Edit Profile (opens in new tab) Zhang, Jianfeng Compute Distance To: Compute Author ID: 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 Co-Authors 6 single-authored 16 Ma, Jin 13 Touzi, Nizar 8 Cvitanić, Jakša 5 Ekren, Ibrahim 4 Ren, Zhenjie 4 Soner, Halil Mete 3 Keller, Christian 3 Wan, Xuhu 2 Buckdahn, Rainer 2 Hamadene, Saïd 2 Mou, Chenchen 2 Pham, Triet Minh 2 Shao, Jianfu 2 Shen, Wan Qing 2 Yong, Jiongmin 1 Bender, Christian 1 Bessey, K. 1 Chang, Wanru 1 Chen, Xi 1 Cheng, Qiang 1 Cui, Tiejun 1 de Saxcé, Géry 1 Diehl, Joscha 1 Feinstein, Zachary 1 Gangbo, Wilfrid 1 Gao, Hongwei 1 Guo, Kaiyang 1 Guo, Wenjie 1 Karnam, Chandrasekhar 1 Kharroubi, Idris 1 Li, Ming 1 Liu, Gui-Rong 1 Liu, Qiancheng 1 Liu, Shaolin 1 Lu, Yongming 1 Lv, Wenlong 1 Ma, Hui Feng 1 Mavis, M. 1 Mészáros, Alpár Richárd 1 Niu, Ruiping 1 Nutz, Marcel 1 Oueslati, Abdelbacet 1 Peng, Shige 1 Pham, Huyên 1 Possamaï, Dylan 1 Protter, Philip Elliott 1 Rebaza, Jorge 1 Rudloff, Birgit 1 Saporito, Yuri F. 1 Song, Qingshuo 1 Song, Yongsheng 1 Viens, Frederi G. 1 Wang, Haiyang 1 Wang, Hanxiao 1 Wang, Jiawen 1 Wang, Xiaoyi 1 Wang, Xinyang 1 Wang, Yue 1 Wang, Yun 1 Wong, Ting-Kam Leonard 1 Wu, Cong 1 Wu, Zhen 1 Xu, Jing 1 Zhang, Detao 1 Zhang, Hao Helen 1 Zhang, Yufei 1 Zheng, Ziyu 1 Zhu, Qizhi 1 Zhuo, Jia 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 all top 5 Fields 55 Probability theory and stochastic processes (60-XX) 24 Partial differential equations (35-XX) 21 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Systems theory; control (93-XX) 11 Ordinary differential equations (34-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 8 Numerical analysis (65-XX) 2 Differential geometry (53-XX) 2 Statistics (62-XX) 2 Computer science (68-XX) 2 Mechanics of deformable solids (74-XX) 2 Geophysics (86-XX) 1 Combinatorics (05-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) 1 Optics, electromagnetic theory (78-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications 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 1056.60067Zhang, Jianfeng 143 2004 Wellposedness of second order backward SDEs. Zbl 1252.60056Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 125 2012 Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 96 2011 On viscosity solutions of path dependent PDEs. Zbl 1320.35154Ekren, Ibrahim; Keller, Christian; Touzi, Nizar; Zhang, Jianfeng 77 2014 Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. Zbl 1375.35250Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng 73 2016 Representation theorems for backward stochastic differential equations. Zbl 1017.60067Ma, Jin; Zhang, Jianfeng 59 2002 Quasi-sure stochastic analysis through aggregation. Zbl 1245.60062Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 58 2011 Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II. Zbl 1394.35228Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng 58 2016 Dual formulation of second order target problems. Zbl 1293.60063Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 55 2013 Switching problem and related system of reflected backward SDEs. Zbl 1191.60056Hamadène, Said; Zhang, Jianfeng 51 2010 On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng 50 2015 Two person zero-sum game in weak formulation and path dependent Bellman-Isaacs equation. Zbl 1308.91029Pham, Triet; Zhang, Jianfeng 46 2014 Backward stochastic differential equations. From linear to fully nonlinear theory. Zbl 1390.60004Zhang, Jianfeng 41 2017 Stochastic stability and stabilization of positive systems with Markovian jump parameters. Zbl 1291.93323Zhang, J.; Han, Z.; Zhu, F. 37 2014 Backward SDEs with constrained jumps and quasi-variational inequalities. Zbl 1205.60114Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng 36 2010 Time discretization and Markovian iteration for coupled FBSDEs. Zbl 1142.65005Bender, Christian; Zhang, Jianfeng 36 2008 Contract theory in continuous-time models. Zbl 1319.91007Cvitanić, Jakša; Zhang, Jianfeng 34 2013 Optimal stopping under nonlinear expectation. Zbl 1325.60061Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng 31 2014 The continuous time nonzero-sum Dynkin game problem and application in game options. Zbl 1202.91020Hamadène, Said; Zhang, Jianfeng 31 2010 A complete representation theorem for \(G\)-martingales. Zbl 1337.60130Peng, Shige; Song, Yongsheng; Zhang, Jianfeng 29 2014 On non-Markovian forward-backward SDEs and backward stochastic PDEs. Zbl 1260.60123Ma, Jin; Yin, Hong; Zhang, Jianfeng 26 