## Ma, Jin

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 Author ID: ma.jin Published as: Ma, Jin; Ma, J. Homepage: https://dornsife.usc.edu/cf/faculty-and-staff/faculty.cfm?pid=1017335 External Links: MGP
 Documents Indexed: 77 Publications since 1992, including 1 Book Co-Authors: 44 Co-Authors with 61 Joint Publications 1,216 Co-Co-Authors
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### Co-Authors

 3 single-authored 16 Zhang, Jianfeng 11 Yong, Jiongmin 10 Buckdahn, Rainer 5 Protter, Philip Elliott 4 Cvitanić, Jakša 3 Bai, Lihua 3 Hu, Ying 2 Li, Juan 2 Liu, Yuping 2 Peng, Shige 2 San Martín, Jaime 2 Sun, Xiaodong 2 Torres, Soledad 2 Yao, Song 2 Yu, Yuhua 2 Zhao, Yanhong 1 Antonelli, Fabio 1 Bulla, Ingo 1 Chen, Jianfu 1 Douglas, Jim jun. 1 Duffie, James Darrell 1 Figueroa-López, José E. 1 Galea, Manuel 1 Han, Zhaolong 1 He, Tao 1 Jien, Yu-Juan 1 Karnam, Chandrasekhar 1 Keller, Christian 1 Kharroubi, Idris 1 Komanduri, Ranga 1 Lan, Shiyi 1 Lo, Shih-Ming 1 Lu, Hongbing 1 Pham, Huyên 1 Rainer, Catherine 1 Ren, Zhenjie 1 Shen, Jie 1 Song, Qingshuo 1 Sun, Rentao 1 Sun, Shu-Li 1 Touzi, Nizar 1 Tu, Jiahuang 1 Wang, Xinyang 1 Wang, Yusun 1 Wong, Ting-Kam Leonard 1 Wu, Zhen 1 Xing, Xiaojing 1 Xu, Jing 1 You, Yuncheng 1 Yun, Youngyun 1 Zajic, Tim 1 Zhang, Detao 1 Zhang, Rangrang 1 Zheng, Ziyu 1 Zhou, Dai 1 Zhou, Xunyu 1 Zhou, Yonghui
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### Serials

 11 The Annals of Applied Probability 9 Stochastic Processes and their Applications 5 Probability Theory and Related Fields 4 SIAM Journal on Control and Optimization 3 The Annals of Probability 3 Applied Mathematics and Optimization 3 Stochastic Analysis and Applications 3 Bernoulli 3 Mathematical Control and Related Fields 2 Journal of Applied Mathematics and Stochastic Analysis 2 Stochastics and Stochastics Reports 2 Scandinavian Actuarial Journal 2 Journal of Statistical Mechanics: Theory and Experiment 1 International Journal of Plasticity 1 Biometrika 1 Journal of Number Theory 1 Mathematics of Operations Research 1 SIAM Journal on Numerical Analysis 1 Insurance Mathematics & Economics 1 Chinese Annals of Mathematics. Series B 1 Acta Mathematicae Applicatae Sinica. English Series 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 International Journal of Computational Fluid Dynamics 1 Mathematical Finance 1 Journal of Applied Mechanics and Technical Physics 1 Acta Mathematica Sinica. English Series 1 Journal of Systems Science and Complexity 1 Control and Intelligent Systems 1 Complex Variables and Elliptic Equations 1 Lecture Notes in Mathematics 1 International Journal of Stochastic Analysis 1 Probability, Uncertainty and Quantitative Risk
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### Fields

 58 Probability theory and stochastic processes (60-XX) 27 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 25 Systems theory; control (93-XX) 19 Partial differential equations (35-XX) 15 Ordinary differential equations (34-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 3 Mechanics of deformable solids (74-XX) 2 History and biography (01-XX) 2 Statistics (62-XX) 2 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 1 Number theory (11-XX) 1 Functions of a complex variable (30-XX) 1 Operator theory (47-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX)

### Citations contained in zbMATH Open

61 Publications have been cited 1,459 times in 862 Documents Cited by Year
Solving forward-backward stochastic differential equations explicitly – a four step scheme. Zbl 0794.60056
Ma, Jin; Protter, Philip; Yong, Jiongmin
1994
Forward-backward stochastic differential equations and their applications. Zbl 0927.60004
Ma, Jin; Yong, Jiongmin
1999
Hedging options for a large investor and forward-backward SDE’s. Zbl 0856.90011
Cvitanić, Jakša; Ma, Jin
1996
Numerical methods for forward-backward stochastic differential equations. Zbl 0861.65131
Douglas, Jim jun.; Ma, Jin; Protter, Philip
1996
Numerical method for backward stochastic differential equations. Zbl 1017.60074
Ma, Jin; Protter, Philip; San Martín, Jaime; Torres, Soledad
2002
Representation theorems for backward stochastic differential equations. Zbl 1017.60067
Ma, Jin; Zhang, Jianfeng
2002
Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I. Zbl 1053.60065
Buckdahn, Rainer; Ma, Jin
