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Durham University

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Dr. Chunrong Feng - all publications

Journal Article

  • Feng, Chunrong, Zhao, Huaizhong & Zhong, Johnny (2021). Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance. Physica D: Nonlinear Phenomena 417: 132815.
  • Feng, Chunrong, Qu, Baoyou & Zhao, Huaizhong (2020). A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations. Nonlinearity 33(10): 5324.
  • Feng, Chunrong, Wu, Panyu & Zhao, Huaizhong (2020). Ergodicity of invariant capacities. Stochastic Processes and their Applications 130(8): 5037.
  • Feng, Chunrong & Zhao, Huaizhong (2020). Random periodic processes, periodic measures and ergodicity. Journal of Differential Equations 269(9): 7382.
  • Feng, Chunrong, Wang, Xince & Zhao, Huaizhong (2018). Quasi-linear PDEs and forward–backward stochastic differential equations: Weak solutions. Journal of Differential Equations 264(2): 959.
  • Feng, Chunrong, Liu, Yu & Zhao, Huaizhong (2017). Numerical approximation of random periodic solutions of stochastic differential equations. Zeitschrift für angewandte Mathematik und Physik 68(5).
  • Feng, Chunrong, Wu, Yue & Zhao, Huaizhong (2016). Anticipating random periodic solutions—I. SDEs with multiplicative linear noise. Journal of Functional Analysis 271(2): 365.
  • Feng, Chunrong & Li, Liangpan (2013). On the Móri-Székely conjectures for the Borel-Cantelli lemma. Studia Scientiarum Mathematicarum Hungarica 50(2): 280.
  • Feng, Chunrong & Zhao, Huaizhong (2012). Random periodic solutions of SPDEs via integral equations and Wiener–Sobolev compact embedding. Journal of Functional Analysis 262(10): 4377.
  • Feng, Chunrong, Zhao, Huaizhong & Zhou, Bo (2011). Pathwise random periodic solutions of stochastic differential equations. Journal of Differential Equations 251(1): 119.
  • Feng, Chunrong & Zhao, Huaizhong (2010). Local Time Rough Path for Lévy Processes. Electronic Journal of Probability 15(0): 452.
  • Feng, Chunrong, Li, Liangpan & Shen, Jian (2010). Some Inequalities in Functional Analysis, Combinatorics, and Probability Theory. The Electronic Journal of Combinatorics 17(1).
  • Feng, Chunrong, Li, Liangpan & Shen, Jian (2009). On the Borel–Cantelli lemma and its generalization. Comptes Rendus Mathematique 347(21-22): 1313.
  • Feng, Chunrong & Zhao, Huaizhong (2008). Rough path integral of local time. Comptes Rendus Mathematique 346(7-8): 431.
  • Feng, Chunrong & Zhao, Huaizhong (2007). A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals. Electronic Journal of Probability 12(0): 1568.
  • Feng, Chunrong & Zhao, Huaizhong (2006). Two-parameter p, q-variation Paths and Integrations of Local Times. Potential Analysis 25(2): 165.