2012 Optimal stopping under adverse nonlinear expectation and related games. Zbl 1322.60047Nutz, Marcel; Zhang, Jianfeng 25 2015 Representations and regularities for solutions to BSDEs with reflections. Zbl 1076.60049Ma, Jin; Zhang, Jianfeng 23 2005 The wellposedness of FBSDEs. Zbl 1132.60315Zhang, Jianfeng 22 2006 Dynamic approaches for some time-inconsistent optimization problems. Zbl 1385.49019Karnam, Chandrasekhar; Ma, Jin; Zhang, Jianfeng 22 2017 Comparison of viscosity solutions of fully nonlinear degenerate parabolic path-dependent PDEs. Zbl 06804335Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 20 2017 The law of large numbers for self-exciting correlated defaults. Zbl 1246.91143Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng 19 2012 An overview of viscosity solutions of path-dependent PDEs. Zbl 1384.35042Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 19 2014 Path regularity for solutions of backward stochastic differential equations. Zbl 1014.60060Ma, Jin; Zhang, J. 18 2002 Optimal compensation with hidden action and lump-sum payment in a continuous-time model. Zbl 1166.49024Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng 17 2009 A monotone scheme for high-dimensional fully nonlinear PDEs. Zbl 1321.65158Guo, Wenjie; Zhang, Jianfeng; Zhuo, Jia 16 2015 Optimal contracts in continuous-time models. Zbl 1140.91433Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng 13 2006 Weak solutions for forward-backward SDEs-a martingale problem approach. Zbl 1154.60045Ma, Jin; Zhang, Jianfeng; Zheng, Ziyu 12 2008 Representation of solutions to BSDEs associated with a degenerate FSDE. Zbl 1083.60051Zhang, Jianfeng 12 2005 The steepest descent method for forward-backward SDEs. Zbl 1109.60056Cvitanić, Jakša; Zhang, Jianfeng 12 2005 A martingale approach for fractional Brownian motions and related path dependent PDEs. Zbl 1441.60031Viens, Frederi; Zhang, Jianfeng 11 2019 Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng 9 2015 Optimal compensation with adverse selection and dynamic actions. Zbl 1173.91383Cvitanić, Jakša; Zhang, Jianfeng 8 2007 Efficient computation of hedging portfolios for options with discontinuous payoffs. Zbl 1060.91058Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng 6 2003 Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients. Zbl 1333.60113Keller, Christian; Zhang, Jianfeng 6 2016 On weak solutions of forward-backward SDEs. Zbl 1235.60067Ma, Jin; Zhang, Jianfeng 5 2011 Stochastic control with delayed information and related nonlinear master equation. Zbl 1418.60096Saporito, Yuri F.; Zhang, Jianfeng 5 2019 Zero-sum path-dependent stochastic differential games in weak formulation. Zbl 1462.35410Possamaï, Dylan; Touzi, Nizar; Zhang, Jianfeng 4 2020 The \(h\)-extra connectivity and \(h\)-extra conditional diagnosability of bubble-sort star graphs. Zbl 1401.05170Zhu, Q.; Zhang, J.; Li, L. L. 4 2018 Some norm estimates for semimartingales. Zbl 1288.60054Pham, Triet; Zhang, Jianfeng 3 2013 Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls. Zbl 1445.35118Wu, Cong; Zhang, Jianfeng 3 2020 Comparison of viscosity solutions of semilinear path-dependent PDEs. Zbl 1429.35215Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 3 2020 Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs. Zbl 1431.35256Ekren, Ibrahim; Zhang, Jianfeng 3 2016 Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation. Zbl 1351.35276Ma, Jin; Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 3 2016 Principal-agent problems with exit options. Zbl 1170.91374Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng 2 2008 An approximate strength criterion of porous materials with a pressure sensitive and tension-compression asymmetry matrix. Zbl 1423.74284Shen, 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 1494.35071Wang, Hanxiao; Yong, Jiongmin; Zhang, Jianfeng 2 2022 Global stability analysis of a general model of Zika virus. Zbl 1429.37052Bessey, K.; Mavis, M.; Rebaza, J.; Zhang, J. 2 2019 Dynamic set values for nonzero-sum games with multiple equilibriums. Zbl 1491.91012Feinstein, Zachary; Rudloff, Birgit; Zhang, Jianfeng 2 2022 Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng 1 2020 Rate of convergence of finite difference approximations for degenerate ordinary differential equations. Zbl 1109.65070Zhang, Jianfeng 1 2006 A homogenized macroscopic criterion for shakedown analysis of ductile porous media with kinematical hardening matrix. Zbl 