×
Compute Distance To:
Author ID: zhang.jianfeng Recent zbMATH articles by "Zhang, Jianfeng"
Published as: Zhang, Jianfeng; Zhang, J.
Homepage: http://www-bcf.usc.edu/~jianfenz/
External Links: MGP
Documents Indexed: 78 Publications since 1994, including 2 Books
Co-Authors: 27 Co-Authors with 44 Joint Publications
806 Co-Co-Authors
all top 5

Serials

12 The Annals of Applied Probability
8 Stochastic Processes and their Applications
6 The Annals of Probability
4 SIAM Journal on Control and Optimization
4 Probability, Uncertainty and Quantitative Risk
3 Probability Theory and Related Fields
3 Electronic Journal of Probability
2 Journal of Computational Physics
2 Applied Mathematics and Optimization
2 Mathematics of Operations Research
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Mathematical Control and Related Fields
1 Discrete Applied Mathematics
1 International Journal of Control
1 International Journal of Engineering Science
1 Wave Motion
1 Mathematics of Computation
1 Kodai Mathematical Journal
1 Publicationes Mathematicae Debrecen
1 Systems & Control Letters
1 Journal of Applied Mathematics and Stochastic Analysis
1 International Journal of Adaptive Control and Signal Processing
1 SIAM Journal on Mathematical Analysis
1 Engineering Analysis with Boundary Elements
1 Mathematical Finance
1 European Journal of Mechanics. A. Solids
1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms
1 Discrete and Continuous Dynamical Systems. Series B
1 International Journal of Computational Methods
1 Stochastics
1 Waves in Random and Complex Media
1 Mathematics and Financial Economics
1 The B. E. Journal of Theoretical Economics
1 Nonlinear Analysis. Hybrid Systems
1 Nonautonomous Dynamical Systems
1 Probability Theory and Stochastic Modelling
1 Springer Finance

Publications by Year

Citations contained in zbMATH Open

61 Publications have been cited 1,439 times in 774 Documents Cited by Year
A numerical scheme for BSDEs. Zbl 1056.60067
Zhang, Jianfeng
143
2004
Wellposedness of second order backward SDEs. Zbl 1252.60056
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
125
2012
Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
96
2011
On viscosity solutions of path dependent PDEs. Zbl 1320.35154
Ekren, Ibrahim; Keller, Christian; Touzi, Nizar; Zhang, Jianfeng
77
2014
Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. Zbl 1375.35250
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng
73
2016
Representation theorems for backward stochastic differential equations. Zbl 1017.60067
Ma, Jin; Zhang, Jianfeng
59
2002
Quasi-sure stochastic analysis through aggregation. Zbl 1245.60062
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
58
2011
Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II. Zbl 1394.35228
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng
58
2016
Dual formulation of second order target problems. Zbl 1293.60063
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
55
2013
Switching problem and related system of reflected backward SDEs. Zbl 1191.60056
Hamadène, Said; Zhang, Jianfeng
51
2010
On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132
Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng
50
2015
Two person zero-sum game in weak formulation and path dependent Bellman-Isaacs equation. Zbl 1308.91029
Pham, Triet; Zhang, Jianfeng
46
2014
Backward stochastic differential equations. From linear to fully nonlinear theory. Zbl 1390.60004
Zhang, Jianfeng
41
2017
Stochastic stability and stabilization of positive systems with Markovian jump parameters. Zbl 1291.93323
Zhang, J.; Han, Z.; Zhu, F.
