Segui
Chunrong Feng
Chunrong Feng
Associate Professor in Probability, Durham University
Email verificata su durham.ac.uk
Titolo
Citata da
Citata da
Anno
Pathwise random periodic solutions of stochastic differential equations
C Feng, H Zhao, B Zhou
Journal of Differential Equations 251 (1), 119-149, 2011
802011
Random periodic solutions of SPDEs via integral equations and Wiener–Sobolev compact embedding
C Feng, H Zhao
Journal of Functional Analysis 262 (10), 4377-4422, 2012
572012
Two-parameter p, q-variation Paths and Integrations of Local Times
C Feng, H Zhao
Potential Analysis 25 (2), 165-204, 2006
452006
Random periodic processes, periodic measures and ergodicity
C Feng, H Zhao
Journal of Differential Equations 269 (9), 7382-7428, 2020
442020
Anticipating random periodic solutions—I. SDEs with multiplicative linear noise
C Feng, Y Wu, H Zhao
Journal of functional analysis 271 (2), 365-417, 2016
322016
On the Borel–Cantelli lemma and its generalization
C Feng, L Li, J Shen
Comptes Rendus. Mathématique 347 (21-22), 1313-1316, 2009
282009
Numerical approximation of random periodic solutions of stochastic differential equations
C Feng, Y Liu, H Zhao
Zeitschrift für angewandte Mathematik und Physik 68 (5), 119, 2017
272017
Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations
C Feng, B Qu, H Zhao
Journal of Differential Equations 286, 119-163, 2021
182021
A generalized Ito's formula in two-dimensions and stochastic Lebesgue-Stieltjes integrals
C Feng, H Zhao
172007
Local time rough path for Lévy processes
C Feng, H Zhao
152010
Rough path integral of local time
C Feng, H Zhao
Comptes Rendus Mathematique 346 (7-8), 431-434, 2008
152008
Existence of geometric ergodic periodic measures of stochastic differential equations
C Feng, H Zhao, J Zhong
Journal of Differential Equations 359, 67-106, 2023
142023
Some inequalities in functional analysis, combinatorics, and probability theory
C Feng, L Li, J Shen
the electronic journal of combinatorics 17 (1), R58, 2010
142010
Quasi-linear pdes and forward–backward stochastic differential equations: Weak solutions
C Feng, X Wang, H Zhao
Journal of Differential Equations 264 (2), 959-1018, 2018
112018
Ergodicity of invariant capacities
C Feng, P Wu, H Zhao
Stochastic Processes and their Applications 130 (8), 5037-5059, 2020
92020
Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance
C Feng, H Zhao, J Zhong
Physica D: Nonlinear Phenomena 417, 132815, 2021
72021
On the Móri-Székely conjectures for the Borel-Cantelli lemma
C Feng, L Li
Studia Scientiarum Mathematicarum Hungarica 50 (2), 280-285, 2013
62013
A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations
C Feng, B Qu, H Zhao
Nonlinearity 33 (10), 5324, 2020
52020
Ergodic numerical approximation to periodic measures of stochastic differential equations
C Feng, Y Liu, H Zhao
Journal of Computational and Applied Mathematics 398, 113701, 2021
42021
Periodic measures and Wasserstein distance for analysing periodicity of time series datasets
C Feng, Y Liu, H Zhao
Communications in Nonlinear Science and Numerical Simulation 120, 107166, 2023
32023
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
Articoli 1–20