1475.74034Zhang, J.; Shen, W. Q.; Zhu, Q. Z.; Shao, Jian Fu 1 2020 Explicit form and path regularity of martingale representations. Zbl 0979.60027Ma, Jin; Protter, Philip; Zhang, Jianfeng 1 2001 The analytical solutions for the wave propagation in a stretched string with a moving mass. Zbl 1467.35208Gao, Q.; Zhang, J.; Zhang, H. W.; Zhong, W. X. 1 2015 Optimal portfolio selection under concave price impact. Zbl 1269.93136Ma, Jin; Song, Qingshuo; Xu, Jing; Zhang, Jianfeng 1 2013 A theorem of Liouville type for \(p\)-harmonic maps in weighted Riemannian manifolds. Zbl 1350.53048Zhang, Jian-Feng; Wang, Yue 1 2016 Path dependent Feynman-Kac formula for forward backward stochastic Volterra integral equations. Zbl 1494.35071Wang, Hanxiao; Yong, Jiongmin; Zhang, Jianfeng 2 2022 Dynamic set values for nonzero-sum games with multiple equilibriums. Zbl 1491.91012Feinstein, Zachary; Rudloff, Birgit; Zhang, Jianfeng 2 2022 Zero-sum path-dependent stochastic differential games in weak formulation. Zbl 1462.35410Possamaï, Dylan; Touzi, Nizar; Zhang, Jianfeng 4 2020 Viscosity solutions to parabolic master equations and McKean-Vlasov SDEs with closed-loop controls. Zbl 1445.35118Wu, Cong; Zhang, Jianfeng 3 2020 Comparison of viscosity solutions of semilinear path-dependent PDEs. Zbl 1429.35215Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 3 2020 Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149Buckdahn, 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 1475.74034Zhang, 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 1441.60031Viens, Frederi; Zhang, Jianfeng 11 2019 Stochastic control with delayed information and related nonlinear master equation. Zbl 1418.60096Saporito, Yuri F.; Zhang, Jianfeng 5 2019 Global stability analysis of a general model of Zika virus. Zbl 1429.37052Bessey, K.; Mavis, M.; Rebaza, J.; Zhang, J. 2 2019 The \(h\)-extra connectivity and \(h\)-extra conditional diagnosability of bubble-sort star graphs. Zbl 1401.05170Zhu, 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 1423.74284Shen, 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 1390.60004Zhang, Jianfeng 41 2017 Dynamic approaches for some time-inconsistent optimization problems. Zbl 1385.49019Karnam, Chandrasekhar; Ma, Jin; Zhang, Jianfeng 22 2017 Comparison of viscosity solutions of fully nonlinear degenerate parabolic path-dependent PDEs. Zbl 06804335Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 20 2017 Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. Zbl 1375.35250Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng 73 2016 Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II. Zbl 1394.35228Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng 58 2016 Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients. Zbl 1333.60113Keller, Christian; Zhang, Jianfeng 6 2016 Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs. Zbl 1431.35256Ekren, Ibrahim; Zhang, Jianfeng 3 2016 Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation. Zbl 1351.35276Ma, Jin; Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 3 2016 A theorem of Liouville type for \(p\)-harmonic maps in weighted Riemannian manifolds. Zbl 1350.53048Zhang, Jian-Feng; Wang, Yue 1 2016 On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng 50 2015 Optimal stopping under adverse nonlinear expectation and related games. Zbl 1322.60047Nutz, Marcel; Zhang, Jianfeng 25 2015 A monotone scheme for high-dimensional fully nonlinear PDEs. Zbl 1321.65158Guo, Wenjie; Zhang, Jianfeng; Zhuo, Jia 16 2015 Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng 9 2015 The analytical solutions for the wave propagation in a stretched string with a moving mass. Zbl 1467.35208Gao, Q.; Zhang, J.; Zhang, H. W.; Zhong, W. X. 1 2015 On viscosity solutions of path dependent PDEs. Zbl 1320.35154Ekren, Ibrahim; Keller, Christian; Touzi, Nizar; Zhang, Jianfeng 77 2014 Two person zero-sum game in weak formulation and path dependent Bellman-Isaacs equation. Zbl 1308.91029Pham, Triet; Zhang, Jianfeng 46 2014 Stochastic stability and stabilization of positive systems with Markovian jump parameters. Zbl 1291.93323Zhang, J.; Han, Z.; Zhu, F. 37 2014 Optimal stopping under nonlinear expectation. Zbl 1325.60061Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng 31 2014 A complete representation theorem for \(G\)-martingales. Zbl 1337.60130Peng, Shige; Song, Yongsheng; Zhang, Jianfeng 29 2014 An overview of viscosity solutions of path-dependent PDEs. Zbl 1384.35042Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 