1. X. Feng, Y. Hu and J. Huang. A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability. Accepted by Annals of Applied Probability, 2022.
2. X. Feng, J. Huang and Z. Qiu. Mixed Social Optima and Nash equilibrium in Linear-Quadratic-Gaussian Mean-field System. Accepted by IEEE Transactions on Automatic Control, 2022.
3. X. Feng, Y. Hu and J. Huang. Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach. SIAM Journal on Control and Optimization, 2022.
4. X. Feng, L. He and Z. Liu. Large Deviation Principles of Realized Laplace Transform of Volatility. Journal of Theoretical Probability, 2022.
5. Y. Zhou, X. Feng and J. Yong. Continuity of the Value Function for Deterministic Optimal Impulse Control with Terminal State Constraint. ESAIM. Control, Optimisation and Calculus of Variations, 2021.
6. X. Feng, J. Huang and S. Wang. Social Optima of Backward Linear-Quadratic-Gaussian Mean-Field Teams. Applied Mathematics and Optimization, 2021.
7. Z.-Q. Chen and X. Feng. Reflected Backward Stochastic Differential Equation with Rank-Based Data. Journal of Theoretical Probability, 2021.
8. A. Bensoussan, X. Feng and J. Huang. Linear-quadratic-Gaussian mean-field-game with partial observation and common noise. Mathematical Control and Related Fields, 2021.
9. X. Feng, Q.-M. Shao and O. Zeitouni. Self-normalized Moderate Deviations for Random Walk in Random Scenery. Journal of Theoretical Probability, 2021.
10. Z.-Q. Chen and X. Feng. Backward Stochastic Differential Equations with Rank-based Data. Science China Mathematics, 2018.
