Articles

 

[34]. S. Feng and F. Xu (2012). Gamma-Dirichlet structure and two classes of measure-valued processes. arXiv:1112.4557.

[33]. S. Feng and J. Xiong (2012). Asymptotic behavior of the Moran particle system. to appear in Advances in Applied Probability.

[32]. S. Feng, W. Sun, F.Y. Wang and F. Xu (2011). Functional inequalities for the two-parameter extension of the infinitely-many-neutral-alleles diffusion. Journal of Functional Analysis, Vol. 260, 399-413.

[31]. S. Feng, B. Schmuland, J. Vaillancourt, and X. Zhou (2011). Reversibility of an interacting Fleming-Viot process. Canadian Journal of Mathematics, Vol. 63, pp. 104-122.

[30]. S. Feng and W. Sun (2010). Some diffusion processes associated with two-parameter Poisson-Dirichlet distribution and Dirichlet process. Probability Theory and Related Fields, Vol.148, No. 3-4, 501-525.

[29]. S. Feng and F.Q. Gao (2010). Asymptotic results for the two-parameter Poisson-Dirichlet distribution. Stochastic Processes and their Applications, 120, 1159-1177.

[28]. S. Feng (2009). Poisson-Dirichlet distribution with small mutation rate. Stochastic Processes and their Applications, 119, 2082-2094.

[27]. S. Feng and F.Q. Gao (2008). Moderate deviations for Poisson-Dirichlet distribution. The Annals of Applied Probability, Vol.18,No.5, 1794-1824.

[26]. P. Boyle, S. Feng, W. Tian, and T. Wang (2008). A robust approach of stochastic discount factors in incomplete market. Review of Financial Studies, Vol.21, No.3, 1077-1122.

[25]. S. Feng and F.Y. Wang (2007). A class of infinite-dimensional diffusion processes with connection to population genetics. Journal of Applied Probability, 44, pp. 938-949.

[24]. S. Feng (2007). Large deviations for Dirichlet processes and Poisson-Dirichlet distribution with two parameters. Electronic Journal of Probability, Vol. 12, pp.787-807.

[23]. S. Feng (2007). Large deviations associated with Poisson-Dirichlet distribution and Ewens sampling formula. The Annals of Applied Probability, Vol. 17, No.5/6, 1570-1595.

[22]. D.A. Dawson and S. Feng (2006). Asymptotic behaviour of Poisson-Dirichlet distribution for large mutation rate. The Annals of Applied Probability, Vol.16, N0.2, 562-582.

[21]. S. Feng (2005). Behavior of Poisson-Dirichlet distribution with large mutation rate. Oberwolfach Report, 40, 26--29.

 

 

[20]. Z. Dong and S. Feng (2004). Occupation time processes of super-Brownian motion with cut-off branching. Journal of Applied Probability, 41, 984-997.

[19]. S. Feng, I. Grigorescu, and J. Quastel (2004). Diffusive scaling limits of mutually interacting particle systems. SIAM Journal on Mathematical Analysis, Vol. 35, No.6, pp. 1512-1533.

[18]. J. Detemple, S. Feng, and W. Tian (2003). The valuation of American options on the minimum of two dividend-paying assets. The Annals of Applied Probability, Vol. 13, No. 3, 953-983.

[17]. S. Feng and J. Xiong (2002). Large deviation and Quasi-potential of a Fleming-Viot process. Electronic Communications in Probability, Volume 7, 13-25.

[16]. D.A. Dawson and S. Feng (2001). Large deviations for the Fleming-Viot process with neutral mutation and selection, II. Stochastic Processes and their Applications, 92, 131-162.

[15]. S. Feng (2000). The behaviour near the boundary of some degenerate diffusions under random perturbation. Canadian Mathematical Society Conference Proceedings, Volume 26, 115-123.

[14]. S. Feng and F.M. Hoppe (1998). Large deviation principles for some random combinatorial structures in population genetics and Brownian motion. The Annals of Applied Probability, Vol.8, No.4, 975-994.

[13]. D.A. Dawson and S. Feng (1998). Large deviations for the Fleming-Viot process with neutral mutation and selection. Stochastic Processes and their Applications, 77, 207-232.

[12]. S. Feng (1998). Large deviation upper bound and its application to measure valued processes. In Asymptotic Methods in Probability and Statistics (ed. B. Szyszkowicz), pp.441-451, Elsevier Science.

[11]. S. Feng and F.M. Hoppe (1998). Limiting behaviour of some random combinatorial structures in population genetics. C.R. Math. Rep. Acad. Sci. Canada, Vol. 20 (3), pp. 65-70.

[10]. S. Feng (1997). Propagation of chaos of multi type mean field interacting particle systems. Journal of Applied Probability, 34, No.2, 346-362.

[9]. S. Feng, I. Iscoe, and T. Seppalainen (1997). A microscopic mechanism for the porous medium mquation. Stochastic Processes and their Applications, 66:147-182.

[8]. S. Feng, I. Iscoe, and T. Seppalainen (1996). A class of stochastic evolutions that scale to the porous medium equation. Journal of Statistical Physics, Vol. 85, 513-517.

[7]. X. Chen and S. Feng (1996). Critical phenomenon of a two component nonlinear stochastic systems. Statistics & Probability Letters, 30, 147-155.

[6]. S. Feng (1995). Phase transitions of some non-linear stochastic models. Journal of Applied Probability, 32, 193-201.

 

 

[5]. S. Feng (1995). Nonlinear master equation of multi type particle systems. Stochastic Processes and their Applications, 57, 247-271.

[4]. S. Feng (1994). Large deviations for Markov processes with mean field interaction and unbounded jumps. Probability Theory and Related Fields, 100, 227-252.

[3]. S. Feng (1994). Large deviations for empirical process of mean field interacting system with unbounded jumps. The Annals of Probability, Vol. 22, No.4, 2122-2151.

[2]. S. Feng (1993). Large deviation upper bound on metric space and application. C.R. Math. Rep. Acad. Sci. Canada, XV, No 2:67-72.

[1]. S. Feng and X. Zheng (1992). Solutions of a class of nonlinear master equations. Stochastic Processes and their Applications, 43:65-84.