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researcher

Q. Feng

8 papers hereh-index 435 citations13 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author5
  • middle author1
  • last author2

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • math.PR4
  • math.NA1
  • math.OC1
  • q-fin.MF1
  • q-fin.ST1
same name
  • Q. Feng — 141 papers, h 33
  • Q. Feng — 110 papers, h 6
  • Q. Feng — 28 papers, h 17
  • Q. Feng — 20 papers, h 2
  • Q. Feng — 12 papers, h 16
  • Q. Feng — 11 papers, h 7

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20122025
most citedTaylor expansions and Castell estimates for solutions of stochastic differential equations driven by rough paths

3 citations · 3 across the 7 of their papers we have counts for

collaborators
Showing q-fin.STShow all

1 paper · 1 filter

q-fin.ST2025

Noise estimation of SDE from a single data trajectory

Munawar Ali, Purba Das, Qi Feng +2

In this paper, we propose a data-driven framework for model discovery of stochastic differential equations (SDEs) from a single trajectory, without requiring the ergodicity or stat…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.