2001
On semi-linear degenerate backward stochastic partial differential equations. Zbl 1011.60046
Hu, Ying; Ma, Jin; Yong, Jiongmin
2002
On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132
Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng
2015
Backward SDEs with constrained jumps and quasi-variational inequalities. Zbl 1205.60114
Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng
2010
Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. Zbl 1053.60066
Buckdahn, Rainer; Ma, Jin
2001
On linear, degenerate backward stochastic partial differential equations. Zbl 0922.60053
Ma, Jin; Yong, Jiongmin
1999
Adapted solution of a degenerate backward SPDE, with applications. Zbl 0911.60048
Ma, Jin; Yong, Jiongmin
1997
Reflected forward-backward SDEs and obstacle problems with boundary conditions. Zbl 1002.60065
Ma, Jin; Cvitanić, Jakša
2001
On numerical approximations of forward-backward stochastic differential equations. Zbl 1177.60064
Ma, Jin; Shen, Jie; Zhao, Yanhong
2008
Optimal reinsurance/investment problems for general insurance models. Zbl 1168.91392
Liu, Yuping; Ma, Jin
2009
Representations and regularities for solutions to BSDEs with reflections. Zbl 1076.60049
Ma, Jin; Zhang, Jianfeng
2005
On non-Markovian forward-backward SDEs and backward stochastic PDEs. Zbl 1260.60123
Ma, Jin; Yin, Hong; Zhang, Jianfeng
2012
Dynamic approaches for some time-inconsistent optimization problems. Zbl 1385.49019
Karnam, Chandrasekhar; Ma, Jin; Zhang, Jianfeng
2017
Representation theorems for quadratic $$\mathcal F$$-consistent nonlinear expectations. Zbl 1155.60018
Hu, Ying; Ma, Jin; Peng, Shige; Yao, Song
2008
Path regularity for solutions of backward stochastic differential equations. Zbl 1014.60060
Ma, Jin; Zhang, J.
2002
Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations. Zbl 0832.60067
Ma, Jin; Yong, Jiongmin
1995
Black’s consol rate conjecture. Zbl 0830.60052
Duffie, Darrell; Ma, Jin; Yong, Jiongmin
1995
Weak solutions of forward-backward SDE’s. Zbl 1055.60055
Antonelli, Fabio; Ma, Jin
2003
On quadratic $$g$$-evaluations/expectations and related analysis. Zbl 1206.60057
Ma, Jin; Yao, Song
2010
The law of large numbers for self-exciting correlated defaults. Zbl 1246.91143
Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng
2012
A stochastic maximum principle for general mean-field systems. Zbl 1359.93528
Buckdahn, Rainer; Li, Juan; Ma, Jin
2016
Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs. Zbl 1017.60061
Buckdahn, Rainer; Ma, Jin
2002
A mean-field stochastic control problem with partial observations. Zbl 1380.93282
Buckdahn, Rainer; Li, Juan; Ma, Jin
2017
Pathwise stochastic control problems and stochastic HJB equations. Zbl 1140.60031
Buckdahn, Rainer; Ma, Jin
2007
On the principle of smooth fit for a class of singular stochastic control problems for diffusions. Zbl 0759.93081
Ma, Jin
1992
Weak solutions for forward-backward SDEs-a martingale problem approach. Zbl 1154.60045
Ma, Jin; Zhang, Jianfeng; Zheng, Ziyu
2008
Anticipating integrals for a class of martingales. Zbl 0897.60058
Ma, Jin; Protter, Philip; San Martin, Jaime
1998
Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125
Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng
2015
Ruin probabilities for insurance models involving investments. Zbl 1039.91045
Ma, Jin; Sun, Xiaodong
2003
Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coefficients. Zbl 1084.60031
Hu, Ying; Ma, Jin
2004
Efficient computation of hedging portfolios for options with discontinuous payoffs. Zbl 1060.91058
Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng
2003
Stochastic differential equations driven by fractional Brownian motion and Poisson point process. Zbl 1319.60123
Bai, Lihua; Ma, Jin
2015
Correlated intensity, counter party risks, and dependent mortalities. Zbl 1231.91214
Ma, Jin; Yun, Youngyun
2010
Optimal dividend and investment problems under Sparre Andersen model. Zbl 1408.91098
Bai, Lihua; Ma, Jin; Xing, Xiaojing
2017
Discontinuous reflection, and a class of singular stochastic control problems for diffusions. Zbl 0791.60067
Ma, Jin
1993
Dynamic programming for multidimensional stochastic control problems. Zbl 0951.93072
Ma, Jin; Yong, Jiongmin
1999
Approximate solvability of forward-backward stochastic differential equations. Zbl 0996.60075
Ma, J.; Yong, J.