37
2014
Backward SDEs with constrained jumps and quasi-variational inequalities. Zbl 1205.60114
Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng
36
2010
Time discretization and Markovian iteration for coupled FBSDEs. Zbl 1142.65005
Bender, Christian; Zhang, Jianfeng
36
2008
Contract theory in continuous-time models. Zbl 1319.91007
Cvitanić, Jakša; Zhang, Jianfeng
34
2013
Optimal stopping under nonlinear expectation. Zbl 1325.60061
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng
31
2014
The continuous time nonzero-sum Dynkin game problem and application in game options. Zbl 1202.91020
Hamadène, Said; Zhang, Jianfeng
31
2010
A complete representation theorem for \(G\)-martingales. Zbl 1337.60130
Peng, Shige; Song, Yongsheng; Zhang, Jianfeng
29
2014
On non-Markovian forward-backward SDEs and backward stochastic PDEs. Zbl 1260.60123
Ma, Jin; Yin, Hong; Zhang, Jianfeng
26
2012
Optimal stopping under adverse nonlinear expectation and related games. Zbl 1322.60047
Nutz, Marcel; Zhang, Jianfeng
25
2015
Representations and regularities for solutions to BSDEs with reflections. Zbl 1076.60049
Ma, Jin; Zhang, Jianfeng
23
2005
The wellposedness of FBSDEs. Zbl 1132.60315
Zhang, Jianfeng
22
2006
Dynamic approaches for some time-inconsistent optimization problems. Zbl 1385.49019
Karnam, Chandrasekhar; Ma, Jin; Zhang, Jianfeng
22
2017
Comparison of viscosity solutions of fully nonlinear degenerate parabolic path-dependent PDEs. Zbl 06804335
Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
20
2017
The law of large numbers for self-exciting correlated defaults. Zbl 1246.91143
Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng
19
2012
An overview of viscosity solutions of path-dependent PDEs. Zbl 1384.35042
Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
19
2014
Path regularity for solutions of backward stochastic differential equations. Zbl 1014.60060
Ma, Jin; Zhang, J.
18
2002
Optimal compensation with hidden action and lump-sum payment in a continuous-time model. Zbl 1166.49024
Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng
17
2009
A monotone scheme for high-dimensional fully nonlinear PDEs. Zbl 1321.65158
Guo, Wenjie; Zhang, Jianfeng; Zhuo, Jia
16
2015
Optimal contracts in continuous-time models. Zbl 1140.91433
Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng
13
2006
Weak solutions for forward-backward SDEs-a martingale problem approach. Zbl 1154.60045
Ma, Jin; Zhang, Jianfeng; Zheng, Ziyu
12
2008
Representation of solutions to BSDEs associated with a degenerate FSDE. Zbl 1083.60051
Zhang, Jianfeng
12
2005
The steepest descent method for forward-backward SDEs. Zbl 1109.60056
Cvitanić, Jakša; Zhang, Jianfeng
12
2005
A martingale approach for fractional Brownian motions and related path dependent PDEs. Zbl 1441.60031
Viens, Frederi; Zhang, Jianfeng
11
2019
Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125
Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng
9
2015
Optimal compensation with adverse selection and dynamic actions. Zbl 1173.91383
Cvitanić, Jakša; Zhang, Jianfeng
8
2007
Efficient computation of hedging portfolios for options with discontinuous payoffs. Zbl 1060.91058
Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng
6
2003
Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients. Zbl 1333.60113
Keller, Christian; Zhang, Jianfeng
6
2016
On weak solutions of forward-backward SDEs. Zbl 1235.60067
Ma, Jin; Zhang, Jianfeng
5
2011
Stochastic control with delayed information and related nonlinear master equation. Zbl 1418.60096
Saporito, Yuri F.; Zhang, Jianfeng
5
2019
Zero-sum path-dependent stochastic differential games in weak formulation. Zbl 1462.35410
Possamaï, Dylan; Touzi, Nizar; Zhang, Jianfeng
4
2020
The \(h\)-extra connectivity and \(h\)-extra conditional diagnosability of bubble-sort star graphs. Zbl 1401.05170
Zhu, Q.; Zhang, J.; Li, L. L.
4
2018
Some norm estimates for semimartingales. Zbl 1288.60054
Pham, Triet; Zhang, Jianfeng
3
2013
Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls. Zbl 1445.35118
Wu, Cong; Zhang, Jianfeng
3
2020
Comparison of viscosity solutions of semilinear path-dependent PDEs. Zbl 1429.35215
Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
3
2020
Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs. Zbl 1431.35256
Ekren, Ibrahim; Zhang, Jianfeng
3
2016
Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation. Zbl 1351.35276
Ma, Jin; Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
3
2016
Principal-agent problems with exit options. Zbl 1170.91374
Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng
2
2008
An approximate strength criterion of porous materials with a pressure sensitive and tension-compression asymmetry matrix. Zbl 1423.74284
Shen, Wan Qing; Shao, J. F.; Oueslati, A.; De Saxcé, G.; Zhang, J.