19 2014 Dual formulation of second order target problems. Zbl 1293.60063Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 55 2013 Contract theory in continuous-time models. Zbl 1319.91007Cvitanić, Jakša; Zhang, Jianfeng 34 2013 Some norm estimates for semimartingales. Zbl 1288.60054Pham, Triet; Zhang, Jianfeng 3 2013 Optimal portfolio selection under concave price impact. Zbl 1269.93136Ma, Jin; Song, Qingshuo; Xu, Jing; Zhang, Jianfeng 1 2013 Wellposedness of second order backward SDEs. Zbl 1252.60056Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 125 2012 On non-Markovian forward-backward SDEs and backward stochastic PDEs. Zbl 1260.60123Ma, Jin; Yin, Hong; Zhang, Jianfeng 26 2012 The law of large numbers for self-exciting correlated defaults. Zbl 1246.91143Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng 19 2012 Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 96 2011 Quasi-sure stochastic analysis through aggregation. Zbl 1245.60062Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 58 2011 On weak solutions of forward-backward SDEs. Zbl 1235.60067Ma, Jin; Zhang, Jianfeng 5 2011 Switching problem and related system of reflected backward SDEs. Zbl 1191.60056Hamadène, Said; Zhang, Jianfeng 51 2010 Backward SDEs with constrained jumps and quasi-variational inequalities. Zbl 1205.60114Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng 36 2010 The continuous time nonzero-sum Dynkin game problem and application in game options. Zbl 1202.91020Hamadène, Said; Zhang, Jianfeng 31 2010 Optimal compensation with hidden action and lump-sum payment in a continuous-time model. Zbl 1166.49024Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng 17 2009 Time discretization and Markovian iteration for coupled FBSDEs. Zbl 1142.65005Bender, Christian; Zhang, Jianfeng 36 2008 Weak solutions for forward-backward SDEs-a martingale problem approach. Zbl 1154.60045Ma, Jin; Zhang, Jianfeng; Zheng, Ziyu 12 2008 Principal-agent problems with exit options. Zbl 1170.91374Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng 2 2008 Optimal compensation with adverse selection and dynamic actions. Zbl 1173.91383Cvitanić, Jakša; Zhang, Jianfeng 8 2007 The wellposedness of FBSDEs. Zbl 1132.60315Zhang, Jianfeng 22 2006 Optimal contracts in continuous-time models. Zbl 1140.91433Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng 13 2006 Rate of convergence of finite difference approximations for degenerate ordinary differential equations. Zbl 1109.65070Zhang, Jianfeng 1 2006 Representations and regularities for solutions to BSDEs with reflections. Zbl 1076.60049Ma, Jin; Zhang, Jianfeng 23 2005 Representation of solutions to BSDEs associated with a degenerate FSDE. Zbl 1083.60051Zhang, Jianfeng 12 2005 The steepest descent method for forward-backward SDEs. Zbl 1109.60056Cvitanić, Jakša; Zhang, Jianfeng 12 2005 A numerical scheme for BSDEs. Zbl 1056.60067Zhang, Jianfeng 143 2004 Efficient computation of hedging portfolios for options with discontinuous payoffs. Zbl 1060.91058Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng 6 2003 Representation theorems for backward stochastic differential equations. Zbl 1017.60067Ma, Jin; Zhang, Jianfeng 59 2002 Path regularity for solutions of backward stochastic differential equations. Zbl 1014.60060Ma, Jin; Zhang, J. 18 2002 Explicit form and path regularity of martingale representations. Zbl 0979.60027Ma, Jin; Protter, Philip; Zhang, Jianfeng 1 2001 all cited Publications top 5 cited Publications 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 all top 5 Cited in 26 Fields 622 Probability theory and stochastic processes (60-XX) 315 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 205 Systems theory; control (93-XX) 166 Calculus of variations and optimal control; optimization (49-XX) 138 Partial differential equations (35-XX) 133 Numerical analysis (65-XX) 36 Ordinary differential equations (34-XX) 27 Operations research, mathematical programming (90-XX) 16 Statistics (62-XX) 10 Integral equations (45-XX) 10 Operator theory (47-XX) 10 Computer science (68-XX) 9 Functional analysis (46-XX) 8 Biology and other natural sciences (92-XX) 5 Measure and integration (28-XX) 4 Approximations and expansions (41-XX) 2 Real functions (26-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Difference and functional equations (39-XX) 2 Global analysis, analysis on manifolds (58-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) Citations by Year