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Lifang Feng

affiliation not provided to SSRN

  • affiliation not provided to SSRN

SCHOLARLY PAPERS

2

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127

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Scholarly Papers (2)

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1.

Averaging Principle for Mckean-Vlasov Sdes Driven by Multiplicative Fractional Noise with Highly Oscillatory Drift Coefficient

Number of pages: 13 Posted: 28 Jun 2023
Bin PEI, Lifang Feng and Min Han
affiliation not provided to SSRN, affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 87 (759,537)

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Multiplicative fractional noise, highly oscillatory drift, stochastic averaging, McKean-Vlasov SDEs

2.

Non-Markovian Dynamics: The Governing Equations Of Probability Density Functions for Nonlinear Dynamical Systems with Combined Fractional Gaussian and Gaussian White Noises

Number of pages: 32 Posted: 10 Jul 2024
Bin PEI, Lifang Feng, Yunzhang Li and Yong Xu
affiliation not provided to SSRN, affiliation not provided to SSRN, Fudan University and Northwestern Polytechnic University (NPU)
Downloads 40 (1,196,171)

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Non-Markovian dynamics, fractional Gaussian noise, local discontinuous Galerkin, rough path theory, fractional Wick Itô Skorohod integral