2
2018
Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations. Zbl 1494.35071
Wang, Hanxiao; Yong, Jiongmin; Zhang, Jianfeng
2
2022
Global stability analysis of a general model of Zika virus. Zbl 1429.37052
Bessey, K.; Mavis, M.; Rebaza, J.; Zhang, J.
2
2019
Dynamic set values for nonzero-sum games with multiple equilibriums. Zbl 1491.91012
Feinstein, Zachary; Rudloff, Birgit; Zhang, Jianfeng
2
2022
Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149
Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng
1
2020
Rate of convergence of finite difference approximations for degenerate ordinary differential equations. Zbl 1109.65070
Zhang, Jianfeng
1
2006
A homogenized macroscopic criterion for shakedown analysis of ductile porous media with kinematical hardening matrix. Zbl 1475.74034
Zhang, J.; Shen, W. Q.; Zhu, Q. Z.; Shao, Jian Fu
1
2020
Explicit form and path regularity of martingale representations. Zbl 0979.60027
Ma, Jin; Protter, Philip; Zhang, Jianfeng
1
2001
The analytical solutions for the wave propagation in a stretched string with a moving mass. Zbl 1467.35208
Gao, Q.; Zhang, J.; Zhang, H. W.; Zhong, W. X.
1
2015
Optimal portfolio selection under concave price impact. Zbl 1269.93136
Ma, Jin; Song, Qingshuo; Xu, Jing; Zhang, Jianfeng
1
2013
A theorem of Liouville type for \(p\)-harmonic maps in weighted Riemannian manifolds. Zbl 1350.53048
Zhang, Jian-Feng; Wang, Yue
1
2016
Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations. Zbl 1494.35071
Wang, Hanxiao; Yong, Jiongmin; Zhang, Jianfeng
2
2022
Dynamic set values for nonzero-sum games with multiple equilibriums. Zbl 1491.91012
Feinstein, Zachary; Rudloff, Birgit; Zhang, Jianfeng
2
2022
Zero-sum path-dependent stochastic differential games in weak formulation. Zbl 1462.35410
Possamaï, Dylan; Touzi, Nizar; Zhang, Jianfeng
4
2020
Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls. Zbl 1445.35118
Wu, Cong; Zhang, Jianfeng
3
2020
Comparison of viscosity solutions of semilinear path-dependent PDEs. Zbl 1429.35215
Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
3
2020
Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149
Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng
1
2020
A homogenized macroscopic criterion for shakedown analysis of ductile porous media with kinematical hardening matrix. Zbl 1475.74034
Zhang, J.; Shen, W. Q.; Zhu, Q. Z.; Shao, Jian Fu
1
2020
A martingale approach for fractional Brownian motions and related path dependent PDEs. Zbl 1441.60031
Viens, Frederi; Zhang, Jianfeng
11
2019
Stochastic control with delayed information and related nonlinear master equation. Zbl 1418.60096
Saporito, Yuri F.; Zhang, Jianfeng
5
2019
Global stability analysis of a general model of Zika virus. Zbl 1429.37052
Bessey, K.; Mavis, M.; Rebaza, J.; Zhang, J.
2
2019
The \(h\)-extra connectivity and \(h\)-extra conditional diagnosability of bubble-sort star graphs. Zbl 1401.05170
Zhu, Q.; Zhang, J.; Li, L. L.
4
2018
An approximate strength criterion of porous materials with a pressure sensitive and tension-compression asymmetry matrix. Zbl 1423.74284
Shen, Wan Qing; Shao, J. F.; Oueslati, A.; De Saxcé, G.; Zhang, J.
