Staff profile

• Probability

Chapter in book

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

Journal Article

• Feng, Chunrong, Zhao, Huaizhong & Zhong, Johnny (2023). Existence of geometric ergodic periodic measures of stochastic differential equations. Journal of Differential Equations 359: 67-106.
• Feng, Chunrong, Liu, Yujia & Zhao, Huaizhong (2023). Periodic measures and Wasserstein distance for analysing periodicity of time series datasets. Communications in Nonlinear Science and Numerical Simulation 120: 107166.
• Zhang, Qi & Zhao, Huaizhong (2022). Mass-conserving stochastic partial differential equations and backward doubly stochastic differential equations. Journal of Differential Equations 331: 1-49.
• Feng, Chunrong & Zhao, Huaizhong (2021). Ergodicity of Sublinear Markovian Semigroups. SIAM Journal on Mathematical Analysis 53(5): 5646-5681.
• Ma, Ning, Wu, Zhen & Zhao, Huaizhong (2021). Backward stochastic differential equations with Markov chains and associated PDEs. Journal of Differential Equations 302: 854-894.
• Feng, Chunrong, Liu, Yu & Zhao, Huaizhong (2021). Ergodic Numerical Approximation to Periodic Measures of Stochastic Differential Equations. Journal of Computational and Applied Mathematics 398: 113701.
• Feng, Chunrong, Qu, Baoyou & Zhao, Huaizhong (2021). Random quasi-periodic paths and quasi-periodic measures of stochastic differential equations. Journal of Differential Equations 286: 119-163.
• 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, Qu, Baoyou & Zhao, Huaizhong (2020). A sufficient and necessary condition of PS-ergodicity of periodic measures and generated ergodic upper expectations. Nonlinearity 33(10): 5324.
• Feng, Chunrong & Zhao, Huaizhong (2020). Random periodic processes, periodic measures and ergodicity. Journal of Differential Equations 269(9): 7382-7428.
• Shi, Yufeng & Zhao, Huaizhong (2020). Forward-backward stochastic differential equations on infinite horizon and quasilinear elliptic PDEs. Journal of Mathematical Analysis and Applications
• Feng, Chunrong, Wu, Panyu & Zhao, Huaizhong (2020). Ergodicity of invariant capacities. Stochastic Processes and their Applications 130(8): 5037.
• 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.
• Wang, Qingfeng & Zhao, Huaizhong (2017). Rough path properties for local time of symmetric α stable process. Stochastic Processes and their Applications
• 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).
• Feng, Chunrong, Wu, Yue & Zhao, Huaizhong (2016). Anticipating random periodic solutions—I. SDEs with multiplicative linear noise. Journal of Functional Analysis 271(2): 365.
• Zhang, Qi & Zhao, Huaizhong (2015). Backward doubly stochastic differential equations with polynomial growth coefficients. Discrete & Continuous Dynamical Systems
• Wei, Lifeng, Wu, Zhen & Zhao, Huaizhong (2014). Sobolev weak solutions of the Hamilton--Jacobi--Bellman equations. SIAM Journal on Control and Optimization
• Zhang, Qi & Zhao, Huaizhong (2013). SPDEs with polynomial growth coefficients and the Malliavin calculus method. Stochastic Processes and Their Applications
• 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.
• Zhang, Qi & Zhao, Huaizhong (2012). Probabilistic representation of weak solutions of partial differential equations with polynomial growth coefficients. Journal of Theoretical Probability
• Feng, Chunrong, Zhao, Huaizhong & Zhou, Bo (2011). Pathwise random periodic solutions of stochastic differential equations. Journal of Differential Equations 251(1): 119.
• Yevik, Andrei & Zhao, Huaizhong (2011). Numerical approximations to the stationary solutions of stochastic differential equations. SIAM journal on numerical analysis
• Feng, Chunrong & Zhao, Huaizhong (2010). Local Time Rough Path for Lévy Processes. Electronic Journal of Probability 15(0): 452.
• Zhang, Qi & Zhao, Huaizhong (2010). Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients. Journal of Differential Equations
• Liu, Yong & Zhao, Huaizhong (2009). Representation of Pathwise Stationary Solutions of Stochastic Burgers' Equations. Stochastics and Dynamics
• Zheng, Zuohuan & Zhao, Huaizhong (2009). Random periodic solutions of random dynamical systems. Journal of Differential equations
• Ji, Shaolin & Zhao, Huaizhong (2008). On the Solvability of Forward-Backward Stochastic Differential Equations with Absorption Coefficients. Chinese Journal of Contemporary Mathematics
• Feng, Chunrong & Zhao, Huaizhong (2008). Rough path integral of local time. Comptes Rendus Mathematique 346(7-8): 431.
• Mohammed, Salah, Zhang, Tusheng & Zhao, Huaizhong (2008). The stable manifold theorem for semilinear stochastic evolution equations and stochastic partial differential equations. Memoirs of the American Mathematical Society
• Zhang, Qi & Zhao, Huaizhong (2007). Stationary solutions of SPDEs and infinite horizon BDSDEs. Journal of Functional Analysis
• 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 & Zhao, Huaizhong (2006). Two-parameter p, q-variation Paths and Integrations of Local Times. Potential Analysis 25(2): 165.