Jin Feng

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On a class of first order Hamilton-Jacobi equations in metric spaces Journal of Differential Equations	2014-03-10	Paper
A singular 1-D Hamilton--Jacobi equation, with application to large deviation of diffusions Communications in Mathematical Sciences	2014-01-22	Paper
Optimal control for a mixed flow of Hamiltonian and gradient type in space of probability measures (with Appendix B by Atanas Stefanov) Transactions of the American Mathematical Society	2013-09-04	Paper
Small-time asymptotics for fast mean-reverting stochastic volatility models The Annals of Applied Probability	2012-09-19	Paper
Hamilton-Jacobi equations in space of measures associated with a system of conservation laws Journal de Mathématiques Pures et Appliquées. Neuvième Série	2012-04-13	Paper
A Hamilton-Jacobi PDE in the space of measures and its associated compressible Euler equations Comptes Rendus. Mathématique. Académie des Sciences, Paris	2011-10-21	Paper
Short-maturity asymptotics for a fast mean-reverting Heston stochastic volatility model SIAM Journal on Financial Mathematics	2010-06-01	Paper
From Particles with Random Potential to a Nonlinear Vlasov–Fokker–Planck Equation Institute of Mathematical Statistics Collections	2009-05-22	Paper
A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions Archive for Rational Mechanics and Analysis	2009-04-27	Paper
Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods	2009-02-04	Paper
Stochastic scalar conservation laws Journal of Functional Analysis	2008-07-31	Paper
Averaging for some periodic and random nonlinear Schrödinger models Mathematics and Computers in Simulation	2007-04-13	Paper
Large deviations for stochastic processes.	2006-11-21	Paper
A nonparametric comparison of conditional distributions with nonnegligible cure fractions Lifetime Data Analysis	2006-10-25	Paper
Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces The Annals of Probability	2006-06-12	Paper
scientific article; zbMATH DE number 2059089 (Why is no real title available?)	2004-03-16	Paper
A stochastic filtering approach to survival analysis Statistical Inference for Stochastic Processes	2002-06-16	Paper
Martingale problems for large deviations of Markov processes Stochastic Processes and their Applications	2001-01-17	Paper

Research outcomes over time

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