2
2018
Backward stochastic differential equations. From linear to fully nonlinear theory. Zbl 1390.60004
Zhang, Jianfeng
41
2017
Dynamic approaches for some time-inconsistent optimization problems. Zbl 1385.49019
Karnam, Chandrasekhar; Ma, Jin; Zhang, Jianfeng
22
2017
Comparison of viscosity solutions of fully nonlinear degenerate parabolic path-dependent PDEs. Zbl 06804335
Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
20
2017
Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. Zbl 1375.35250
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng
73
2016
Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II. Zbl 1394.35228
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng
58
2016
Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients. Zbl 1333.60113
Keller, Christian; Zhang, Jianfeng
6
2016
Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs. Zbl 1431.35256
Ekren, Ibrahim; Zhang, Jianfeng
3
2016
Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation. Zbl 1351.35276
Ma, Jin; Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
3
2016
A theorem of Liouville type for \(p\)-harmonic maps in weighted Riemannian manifolds. Zbl 1350.53048
Zhang, Jian-Feng; Wang, Yue
1
2016
On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132
Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng
50
2015
Optimal stopping under adverse nonlinear expectation and related games. Zbl 1322.60047
Nutz, Marcel; Zhang, Jianfeng
25
2015
A monotone scheme for high-dimensional fully nonlinear PDEs. Zbl 1321.65158
Guo, Wenjie; Zhang, Jianfeng; Zhuo, Jia
16
2015
Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125
Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng
9
2015
The analytical solutions for the wave propagation in a stretched string with a moving mass. Zbl 1467.35208
Gao, Q.; Zhang, J.; Zhang, H. W.; Zhong, W. X.
1
2015
On viscosity solutions of path dependent PDEs. Zbl 1320.35154
Ekren, Ibrahim; Keller, Christian; Touzi, Nizar; Zhang, Jianfeng
77
2014
Two person zero-sum game in weak formulation and path dependent Bellman-Isaacs equation. Zbl 1308.91029
Pham, Triet; Zhang, Jianfeng
46
2014
Stochastic stability and stabilization of positive systems with Markovian jump parameters. Zbl 1291.93323
Zhang, J.; Han, Z.; Zhu, F.
37
2014
Optimal stopping under nonlinear expectation. Zbl 1325.60061
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng
31
2014
A complete representation theorem for \(G\)-martingales. Zbl 1337.60130
Peng, Shige; Song, Yongsheng; Zhang, Jianfeng
29
2014
An overview of viscosity solutions of path-dependent PDEs. Zbl 1384.35042
Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
19
2014
Dual formulation of second order target problems. Zbl 1293.60063
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
55
2013
Contract theory in continuous-time models. Zbl 1319.91007
Cvitanić, Jakša; Zhang, Jianfeng
34
2013
Some norm estimates for semimartingales. Zbl 1288.60054
Pham, Triet; Zhang, Jianfeng
3
2013
Optimal portfolio selection under concave price impact. Zbl 1269.93136
Ma, Jin; Song, Qingshuo; Xu, Jing; Zhang, Jianfeng
1
2013
Wellposedness of second order backward SDEs. Zbl 1252.60056
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
125
2012
On non-Markovian forward-backward SDEs and backward stochastic PDEs. Zbl 1260.60123
Ma, Jin; Yin, Hong; Zhang, Jianfeng
26
2012
The law of large numbers for self-exciting correlated defaults. Zbl 1246.91143
Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng
19
2012
Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
96
2011
Quasi-sure stochastic analysis through aggregation. Zbl 1245.60062
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
58
2011
On weak solutions of forward-backward SDEs. Zbl 1235.60067
Ma, Jin; Zhang, Jianfeng
5
2011
Switching problem and related system of reflected backward SDEs. Zbl 1191.60056
Hamadène, Said; Zhang, Jianfeng
51
2010
Backward SDEs with constrained jumps and quasi-variational inequalities. Zbl 1205.60114
Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng
36
2010
The continuous time nonzero-sum Dynkin game problem and application in game options. Zbl 1202.91020
Hamadène, Said; Zhang, Jianfeng
31
2010
Optimal compensation with hidden action and lump-sum payment in a continuous-time model. Zbl 1166.49024
Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng
17
2009
Time discretization and Markovian iteration for coupled FBSDEs. Zbl 1142.65005
Bender, Christian; Zhang, Jianfeng
36
2008
Weak solutions for forward-backward SDEs-a martingale problem approach. Zbl 1154.60045
Ma, Jin; Zhang, Jianfeng; Zheng, Ziyu
12
2008
Principal-agent problems with exit options. Zbl 1170.91374
Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng
2
2008
Optimal compensation with adverse selection and dynamic actions. Zbl 1173.91383
Cvitanić, Jakša; Zhang, Jianfeng
8
2007
The wellposedness of FBSDEs. Zbl 1132.60315
Zhang, Jianfeng
22
2006
Optimal contracts in continuous-time models. Zbl 1140.91433
Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng
13
2006
Rate of convergence of finite difference approximations for degenerate ordinary differential equations. Zbl 1109.65070
Zhang, Jianfeng
1
2006
Representations and regularities for solutions to BSDEs with reflections. Zbl 1076.60049
Ma, Jin; Zhang, Jianfeng
23
2005
Representation of solutions to BSDEs associated with a degenerate FSDE. Zbl 1083.60051
Zhang, Jianfeng
12
2005
The steepest descent method for forward-backward SDEs. Zbl 1109.60056
Cvitanić, Jakša; Zhang, Jianfeng
12
2005
A numerical scheme for BSDEs. Zbl 1056.60067
Zhang, Jianfeng
143
2004
Efficient computation of hedging portfolios for options with discontinuous payoffs. Zbl 1060.91058
Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng
6
2003
Representation theorems for backward stochastic differential equations. Zbl 1017.60067
Ma, Jin; Zhang, Jianfeng
59
2002
Path regularity for solutions of backward stochastic differential equations. Zbl 1014.60060
Ma, Jin; Zhang, J.
