Jin Feng

Available identifiers

zbMath Open feng.jinWikidataQ102191055 ScholiaQ102191055MaRDI QIDQ390248

List of research outcomes

Publication	Date of Publication	Type
On a class of first order Hamilton-Jacobi equations in metric spaces	2014-03-10	Paper
A singular 1-D Hamilton--Jacobi equation, with application to large deviation of diffusions	2014-01-22	Paper
Optimal control for a mixed flow of Hamiltonian and gradient type in space of probability measures	2013-09-04	Paper
Small-time asymptotics for fast mean-reverting stochastic volatility models	2012-09-19	Paper
Hamilton-Jacobi equations in space of measures associated with a system of conservation laws	2012-04-13	Paper
A Hamilton-Jacobi PDE in the space of measures and its associated compressible Euler equations	2011-10-21	Paper
Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model	2010-06-01	Paper
From Particles with Random Potential to a Nonlinear Vlasov–Fokker–Planck Equation	2009-05-22	Paper
A comparison principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions	2009-04-27	Paper
Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems	2009-02-04	Paper
Stochastic scalar conservation laws	2008-07-31	Paper
Averaging for some periodic and random nonlinear Schrödinger models	2007-04-13	Paper
https://portal.mardi4nfdi.de/entity/Q3409967	2006-11-21	Paper
A nonparametric comparison of conditional distributions with nonnegligible cure fractions	2006-10-25	Paper
Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces	2006-06-12	Paper
https://portal.mardi4nfdi.de/entity/Q4455610	2004-03-16	Paper
A stochastic filtering approach to survival analysis	2002-06-16	Paper
Martingale problems for large deviations of Markov processes	2001-01-17	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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