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Jianfeng Zhang - Publications

Affiliations: 
Applied Mathematics University of Southern California, Los Angeles, CA, United States 
Area:
Applied Mathematics, Finance
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43 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Possamaï D, Touzi N, Zhang J. Zero-sum path-dependent stochastic differential games in weak formulation Annals of Applied Probability. 30: 1415-1457. DOI: 10.1214/19-Aap1533  0.322
2020 Wu C, Zhang J. Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls Annals of Applied Probability. 30: 936-986. DOI: 10.1214/19-Aap1521  0.362
2020 Ren Z, Touzi N, Zhang J. Comparison of viscosity solutions of semi-linear path-dependent PDEs Siam Journal On Control and Optimization. 58: 277-302. DOI: 10.1137/19M1239404  0.45
2019 Li XC, Zhu D, Chen X, Zheng X, Zhao C, Zhang J, Soleimani M, Rubera I, Tauc M, Zhou X, Zhuo JL. Proximal Tubule-Specific Deletion of the NHE3 (Na/H Exchanger 3) in the Kidney Attenuates Ang II (Angiotensin II)-Induced Hypertension in Mice. Hypertension (Dallas, Tex. : 1979). HYPERTENSIONAHA11913. PMID 31352824 DOI: 10.1161/Hypertensionaha.119.13094  0.41
2019 Li XC, Zheng X, Chen X, Zhao C, Zhu D, Zhang J, Zhuo JL. The genetic and genomic evidence for an important role of the Na/H exchanger 3 in the blood pressure regulation and angiotensin II-induced hypertension. Physiological Genomics. PMID 30849009 DOI: 10.1152/physiolgenomics.00122.2018  0.409
2018 Li XC, Soleimani M, Zhu D, Rubera I, Tauc M, Zheng X, Zhang J, Chen X, Zhuo JL. Proximal Tubule-Specific Deletion of the NHE3 (Na/H Exchanger 3) Promotes the Pressure-Natriuresis Response and Lowers Blood Pressure in Mice. Hypertension (Dallas, Tex. : 1979). 72: 1328-1336. PMID 30571224 DOI: 10.1161/Hypertensionaha.118.10884  0.396
2018 Wang H, Zhang J. Forward backward SDEs in weak formulation Mathematical Control and Related Fields. 8: 1021-1049. DOI: 10.3934/Mcrf.2018044  0.332
2017 Li XC, Zhang J, Zhuo JL. The vasoprotective axes of the renin-angiotensin system: physiological relevance and therapeutic implications in cardiovascular, hypertensive and kidney diseases. Pharmacological Research. PMID 28619367 DOI: 10.1016/j.phrs.2017.06.005  0.406
2017 Diehl J, Zhang J. Backward stochastic differential equations with Young drift Probability, Uncertainty and Quantitative Risk. 2. DOI: 10.1186/S41546-017-0016-5  0.315
2017 Ren Z, Touzi N, Zhang J. Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs Siam Journal On Mathematical Analysis. 49: 4093-4116. DOI: 10.1137/16M1090338  0.46
2016 Ekren I, Touzi N, Zhang J. Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II Annals of Probability. 44: 1212-1253. DOI: 10.1214/15-Aop1027  0.762
2016 Ma J, Ren Z, Touzi N, Zhang J. Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation Annales De L Institut Henri Poincare-Probabilites Et Statistiques. 52: 1196-1216. DOI: 10.1214/15-Aihp678  0.384
2016 Ekren I, Zhang J. Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs Probability, Uncertainty and Quantitative Risk. 1: 6. DOI: 10.1186/S41546-016-0010-3  0.763
2016 Keller C, Zhang J. Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients Stochastic Processes and Their Applications. 126: 735-766. DOI: 10.1016/J.Spa.2015.09.018  0.353
2015 Ma J, Wang X, Zhang J. Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem Mathematical Control and Related Fields. 5: 557-583. DOI: 10.3934/Mcrf.2015.5.557  0.422
2015 Nutz M, Zhang J. Optimal stopping under adverse nonlinear expectation and related games Annals of Applied Probability. 25: 2503-2534. DOI: 10.1214/14-Aap1054  0.347
2015 Ma J, Wu Z, Zhang D, Zhang J. On well-posedness of forward–backward SDEs—A unified approach Annals of Applied Probability. 25: 2168-2214. DOI: 10.1214/14-Aap1046  0.361
2015 Guo W, Zhang J, Zhuo J. A monotone scheme for high-dimensional fully nonlinear PDEs Annals of Applied Probability. 25: 1540-1580. DOI: 10.1214/14-Aap1030  0.539
2015 Buckdahn R, Ma J, Zhang J. Pathwise Taylor expansions for random fields on multiple dimensional paths Stochastic Processes and Their Applications. 125: 2820-2855. DOI: 10.1016/J.Spa.2015.02.004  0.318
