Cookies

We use cookies to ensure that we give you the best experience on our website. You can change your cookie settings at any time. Otherwise, we'll assume you're OK to continue.

Durham University

Research & business

View Profile

Dr. Chunrong Feng, PhD Loughborough University and Shandong University

Associate Professor in Probability in the Department of Mathematical Sciences
Room number: CM321

Contact Dr. Chunrong Feng (email at chunrong.feng@durham.ac.uk)

Employment and experience

Aug. 2020-present, Associate Professor, Department of Mathematical Sciences, Durham University, Durham, U.K.

Feb. 2019- July 2020, Senior Lecturer, Department of Mathematical Sciences, Loughborough University, Loughborough, U.K.

Oct. 2010- Jan. 2019, Lecturer, Department of Mathematical Sciences, Loughborough University, Loughborough, U.K.

Feb. 2009- Sept. 2010, Research Fellow, Department of Mathematical Sciences, Loughborough University, Loughborough, U.K

Aug. 2007- Sept. 2010, Lecturer, Department of Mathematics, Shanghai Jiao Tong University, Shanghai.

Grants

1.Jan. 2009 - Dec. 2009, National Natural Science Foundation of China (NSFC) funded Tian Yuan grant "Pathwise Property Analysis to Local Times and RDS", (PI).

2. Jan. 2010- Dec. 2010, Research Grant from Ministry of Education of China, (PI).

3. Jan. 2010 - Dec. 2012, NSFC funded project "Stochastic Differential Geometry and its application in Mathematical Finance", (CI).
4. June 2010, Collaborative small grants from London Mathematical Society (LMS) (Scheme 4) for Dr. L. Li, (PI).

5. 1 Mar. 2016 - 28 Feb. 2019, Royal Society Newton Advanced Fellowship Ergodicity of stochastic dynamical systems under nonlinear expectations, (CI).

6. Dec. 2016, Conference grant from LMS (Scheme 1) for "Stochastic Dynamical Systems and Ergodicity", London Mathematical Society, (PI).

7. Nov. 2018- Aug. 2020, East Midlands Stochastic Analysis Seminar (Loughborough, Oxford, Warwick, York), LMS, (PI).

8. Sept. 2020-Aug. 2021, North-East Midlands Stochastic Analysis Seminar (Durham, Oxford, Warwick, York), LMS, (PI).

PhD supervision

I have 9 completed PhDs and 1 on study.

Research Groups

Department of Mathematical Sciences

Research Interests

  • Stochastic analysis, stochastic (partial) differential equations, rough path, backward stochastic differential equations, random dynamical system, random periodic processes, ergodic theory, time series.

Selected Publications

Journal Article

Show all publications

Supervises

Selected Grants

  • 0000: North-East Midlands Stochastic Analysis Seminar (Durham, Oxford, Warwick, York), LMS, (PI)

Teaching Areas

  • Financial Mathematics (32 hours/year.)
  • Supvising projects (60 hours/year.)