Staff profile

Chapter in book

• Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times
  
  Elworthy, D., Truman, A., & Zhao, H. (2007). Generalized Itǒ Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times. In C. Donati-Martin, M. Émery, A. Rouault, & C. Stricker (Eds.), Séminaire de Probabilités XL. Springer Verlag.

Journal Article

• Stochastic differential games with controlled regime-switching
  
  Ma, C., & Zhao, H. (2024). Stochastic differential games with controlled regime-switching. Computational and Applied Mathematics, 43(4), Article 264. https://doi.org/10.1007/s40314-024-02782-8
• Existence of geometric ergodic periodic measures of stochastic differential equations
  
  Feng, C., Zhao, H., & Zhong, J. (2023). Existence of geometric ergodic periodic measures of stochastic differential equations. Journal of Differential Equations, 359, 67-106. https://doi.org/10.1016/j.jde.2023.02.022
• Periodic measures and Wasserstein distance for analysing periodicity of time series datasets
  
  Feng, C., Liu, Y., & Zhao, H. (2023). Periodic measures and Wasserstein distance for analysing periodicity of time series datasets. Communications in Nonlinear Science and Numerical Simulation, 120, Article 107166. https://doi.org/10.1016/j.cnsns.2023.107166
• Optimal Control of Probability on A Target Set for Continuous-Time Markov Chains
  
  Ma, C., & Zhao, H. (2023). Optimal Control of Probability on A Target Set for Continuous-Time Markov Chains. IEEE Transactions on Automatic Control, 69(2), 1202-1209. https://doi.org/10.1109/tac.2023.3278789
• Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations
  
  Zhang, Q., & Zhao, H. (2022). Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations. Journal of Differential Equations, 331, 1-49. https://doi.org/10.1016/j.jde.2022.05.015
• Ergodic Numerical Approximation to Periodic Measures of Stochastic Differential Equations
  
  Feng, C., Liu, Y., & Zhao, H. (2021). Ergodic Numerical Approximation to Periodic Measures of Stochastic Differential Equations. Journal of Computational and Applied Mathematics, 398, Article 113701. https://doi.org/10.1016/j.cam.2021.113701
• Backward stochastic differential equations with Markov chains and associated PDEs
  
  Ma, N., Wu, Z., & Zhao, H. (2021). Backward stochastic differential equations with Markov chains and associated PDEs. Journal of Differential Equations, 302, 854-894. https://doi.org/10.1016/j.jde.2021.09.012
• Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations
  
  Feng, C., Qu, B., & Zhao, H. (2021). Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations. Journal of Differential Equations, 286, 119-163. https://doi.org/10.1016/j.jde.2021.03.022
• Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance
  
  Feng, C., Zhao, H., & Zhong, J. (2021). Expected exit time for time-periodic stochastic differential equations and applications to stochastic resonance. Physica D: Nonlinear Phenomena, 417. https://doi.org/10.1016/j.physd.2020.132815
• Ergodicity of Sublinear Markovian Semigroups
  
  Feng, C., & Zhao, H. (2021). Ergodicity of Sublinear Markovian Semigroups. SIAM Journal on Mathematical Analysis, 53(5), 5646-5681. https://doi.org/10.1137/20m1356518
• Random periodic processes, periodic measures and ergodicity
  
  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
• A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations
  
  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
• Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs
  
  Shi, Y., & Zhao, H. (2020). Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs. Journal of Mathematical Analysis and Applications, 485(1), Article 123791. https://doi.org/10.1016/j.jmaa.2019.123791
• Ergodicity of invariant capacities
  
  Feng, C., Wu, P., & Zhao, H. (2020). Ergodicity of invariant capacities. Stochastic Processes and Their Applications, 130(8). https://doi.org/10.1016/j.spa.2020.02.010
• Quasi-linear PDEs and forward–backward stochastic differential equations: Weak solutions
  
  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
• Rough path properties for local time of symmetric α stable process
  
  Wang, Q., & Zhao, H. (2017). Rough path properties for local time of symmetric α stable process. Stochastic Processes and Their Applications, 127(11), 3596-3642. https://doi.org/10.1016/j.spa.2017.03.006
• Numerical approximation of random periodic solutions of stochastic differential equations
  
  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
  
  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
• Backward doubly stochastic differential equations with polynomial growth coefficients
  
  Zhang, Q., & Zhao, H. (2015). Backward doubly stochastic differential equations with polynomial growth coefficients. Discrete & Continuous Dynamical Systems, 35(11), 5285-5315. https://doi.org/10.3934/dcds.2015.35.5285
• Sobolev weak solutions of the Hamilton--Jacobi--Bellman equations
  
  Wei, L., Wu, Z., & Zhao, H. (2014). Sobolev weak solutions of the Hamilton--Jacobi--Bellman equations. SIAM Journal on Control and Optimization, 52(3), 1499-1526. https://doi.org/10.1137/120889174
• SPDEs with polynomial growth coefficients and the Malliavin calculus method
  
  Zhang, Q., & Zhao, H. (2013). SPDEs with polynomial growth coefficients and the Malliavin calculus method. Stochastic Processes and Their Applications, 123(6), 2228-2271. https://doi.org/10.1016/j.spa.2013.02.004
• Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients
  
  Zhang, Q., & Zhao, H. (2012). Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients. Journal of Theoretical Probability, 25, 396–423. https://doi.org/10.1007/s10959-011-0350-y
• Random periodic solutions of SPDEs via integral equations and Wiener–Sobolev compact embedding
  
  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
  
  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
• Numerical approximations to the stationary solutions of stochastic differential equations
  
  Yevik, A., & Zhao, H. (2011). Numerical approximations to the stationary solutions of stochastic differential equations. SIAM Journal on Numerical Analysis, 49(4), 1397-1416. https://doi.org/10.1137/100797886
• Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients
  
  Zhang, Q., & Zhao, H. (2010). Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients. Journal of Differential Equations, 248(5), 953-991. https://doi.org/10.1016/j.jde.2009.12.013
• Local Time Rough Path for Lévy Processes
  
  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
• Random periodic solutions of random dynamical systems
  
  Zheng, Z., & Zhao, H. (2009). Random periodic solutions of random dynamical systems. Journal of Differential Equations, 246(5), 2020-2038. https://doi.org/10.1016/j.jde.2008.10.011
• Representation of Pathwise Stationary Solutions of Stochastic Burgers' Equations
  
  Liu, Y., & Zhao, H. (2009). Representation of Pathwise Stationary Solutions of Stochastic Burgers’ Equations. Stochastics and Dynamics, 9(4), 613-634. https://doi.org/10.1142/s0219493709002798
• Rough path integral of local time
  
  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
• Stationary solutions of SPDEs and infinite horizon BDSDEs
  
  Zhang, Q., & Zhao, H. (2007). Stationary solutions of SPDEs and infinite horizon BDSDEs. Journal of Functional Analysis, 252(1), 171-219. https://doi.org/10.1016/j.jfa.2007.06.019
• A Generalized Ito's Formula in Two-Dimensions and Stochastic Lebesgue-Stieltjes Integrals
  
  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
  
  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
• The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations
  
  Mohammed, S., Zhang, T., & Zhao, H. (n.d.). The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations. Memoirs of the American Mathematical Society. Advance online publication.
• On the Solvability of Forward-Backward Stochastic Differential Equations with Absorption Coefficients
  
  Ji, S., & Zhao, H. (n.d.). On the Solvability of Forward-Backward Stochastic Differential Equations with Absorption Coefficients. Chinese Journal of Contemporary Mathematics. Advance online publication.