18
2002
Explicit form and path regularity of martingale representations. Zbl 0979.60027
Ma, Jin; Protter, Philip; Zhang, Jianfeng
1
2001
all top 5

Cited by 800 Authors

30 Zhang, Jianfeng
23 Touzi, Nizar
21 Possamaï, Dylan
20 Hu, Mingshang
19 Ji, Shaolin
17 Zhao, Weidong
16 Wang, Falei
15 Pham, Huyên
14 Bayraktar, Erhan
14 Chassagneux, Jean-François
13 Nutz, Marcel
12 Cosso, Andrea
12 Ren, Zhenjie
11 Bouchard, Bruno
11 Gobet, Emmanuel
11 Ma, Jin
11 Tan, Xiaolu
10 Hu, Ying
10 Song, Yongsheng
10 Wu, Zhen
10 Yong, Jiongmin
9 Bender, Christian
9 Elie, Romuald
9 Hamadene, Saïd
9 Matoussi, Anis
9 Peng, Shige
9 Richou, Adrien
9 Soner, Halil Mete
9 Tang, Shanjian
9 Yu, Zhiyong
9 Zhou, Chao
8 Ekren, Ibrahim
8 Kharroubi, Idris
8 Qiu, Jinniao
8 Warin, Xavier
7 Dolinsky, Yan
7 Fuhrman, Marco
7 Jentzen, Arnulf
7 Lin, Yiqing
7 Ouknine, Youssef
7 Tangpi, Ludovic
7 Xiong, Jie
7 Yang, Jie
6 Bandini, Elena
6 Crisan, Dan O.
6 Cvitanić, Jakša
6 dos Reis, Gonçalo
6 Geiss, Christel
6 Keller, Christian
6 Kupper, Michael
6 Labart, Céline
6 Liang, Gechun
6 Mastrolia, Thibaut
6 Nendel, Max
6 Russo, Francesco
6 Shi, Jingtao
6 Takahashi, Akihiko
6 Zhou, Tao
5 Bao, Feng
5 Biagini, Francesca
5 Cao, Yanzhao
5 Delarue, François
5 Fujii, Masaaki
5 Hutzenthaler, Martin
5 Imkeller, Peter
5 Kanzow, Christian
5 Li, Hanwu
5 Maggis, Marco
5 Neufeld, Ariel David
5 Olofsson, Marcus
5 Réveillac, Anthony
5 Saporito, Yuri F.
5 Seifried, Frank Thomas
5 Spiliopoulos, Konstantinos V.
5 Xu, Yuhong
5 Yang, Shuzhen
4 Ankirchner, Stefan
4 Briand, Philippe
4 Burzoni, Matteo
4 Capponi, Agostino
4 E, Weinan
4 Fakhouri, Imade
4 Fromm, Alexander
4 Geiss, Stefan
4 Giesecke, Kay
4 Hamaguchi, Yushi
4 Henry-Labordère, Pierre
4 Leão, Dorival
4 Luo, Peng
4 Manolarakis, Konstantinos
4 Mnif, Mohamed
4 Nie, Tianyang
4 Ohashi, Alberto Masayoshi F.
4 Perninge, Magnus
4 Plaksin, Anton Romanovich
4 Schweizer, Nikolaus
4 Shi, Yufeng
4 Szpruch, Lukasz
4 Teng, Long
4 Turkedjiev, Plamen
...and 700 more Authors
all top 5

Cited in 164 Serials

99 Stochastic Processes and their Applications
59 The Annals of Applied Probability
46 SIAM Journal on Control and Optimization
25 Applied Mathematics and Optimization
22 Finance and Stochastics
16 Journal of Mathematical Analysis and Applications
15 The Annals of Probability
15 Stochastics
14 Stochastic Analysis and Applications
13 Mathematical Finance
13 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
13 Stochastics and Dynamics
13 Probability, Uncertainty and Quantitative Risk
12 Mathematics and Financial Economics
12 SIAM Journal on Financial Mathematics
10 Statistics & Probability Letters
10 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
10 Bernoulli
9 Journal of Optimization Theory and Applications
9 Mathematical Control and Related Fields
8 Mathematics of Operations Research
7 Advances in Applied Probability
7 Automatica
7 Systems & Control Letters
7 Bulletin des Sciences Mathématiques
7 Science China. Mathematics
6 Applied Mathematics and Computation
