Outputs (24)

A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations (2020)
Journal Article
Feng, C., Qu, B., & Zhao, H. (2020). A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations. Nonlinearity, 33(10), https://doi.org/10.1088/1361-6544/ab9584

This paper contains two parts. In the first part, we study the ergodicity of periodic measures of random dynamical systems on a separable Banach space. We obtain that the periodic measure of the continuous time skew-product dynamical system generated... Read More about A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations.

Random periodic processes, periodic measures and ergodicity (2020)
Journal Article
Feng, C., & Zhao, H. (2020). Random periodic processes, periodic measures and ergodicity. Journal of Differential Equations, 269(9), 7382-7428. https://doi.org/10.1016/j.jde.2020.05.034

Ergodicity of random dynamical systems with a periodic measure is obtained on a Polish space. In the Markovian case, the idea of Poincaré sections is introduced. It is proved that if the periodic measure is PS-ergodic, then it is ergodic. Moreover, i... Read More about Random periodic processes, periodic measures and ergodicity.

Quasi-linear PDEs and forward–backward stochastic differential equations: Weak solutions (2018)
Journal Article
Feng, C., Wang, X., & Zhao, H. (2018). Quasi-linear PDEs and forward–backward stochastic differential equations: Weak solutions. Journal of Differential Equations, 264(2), https://doi.org/10.1016/j.jde.2017.09.030

Numerical approximation of random periodic solutions of stochastic differential equations (2017)
Journal Article
Feng, C., Liu, Y., & Zhao, H. (2017). Numerical approximation of random periodic solutions of stochastic differential equations. Zeitschrift für angewandte Mathematik und Physik, 68(5), https://doi.org/10.1007/s00033-017-0868-7

Anticipating random periodic solutions—I. SDEs with multiplicative linear noise (2016)
Journal Article
Feng, C., Wu, Y., & Zhao, H. (2016). Anticipating random periodic solutions—I. SDEs with multiplicative linear noise. Journal of Functional Analysis, 271(2), https://doi.org/10.1016/j.jfa.2016.04.027

On the Móri-Székely conjectures for the Borel-Cantelli lemma (2013)
Journal Article
Feng, C., & Li, L. (2013). On the Móri-Székely conjectures for the Borel-Cantelli lemma. Studia Scientiarum Mathematicarum Hungarica, 50(2), https://doi.org/10.1556/sscmath.50.2013.2.1241

Random periodic solutions of SPDEs via integral equations and Wiener–Sobolev compact embedding (2012)
Journal Article
Feng, C., & Zhao, H. (2012). Random periodic solutions of SPDEs via integral equations and Wiener–Sobolev compact embedding. Journal of Functional Analysis, 262(10), https://doi.org/10.1016/j.jfa.2012.02.024

Pathwise random periodic solutions of stochastic differential equations (2011)
Journal Article
Feng, C., Zhao, H., & Zhou, B. (2011). Pathwise random periodic solutions of stochastic differential equations. Journal of Differential Equations, 251(1), https://doi.org/10.1016/j.jde.2011.03.019

Some Inequalities in Functional Analysis, Combinatorics, and Probability Theory (2010)
Journal Article
Feng, C., Li, L., & Shen, J. (2010). Some Inequalities in Functional Analysis, Combinatorics, and Probability Theory. Electronic Journal of Combinatorics, 17(1), https://doi.org/10.37236/330

Local Time Rough Path for Lévy Processes (2010)
Journal Article
Feng, C., & Zhao, H. (2010). Local Time Rough Path for Lévy Processes. Electronic Journal of Probability, 15, https://doi.org/10.1214/ejp.v15-770