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Overview

Dr. Chunrong Feng

Associate Professor in Probability

PhD Loughborough University and Shandong University


Affiliations
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Associate Professor in Probability in the Department of Mathematical SciencesCM321 

Biography

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 interests

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

Research groups

  • Probability & Statistics: Probability
  • Probability and Statistics

Applied Grants

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

Publications

Journal Article

  • 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, Li, Liangpan & Shen, Jian (2010). Some Inequalities in Functional Analysis, Combinatorics, and Probability Theory. The Electronic Journal of Combinatorics 17(1).
  • Feng, Chunrong, Zhao, Huaizhong & Zhou, Bo (2011). Pathwise random periodic solutions of stochastic differential equations. Journal of Differential Equations 251(1): 119.
  • 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, 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 & Li, Liangpan (2013). On the Móri-Székely conjectures for the Borel-Cantelli lemma. Studia Scientiarum Mathematicarum Hungarica 50(2): 280.
  • 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 (2006). Two-parameter p, q-variation Paths and Integrations of Local Times. Potential Analysis 25(2): 165.
  • Feng, Chunrong & Zhao, Huaizhong (2020). Random periodic processes, periodic measures and ergodicity. Journal of Differential Equations 269(9): 7382.
  • Feng, Chunrong & Zhao, Huaizhong (2008). Rough path integral of local time. Comptes Rendus Mathematique 346(7-8): 431.
  • Feng, Chunrong, Wu, Panyu & Zhao, Huaizhong (2020). Ergodicity of invariant capacities. Stochastic Processes and their Applications 130(8): 5037.
  • 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, Liu, Yu & Zhao, Huaizhong (2017). Numerical approximation of random periodic solutions of stochastic differential equations. Zeitschrift für angewandte Mathematik und Physik 68(5).

Supervision students