2002
Stochastic differential equations driven by fractional Brownian motions. Zbl 1214.60024
Jien, Yu-Juan; Ma, Jin
2009
Principle of equivalent utility and universal variable life insurance pricing. Zbl 1151.91059
Ma, Jin; Yu, Yuhua
2006
Orientation effects in nanoindentation of single crystal copper. Zbl 1297.74004
Liu, Y.; Varghese, S.; Ma, J.; Yoshino, M.; Lu, H.; Komanduri, R.
2008
On weak solutions of forward-backward SDEs. Zbl 1235.60067
Ma, Jin; Zhang, Jianfeng
2011
Pathwise Taylor expansions for Itô random fields. Zbl 1255.60087
Buckdahn, Rainer; Bulla, Ingo; Ma, Jin
2011
Four step scheme for general Markovian forward-backward SDEs. Zbl 1217.60056
Ma, Jin; Yong, Jiongmin; Zhao, Yanhong
2010
New insights into turbulent pedestrian movement pattern in crowd-quakes. Zbl 1456.91083
Ma, J.; Song, W. G.; Lo, S. M.; Fang, Z. M.
2013
Kyle-Back equilibrium models and linear conditional mean-field SDEs. Zbl 1390.60216
Ma, Jin; Sun, Rentao; Zhou, Yonghui
2018
Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation. Zbl 1351.35276
Ma, Jin; Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
2016
Differential Markov random field analysis with an application to detecting differential microbial community networks. Zbl 1444.62121
Cai, T. T.; Li, H.; Ma, J.; Xia, Y.
2019
Explicit form and path regularity of martingale representations. Zbl 0979.60027
Ma, Jin; Protter, Philip; Zhang, Jianfeng
2001
Singular stochastic control for diffusions and SDE with discontinuous paths and reflecting boundary conditions. Zbl 0826.60048
Ma, Jin
1994
Price calculation for power exponential jump-diffusion models: a Hermite-series approach. Zbl 1045.60056
Galea, Manuel; Ma, Jin; Torres, Soledad
2003
Stochastic control problems for systems driven by normal martingales. Zbl 1141.93065
Buckdahn, Rainer; Ma, Jin; Rainer, Catherine
2008
On variant reflected backward SDEs, with applications. Zbl 1178.60045
Ma, Jin; Wang, Yusun
2009
Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149
Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng
2020
An experimental study of exit position on escape efficiency using mice under competition. Zbl 07382748
Wu, F. Y.; Lin, P.; Gao, D. L.; Wang, Z. K.; Wang, K. H.; Ma, J.
2019
Optimal portfolio selection under concave price impact. Zbl 1269.93136
Ma, Jin; Song, Qingshuo; Xu, Jing; Zhang, Jianfeng
2013
Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149
Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng
2020
Differential Markov random field analysis with an application to detecting differential microbial community networks. Zbl 1444.62121
Cai, T. T.; Li, H.; Ma, J.; Xia, Y.
2019
An experimental study of exit position on escape efficiency using mice under competition. Zbl 07382748
Wu, F. Y.; Lin, P.; Gao, D. L.; Wang, Z. K.; Wang, K. H.; Ma, J.