2014 Ekren I, Keller C, Touzi N, Zhang J. On viscosity solutions of path dependent PDES Annals of Probability. 42: 204-236. DOI: 10.1214/12-Aop788  0.752
2014 Pham T, Zhang J. Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation Siam Journal On Control and Optimization. 52: 2090-2121. DOI: 10.1137/120894907  0.631
2014 Ekren I, Touzi N, Zhang J. Optimal stopping under nonlinear expectation Stochastic Processes and Their Applications. 124: 3277-3311. DOI: 10.1016/J.Spa.2014.04.006  0.742
2013 Pham T, Zhang J. Some norm estimates for semimartingales Electronic Journal of Probability. 18: 1-25. DOI: 10.1214/Ejp.V18-2406  0.615
2013 Soner HM, Touzi N, Zhang J. Dual formulation of second order target problems Annals of Applied Probability. 23: 308-347. DOI: 10.1214/12-Aap844  0.416
2013 Ma J, Song Q, Xu J, Zhang J. Optimal Portfolio Selection Under Concave Price Impact Applied Mathematics and Optimization. 67: 353-390. DOI: 10.1007/S00245-013-9191-7  0.315
2012 Ma J, Yin H, Zhang J. On non-Markovian forward–backward SDEs and backward stochastic PDEs Stochastic Processes and Their Applications. 122: 3980-4004. DOI: 10.1016/J.Spa.2012.08.002  0.368
2012 Soner HM, Touzi N, Zhang J. Wellposedness of second order backward SDEs Probability Theory and Related Fields. 153: 149-190. DOI: 10.1007/S00440-011-0342-Y  0.367
2011 Soner MH, Touzi N, Zhang J. Quasi-sure Stochastic Analysis through Aggregation Electronic Journal of Probability. 16: 1844-1879. DOI: 10.1214/Ejp.V16-950  0.382
2011 Soner HM, Touzi N, Zhang J. Martingale representation theorem for the G-expectation Stochastic Processes and Their Applications. 121: 265-287. DOI: 10.1016/J.Spa.2010.10.006  0.367
2011 Ma J, Zhang J. On weak solutions of forward–backward SDEs Probability Theory and Related Fields. 151: 475-507. DOI: 10.1007/S00440-010-0305-8  0.442
2010 Kharroubi I, Ma J, Pham H, Zhang J. Backward SDEs with constrained jumps and quasi-variational inequalities Annals of Probability. 38: 794-840. DOI: 10.1214/09-Aop496  0.453
2010 Hamadène S, Zhang J. Switching problem and related system of reflected backward SDEs Stochastic Processes and Their Applications. 120: 403-426. DOI: 10.1016/J.Spa.2010.01.003  0.376
2009 Cvitanić J, Wan X, Zhang J. Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model Applied Mathematics and Optimization. 59: 99-146. DOI: 10.1007/S00245-008-9050-0  0.373
2008 Cvitanic J, Wan X, Zhang J. Principal-Agent Problems with Exit Options B E Journal of Theoretical Economics. 8: 1-43. DOI: 10.2202/1935-1704.1474  0.306
2008 Bender C, Zhang J. Time discretization and Markovian iteration for coupled FBSDEs Annals of Applied Probability. 18: 143-177. DOI: 10.1214/07-Aap448  0.302
2007 Cvitanic J, Zhang J. Optimal compensation with adverse selection and dynamic actions Mathematics and Financial Economics. 1: 21-55. DOI: 10.2139/Ssrn.892486  0.312
2006 Zhang J. The Wellposedness Of Fbsdes Discrete and Continuous Dynamical Systems-Series B. 6: 927-940. DOI: 10.3934/Dcdsb.2006.6.927  0.327
2006 Cvitanić J, Wan X, Zhang J. Optimal contracts in continuous-time models Journal of Applied Mathematics and Stochastic Analysis. 2006: 1-27. DOI: 10.1155/Jamsa/2006/95203  0.369
2005 Zhang J. Representation of solutions to BSDEs associated with a degenerate FSDE Annals of Applied Probability. 15: 1798-1831. DOI: 10.1214/105051605000000232  0.371
2005 Ma J, Zhang J. Representations and regularities for solutions to BSDEs with reflections Stochastic Processes and Their Applications. 115: 539-569. DOI: 10.1016/J.Spa.2004.05.010  0.41
2004 Zhang J. A numerical scheme for BSDEs Annals of Applied Probability. 14: 459-488. DOI: 10.1214/Aoap/1075828058  0.369
2002 Ma J, Zhang J. Representation theorems for backward stochastic differential equations Annals of Applied Probability. 12: 1390-1418. DOI: 10.1214/Aoap/1037125868  0.465
2002 Ma J, Zhang J. Path regularity for solutions of backward stochastic differential equations Probability Theory and Related Fields. 122: 163-190. DOI: 10.1007/S004400100144  0.433
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