Concepedia

Jin Feng

JF

Statistics

Publications

10

Citations

478

H-Index

10

Active since

1999

Affiliations

University of Kansas(Current)

Jin Feng is an author at University of Kansas specializing in mathematics, stochastic differential equations, and stochastic processes.

ORCID

Publications per year

1999–2021

10

Publications

10

Stochastic scalar conservation laws

Jin Feng, David Nualart · Journal of Functional Analysis · 2008 · 146 citations

, , +12

On a class of first order Hamilton–Jacobi equations in metric spaces

Luigi Ambrosio, Jin Feng · Journal of Differential Equations · 2014 · 70 citations · Full text

, , +17

Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model

Jin Feng, Martin Forde, Jean‐Pierre Fouque · SIAM Journal on Financial Mathematics · 2010 · 70 citations · Full text

, , +14

Small-time asymptotics for fast mean-reverting stochastic volatility models

Jin Feng, Jean-Pierre Fouque, Rohini Kumar · The Annals of Applied Probability · 2012 · 68 citations · Full text

, , +17

A Comparison Principle for Hamilton–Jacobi Equations Related to Controlled Gradient Flows in Infinite Dimensions

Jin Feng, Markos A. Katsoulakis · Archive for Rational Mechanics and Analysis · 2008 · 48 citations

, , +16

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