6 Journal of Computational and Applied Mathematics
6 Journal of Scientific Computing
6 SIAM Journal on Scientific Computing
6 Mathematical Methods of Operations Research
6 Advances in Difference Equations
5 Insurance Mathematics & Economics
5 Probability Theory and Related Fields
5 Journal of Theoretical Probability
5 Electronic Journal of Probability
5 Discrete and Continuous Dynamical Systems. Series B
5 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 Mathematics of Computation
4 Journal of Mathematical Economics
4 SIAM Journal on Numerical Analysis
4 Chinese Annals of Mathematics. Series B
4 Random Operators and Stochastic Equations
4 Abstract and Applied Analysis
4 Discrete Dynamics in Nature and Society
4 Journal of Systems Science and Complexity
4 Asia-Pacific Financial Markets
4 Frontiers of Mathematics in China
4 International Journal of Stochastic Analysis
4 Dynamic Games and Applications
3 International Journal of Control
3 Journal of Differential Equations
3 Journal of Economic Theory
3 Applied Numerical Mathematics
3 Acta Mathematicae Applicatae Sinica. English Series
3 Communications in Statistics. Theory and Methods
3 SIAM Journal on Mathematical Analysis
3 Monte Carlo Methods and Applications
3 Applied Mathematical Finance
3 Acta Mathematica Sinica. English Series
3 Scandinavian Actuarial Journal
3 Quantitative Finance
3 Annals of Finance
3 SN Partial Differential Equations and Applications
2 Journal of Functional Analysis
2 Memoirs of the American Mathematical Society
2 Transactions of the American Mathematical Society
2 Optimal Control Applications & Methods
2 Journal of Computational Mathematics
2 International Journal of Approximate Reasoning
2 Journal of Economic Dynamics & Control
2 Journal de Mathématiques Pures et Appliquées. Neuvième Série
2 Mathematical Programming. Series A. Series B
2 Potential Analysis
2 Computational Optimization and Applications
2 Economic Theory
2 NoDEA. Nonlinear Differential Equations and Applications
2 Electronic Communications in Probability
2 Discrete and Continuous Dynamical Systems
2 International Journal of Theoretical and Applied Finance
2 Methodology and Computing in Applied Probability
2 Journal of Industrial and Management Optimization
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Communications in Computational Physics
2 Asian Journal of Control
2 Stochastic and Partial Differential Equations. Analysis and Computations
2 Journal of the Operations Research Society of China
2 SIAM/ASA Journal on Uncertainty Quantification
2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
1 Archive for Rational Mechanics and Analysis
1 Computers & Mathematics with Applications
1 Journal of Computational Physics
1 Journal of the Franklin Institute
1 Journal of Mathematical Biology
1 Journal of Mathematical Physics
1 Nonlinearity
1 Ukrainian Mathematical Journal
1 Theory of Probability and its Applications
1 Acta Mathematica Vietnamica
1 Annali di Matematica Pura ed Applicata. Serie Quarta
...and 64 more Serials

Citations by Year