Reprints, preprints are available through requests: feng@math.umass.edu



    A Research Monograph

    "Large Deviation for Stochastic Processes"
    Joint with Tom Kurtz
    To appear, AMS (American Mathematical Society) book series "Mathematical Surveys and Monographs"


    Standard Journal Articles:

    Large deviations and Hamilton-Jacobi equations

    1. Martingale problem for large deviations of Markov processes
    "Stochastic Processes and their applications" 81, (1999) 165-216.
    2. Large deviation for a stochastic Cahn-Hilliard equation
    "Methods of Functional Analysis and Topology" page 333-356, Vol 9. no.4, 2003.
    3. Microscopic derivations of several Hamilton-Jacobi equations in infinite dimensions, and large deviation of stochastic systems
    "Nonlinear Analysis", (A special issue for invited talks from the fourth world congress of nonlinear analysts(WCNA 2004)), Preprint Vol 63. page e2067-e2078. 2005
    4. Large deviation for diffusions and Hamilton-Jacobi equation in Hilbert spaces.
    "Ann. Probability" Vol 34, No. 1, 2006. Reprint
    5.
    A Comparison Principle for Hamilton-Jacobi equations related to controlled gradient flows in infinite dimensions
    (Coauthor Markos Katsoulakis) Archive for Rational Mechanics and Analysis. Revision

    Multi-scale Limit Theorems and Kinetic Theory

    1. From particles in random potentials to a nonlinear Vlasov-Fokker-Planck equation. Preprint 2005

    Biostatistics

    1. Comparing time to onset of response in antidepressant clinical
    trials using the cure model and the Cramer-von Mise test.
    (Coauthors: Roy Tamura and Douglas Faries )
    "Statistics in Medicine" Vol 19, 2000, pg 2169-2184)
    2. A stochastic filtering approach to survival analysis
    "Statistical Inference for Stochastic Processes" Vol 5, 23-53, 2002
    3.A nonparametric comparison of conditional distributions with negligible cure fractions (Co-author, Yi Li
    Lifetime Data Analysis 2005, Vol 11, 367-387.

    Applied Math/Physics

    1. Homogenization for some periodic and random nonlinear Schrodinger models.
    2005. Joint with Panos Kevrekidis. Submitted.