Pu, Fei

1. Central limit theorems for spatial averages of the stochastic heat equation via Malliavin-Stein's method
   2020/08/06 by Chen, Le, Khoshnevisan, Davar, Nualart, David +1 · 5 citations
   #FOS: Mathematics #Probability (math.PR)
2. Spatial ergodicity for SPDEs via Poincaré-type inequalities
   2019/07/25 by Le Chen, Chen, Le, Davar Khoshnevisan +5 · 4 citations
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications
3. Strong solutions of jump-type stochastic equations
   2012/05/05 by Zenghu Li, Li, Zenghu, Fei Pu +1 · 2 citations
   Mathematics · Economics, Econometrics and Finance · Engineering · #Nonlinear Differential Equations Analysis #Stochastic processes and financial applications #Stability and Controllability of Differential Equations
4. On the density of the supremum of the solution to the linear stochastic heat equation
   2018/12/13 by Robert C. Dalang, Fei Pu, Dalang, Robert +1 · 2 citations
   Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #advanced mathematical theories
5. Spatial stationarity, ergodicity and CLT for parabolic Anderson model with delta initial condition in dimension d≥ 1
   2020/07/04 by Khoshnevisan, Davar, Nualart, David, Pu, Fei · 1 citation
   #FOS: Mathematics #Probability (math.PR)
6. Spatial ergodicity and central limit theorems for parabolic Anderson model with delta initial condition
   2020/05/21 by Chen, Le, Khoshnevisan, Davar, Nualart, David +1 · 1 citation
   #FOS: Mathematics #Probability (math.PR)
7. Ergodicity, CLT and asymptotic maximum of the Airy₁ process
   2023/11/19 by Fei Pu, Pu, Fei · 2 citations
   Mathematics · Economics, Econometrics and Finance · #Random Matrices and Applications #Stochastic processes and financial applications #Financial Risk and Volatility Modeling