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
Outputs (22)
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
On the Borel–Cantelli lemma and its generalization (2009)
Journal Article
Feng, C., Li, L., & Shen, J. (2009). On the Borel–Cantelli lemma and its generalization. Comptes Rendus Mathématique, 347(21-22), https://doi.org/10.1016/j.crma.2009.09.011
Rough path integral of local time (2008)
Journal Article
Feng, C., & Zhao, H. (2008). Rough path integral of local time. Comptes Rendus Mathématique, 346(7-8), https://doi.org/10.1016/j.crma.2008.02.015