2019
Kyle-Back equilibrium models and linear conditional mean-field SDEs. Zbl 1390.60216
Ma, Jin; Sun, Rentao; Zhou, Yonghui
2018
Dynamic approaches for some time-inconsistent optimization problems. Zbl 1385.49019
Karnam, Chandrasekhar; Ma, Jin; Zhang, Jianfeng
2017
A mean-field stochastic control problem with partial observations. Zbl 1380.93282
Buckdahn, Rainer; Li, Juan; Ma, Jin
2017
Optimal dividend and investment problems under Sparre Andersen model. Zbl 1408.91098
Bai, Lihua; Ma, Jin; Xing, Xiaojing
2017
A stochastic maximum principle for general mean-field systems. Zbl 1359.93528
Buckdahn, Rainer; Li, Juan; Ma, Jin
2016
Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation. Zbl 1351.35276
Ma, Jin; Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
2016
On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132
Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng
2015
Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125
Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng
2015
Stochastic differential equations driven by fractional Brownian motion and Poisson point process. Zbl 1319.60123
Bai, Lihua; Ma, Jin
2015
New insights into turbulent pedestrian movement pattern in crowd-quakes. Zbl 1456.91083
Ma, J.; Song, W. G.; Lo, S. M.; Fang, Z. M.
2013
Optimal portfolio selection under concave price impact. Zbl 1269.93136
Ma, Jin; Song, Qingshuo; Xu, Jing; Zhang, Jianfeng
2013
On non-Markovian forward-backward SDEs and backward stochastic PDEs. Zbl 1260.60123
Ma, Jin; Yin, Hong; Zhang, Jianfeng
2012
The law of large numbers for self-exciting correlated defaults. Zbl 1246.91143
Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng
2012
On weak solutions of forward-backward SDEs. Zbl 1235.60067
Ma, Jin; Zhang, Jianfeng
2011
Pathwise Taylor expansions for Itô random fields. Zbl 1255.60087
Buckdahn, Rainer; Bulla, Ingo; Ma, Jin
2011
Backward SDEs with constrained jumps and quasi-variational inequalities. Zbl 1205.60114
Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng
2010
On quadratic $$g$$-evaluations/expectations and related analysis. Zbl 1206.60057
Ma, Jin; Yao, Song
2010
Correlated intensity, counter party risks, and dependent mortalities. Zbl 1231.91214
Ma, Jin; Yun, Youngyun
2010
Four step scheme for general Markovian forward-backward SDEs. Zbl 1217.60056
Ma, Jin; Yong, Jiongmin; Zhao, Yanhong
2010
Optimal reinsurance/investment problems for general insurance models. Zbl 1168.91392
Liu, Yuping; Ma, Jin
2009
Stochastic differential equations driven by fractional Brownian motions. Zbl 1214.60024
Jien, Yu-Juan; Ma, Jin
2009
On variant reflected backward SDEs, with applications. Zbl 1178.60045
Ma, Jin; Wang, Yusun
2009
On numerical approximations of forward-backward stochastic differential equations. Zbl 1177.60064
Ma, Jin; Shen, Jie; Zhao, Yanhong
2008
Representation theorems for quadratic $$\mathcal F$$-consistent nonlinear expectations. Zbl 1155.60018
Hu, Ying; Ma, Jin; Peng, Shige; Yao, Song
2008
Weak solutions for forward-backward SDEs-a martingale problem approach. Zbl 1154.60045
Ma, Jin; Zhang, Jianfeng; Zheng, Ziyu
2008
Orientation effects in nanoindentation of single crystal copper. Zbl 1297.74004
Liu, Y.; Varghese, S.; Ma, J.; Yoshino, M.; Lu, H.; Komanduri, R.
2008
Stochastic control problems for systems driven by normal martingales. Zbl 1141.93065
Buckdahn, Rainer; Ma, Jin; Rainer, Catherine
2008
Pathwise stochastic control problems and stochastic HJB equations. Zbl 1140.60031
Buckdahn, Rainer; Ma, Jin
2007
Principle of equivalent utility and universal variable life insurance pricing. Zbl 1151.91059
Ma, Jin; Yu, Yuhua
2006
Representations and regularities for solutions to BSDEs with reflections. Zbl 1076.60049
Ma, Jin; Zhang, Jianfeng
2005
Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coefficients. Zbl 1084.60031
Hu, Ying; Ma, Jin
2004
Weak solutions of forward-backward SDE’s. Zbl 1055.60055
Antonelli, Fabio; Ma, Jin
2003
Ruin probabilities for insurance models involving investments. Zbl 1039.91045
Ma, Jin; Sun, Xiaodong
2003
Efficient computation of hedging portfolios for options with discontinuous payoffs. Zbl 1060.91058
Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng
2003
Price calculation for power exponential jump-diffusion models: a Hermite-series approach. Zbl 1045.60056
Galea, Manuel; Ma, Jin; Torres, Soledad
2003
Numerical method for backward stochastic differential equations. Zbl 1017.60074
Ma, Jin; Protter, Philip; San Martín, Jaime; Torres, Soledad
2002
Representation theorems for backward stochastic differential equations. Zbl 1017.60067
Ma, Jin; Zhang, Jianfeng
2002
On semi-linear degenerate backward stochastic partial differential equations. Zbl 1011.60046
Hu, Ying; Ma, Jin; Yong, Jiongmin
2002
Path regularity for solutions of backward stochastic differential equations. Zbl 1014.60060
Ma, Jin; Zhang, J.
