I am 4th year PhD student in the Warwick Maths and Stats CDT progamme under the supervision of Professor Aleksandar Mijatovic. My main interest is Levy processes and simulation of jump processes.

Talks at Conferences and Workshops:

19th Apirl 2022: Monte Carlo Estimation of the Solution of Fractional Partial Differential Equations, Isaac Newton Institute for Mathematical Sciences, Optimal control and fractional dynamics Workshop, (FD2W03)

Pubilications and preprints:

Title: Monte Carlo Estimation of the Solution of Fractional Partial Differential Equations

Authors: Vassili Kolokoltsov, Feng Lin, Aleksandar Mijatovic.

DOI: https://doi.org/10.1515/fca-2021-0012. January 29, 2021.

Title: Fast exact simulation of the first passage of a tempered stable subordinator across a
non-increasing function

Authors: Jorge Ignacio Gonzalez Cazare, Feng Lin, Aleksandar Mijatovic.

DOI: https://doi.org/10.48550/arXiv.2303.11964, March 21, 2023.

Title: Fast exact simulation of the first-passage event of a subordinator

Authors: Jorge Ignacio Gonzalez Cazare, Feng Lin, Aleksandar Mijatovic.

DOI: https://doi.org/10.48550/arXiv.2306.06927. June 12, 2023.

Email:

Feng dot Lin dot 1 at warwick dot ac dot uk