Wu, Shigeng Hu, Chengming Huang, Robustness of general decay stability of nonlinear neutral stochastic functional differential equations with infinite delay, System and Control Letter. 59 (2010), 195-202

[59] Fuke Wu, Shigeng Hu, Yue Liu, Positive solution and its asymptotic behaviour of stochastic functional Kolmogorov-type system, Journal of Mathematical Analysis and Applications, 364 (2010), 104-118.

[60] Yangzi Hu, Fuke Wu, Stochastic Kolmogorov-type population dynamics with infinite distributed delays, Acta Applicandae Mathematicae (2010), 110: 1407-1428.

[61] Yangzi Hu, Fuke Wu, Chengming Huang, Stochastic Lotka--Volterra model with multiple delays, Journal of Mathematical Analysis and Applications, 375 (2010), 42-57.

[62] Fuke Wu, Yangzi Hu, Ultimate boundedness of stochastic functional Kolmogorov-type systems, Dynamics of Continuous, Discrete & Impulsive Systems. Series B: Applications and Algorithms, 16 (2009), 281-301.

[63] Fuke Wu, Yong Xu, Stochastic Lotka–Volterra Population Dynamics with Infinite Delay, SIAM Journal on Applied Mathematics, 70 (2009), 641-657.

[64] Fuke Wu, Xuerong Mao, Kan Chen, The Cox-Ingersoll-Ross model with delay and strong convergence of its Euler--Maruyama approximate solutions, Applied Numerical Mathematics, 59 (2009) 2641-2658.

[65] Fuke Wu, Shigeng Hu, Suppression and stabilisation of noise, International Journal of Control, 82 (2009), 2150-2157.

[66] Fuke Wu, Yangzi Hu, Pathwise estimation of the stochastic functional Kolmogorov-type system, Journal of the Franklin Institute, 346 (2009), 191–205

[67] Fuke Wu, Yangzi Hu, Asymptotic Properties of Stochastic Functional Kolmogorov-Type System, Acta Applicandae Mathematicae, 106 (2009), 251–263.

[68] Fuke Wu, Shigeng Hu, Stochastic Kolmogorov-Type Population Dynamics with Variable Delay, Stochastic Models, 25 (2009), 129 – 150.

[69] Juliang Yin, Xuerong Mao and Fuke Wu, The general stochastic Lotka-Volterra system, Stochastic Models，25 (2009), 436 – 454.

[70] Yangzi Hu, Fuke Wu, Chengming Huang, Robustness of exponential stability of a class of stochastic functional differential equations with infinite delay, Automatica 45 (2009), 2577-2584.

[71] Yong Xu, Fuke Wu, Yimin, Tan, Stochastic Lotka-Volterra system with infinite delay, Journal of Computational and Applied Mathematics, 232 (2009), 472-480.

[72] Shaobo Zhou, Fuke Wu, Convergence of numerical solutions to neutral stochastic delay differential equations with Markovian switching, Journal of Computational and Applied Mathematics，229 (2009), 85-96.

[73] Yong Xu, Fuke Wu, Global, solutions and boundedness of stochastic functional Kolmogorov system with infinite delay, Stochastics and Dynamics, 9 (2009), 315-333.

[74] Lin Wang, Fuke Wu, Existence, uniqueness and asymptotic properties of a class of nonlinear stochastic differential delay equations with Markovian switching, Stochastics and Dynamics, 9 (2009), 253–275.

[75] Fuke Wu, Xuerong Mao, Numerical Solutions of Neutral Stochastic Functional Differential Equations, SIAM Journal on Numerical Analysis, 46 (2008), 1821-1841.

[76] Fuke Wu and Shigeng Hu, Stochastic functional Kolmogorov-type population dynamics, Journal of Mathematical Analysis and Applications, 347 (2008), 534-549.

[77] Fuke Wu, Xuerong Mao, Kan Chen, A highly sensitive mean-reverting process in finance and the Euler-Maruyama approximations, Journal of Mathematical Analysis and Application, 348 (2008), 540-554.

[78] Fuke Wu, Xuerong Mao, Juliang Yin, Uncertainty and economic growth in a stochastic R&D model, Economic modelling, 25 (2008), 1306-1317.

[79] Fuke Wu, Xuerong Mao, Kan Chen, Strong convergence of Monte Carlo simulations of the mean-reverting square root process with jump, Applied Mathematics and Computation, 206 (2008), 494-505.

Awards:

l 2017 Royal Society-Newton Advanced Fellowship

l 2015 Hubei Provincial Natural Science Award (Second Prize)

l 2014 The National Natural Science Foundation of China for Excellent Young Scientist Program, NSFC, China

l 2011 New Century Excellent Talents in Universities from the State Education Ministry of China

Courses Taught

Probability Theory for undergraduate

Advanced Probability Theory for Postgraduate

Project

l National Natural Science Foundation of China: 61873320, The Averaging Principles for Two-Time-Scale Delay Diffusions and Their Applications, 2019/01-2022/12

l Royal Society-Newton Advanced Fellowship (REF NA160317), 2017/03- 2020/02

l National Natural Science Foundation of China: 1161101211, Ergodicity and invariant measures of stochastic delay systems driven by various noises and their applications, 2017/03-2020/02

l Ky and Yu-Fen Fan Fund Travel Grant from the AMS (With Professor George Yin): Stochastic Systems with Delay, Switching, and Jumps, 2016/06-2017/07

l National Natural Science Foundation of China: 61473125, Stochastic stabilization induced by multi-noise and applications in multiagents systems, 2015/01-2018/12

l National Natural Science Foundation of China for Excellent Young Scientist Program: 11422110, Stability of stochastic systems and stochastic approximations, 2015/01- 2017/12

l National Natural Science Foundation of China: 11001091, Stability of numerical solutions for stochastic functional differential equations, 2011/01 – 2013/12

l DAAD (the Deutscher Akademischer Austausch Diens) for visiting Grant (2011);

l New Century Excellent Talents in Universities from the State Education Ministry of China: NECT-11-0186. 2011/01-2013/12