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
Outputs (24)
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
A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals (2007)
Journal Article
Feng, C., & Zhao, H. (2007). A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals. Electronic Journal of Probability, 12, https://doi.org/10.1214/ejp.v12-468
Two-parameter p, q-variation Paths and Integrations of Local Times (2006)
Journal Article
Feng, C., & Zhao, H. (2006). Two-parameter p, q-variation Paths and Integrations of Local Times. Potential Analysis, 25(2), https://doi.org/10.1007/s11118-006-9024-2