2002
Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs. Zbl 1017.60061
Buckdahn, Rainer; Ma, Jin
2002
Approximate solvability of forward-backward stochastic differential equations. Zbl 0996.60075
Ma, J.; Yong, J.
2002
Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I. Zbl 1053.60065
Buckdahn, Rainer; Ma, Jin
2001
Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. Zbl 1053.60066
Buckdahn, Rainer; Ma, Jin
2001
Reflected forward-backward SDEs and obstacle problems with boundary conditions. Zbl 1002.60065
Ma, Jin; Cvitanić, Jakša
2001
Explicit form and path regularity of martingale representations. Zbl 0979.60027
Ma, Jin; Protter, Philip; Zhang, Jianfeng
2001
Forward-backward stochastic differential equations and their applications. Zbl 0927.60004
Ma, Jin; Yong, Jiongmin
1999
On linear, degenerate backward stochastic partial differential equations. Zbl 0922.60053
Ma, Jin; Yong, Jiongmin
1999
Dynamic programming for multidimensional stochastic control problems. Zbl 0951.93072
Ma, Jin; Yong, Jiongmin
1999
Anticipating integrals for a class of martingales. Zbl 0897.60058
Ma, Jin; Protter, Philip; San Martin, Jaime
1998
Adapted solution of a degenerate backward SPDE, with applications. Zbl 0911.60048
Ma, Jin; Yong, Jiongmin
1997
Hedging options for a large investor and forward-backward SDE’s. Zbl 0856.90011
Cvitanić, Jakša; Ma, Jin
1996
Numerical methods for forward-backward stochastic differential equations. Zbl 0861.65131
Douglas, Jim jun.; Ma, Jin; Protter, Philip
1996
Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations. Zbl 0832.60067
Ma, Jin; Yong, Jiongmin
1995
Black’s consol rate conjecture. Zbl 0830.60052
Duffie, Darrell; Ma, Jin; Yong, Jiongmin
1995
Solving forward-backward stochastic differential equations explicitly – a four step scheme. Zbl 0794.60056
Ma, Jin; Protter, Philip; Yong, Jiongmin
1994
Singular stochastic control for diffusions and SDE with discontinuous paths and reflecting boundary conditions. Zbl 0826.60048
Ma, Jin
1994
Discontinuous reflection, and a class of singular stochastic control problems for diffusions. Zbl 0791.60067
Ma, Jin
1993
On the principle of smooth fit for a class of singular stochastic control problems for diffusions. Zbl 0759.93081
Ma, Jin
1992
all top 5

### Cited by 886 Authors

 32 Yong, Jiongmin 29 Ma, Jin 29 Wu, Zhen 21 Zhang, Jianfeng 18 Huang, Jianhui 17 Ji, Shaolin 17 Zhao, Weidong 15 Yu, Zhiyong 13 Buckdahn, Rainer 13 Delarue, François 12 Tang, Shanjian 11 Hu, Ying 11 Qiu, Jinniao 10 Shi, Yufeng 10 Touzi, Nizar 9 Fuhrman, Marco 9 Gobet, Emmanuel 8 Bayraktar, Erhan 8 Bensoussan, Alain 8 Cosso, Andrea 8 Peng, Shige 8 Pham, Huyên 8 Yam, Sheung Chi Phillip 7 Bahlali, Khaled 7 Bender, Christian 7 Confortola, Fulvia 7 Du, Kai 7 El Otmani, Mohamed 7 Nie, Tianyang 7 Possamaï, Dylan 7 Takahashi, Akihiko 7 Wang, Tianxiao 7 Xiong, Jie 7 Yao, Song 7 Zhang, Liangquan 6 Bandini, Elena 6 Bouchard, Bruno 6 Chassagneux, Jean-François 6 Cohen, Samuel N. 6 Cvitanić, Jakša 6 Feng, Xinwei 6 Fujii, Masaaki 6 Hamadene, Saïd 6 Hu, Mingshang 6 Jentzen, Arnulf 6 Li, Xun 6 Matoussi, Anis 6 Meng, Qingxin 6 Wang, Guangchen 6 Wei, Qingmeng 5 Bao, Feng 5 Briand, Philippe 5 Crisan, Dan O. 5 Dokuchaev, Nikolai G. 5 Friz, Peter Karl 5 Geiss, Christel 5 Kanzow, Christian 5 Kharroubi, Idris 5 Labart, Céline 5 Li, Juan 5 Mezerdi, Brahim 5 N’Zi, Modeste 5 Peng, Xingchun 5 Ren, Yong 5 Réveillac, Anthony 5 Shi, Jingtao 5 Spiliopoulos, Konstantinos V. 5 Stadje, Mitja 5 Tangpi, Ludovic 5 Yin, Juliang 4 Aman, Auguste 4 Carmona, René A. 4 Djehiche, Boualem 4 dos Reis, Gonçalo 4 Elie, Romuald 4 Elliott, Robert James 4 Fromm, Alexander 4 Fu, Yu 4 Gherbal, Boulakhras 4 Giesecke, Kay 4 Imkeller, Peter 4 Jing, Shuai 4 Li, Danping 4 Liang, Gechun 4 Manolarakis, Konstantinos 4 Menozzi, Stéphane 4 Protter, Philip Elliott 4 Russo, Francesco 4 Schroder, Mark 4 Skiadas, Costis 4 Sulem, Agnès 4 Sun, Jingrui 4 Sun, Yabing 4 Tan, Xiaolu 4 Teng, Long 4 Torres, Soledad 4 Wang, Bingchang 4 Wang, Falei 4 Wang, Guojing 4 Wang, Hanxiao ...and 786 more Authors
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### Cited in 179 Serials

 107 Stochastic Processes and their Applications 47 The Annals of Applied Probability 34 SIAM Journal on Control and Optimization 30 Applied Mathematics and Optimization 29 Stochastic Analysis and Applications 23 Journal of Mathematical Analysis and Applications 22 The Annals of Probability 22 Insurance Mathematics & Economics 21 Statistics & Probability Letters 19 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 18 Mathematical Control and Related Fields 15 Stochastics and Dynamics 13 Automatica 12 Systems & Control Letters 12 Random Operators and Stochastic Equations 11 Probability Theory and Related Fields 11 Finance and Stochastics 11 Mathematical Finance 10 Bernoulli 10 Science China. Mathematics 9 Advances in Difference Equations 8 Journal of Optimization Theory and Applications 8 Journal of Systems Science and Complexity 8 Stochastics 7 Journal of Differential Equations 7 Journal of Theoretical Probability 6 Applied Mathematics and Computation 6 Bulletin des Sciences Mathématiques 6 Discrete and Continuous Dynamical Systems 6 International Journal of Theoretical and Applied Finance 6 Asia-Pacific Financial Markets 5 Journal of Functional Analysis 5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 5 SIAM Journal on Numerical Analysis 5 Acta Mathematicae Applicatae Sinica. English Series 5 Communications in Statistics. Theory and Methods 5 Applied Mathematical Finance 5 Scandinavian Actuarial Journal 5 Quantitative Finance 5 Discrete and Continuous Dynamical Systems. Series B 5 Comptes Rendus. Mathématique. Académie des Sciences, Paris 5 SIAM Journal on Financial Mathematics 5 Asian Journal of Control 5 Dynamic Games and Applications 5 Probability, Uncertainty and Quantitative Risk 4 Advances in Applied Probability 4 Journal of Computational and Applied Mathematics 4 Journal of Mathematical Economics 4 Transactions of the American Mathematical Society 4 Chinese Annals of Mathematics. Series B 4 Journal of Economic Dynamics & Control 4 Journal of Scientific Computing 4 Journal of Applied Mathematics and Stochastic Analysis 4 Monte Carlo Methods and Applications 4 Acta Mathematica Sinica. English Series 4 Annals of Finance 4 East Asian Journal on Applied Mathematics 3 Applicable Analysis 3 International Journal of Control 3 Journal of Mathematical Physics 3 Journal of Economic Theory 3 Mathematics of Operations Research 3 Applied Numerical Mathematics 3 Applications of Mathematics 3 Numerical Algorithms 3 Communications in Partial Differential Equations 3 SIAM Journal on Scientific Computing 3 Electronic Journal of Probability 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Methodology and Computing in Applied Probability 3 Journal of Applied Mathematics 3 African Diaspora Journal of Mathematics 3 Mathematics and Financial Economics 3 Advances in Applied Mathematics and Mechanics 3 SIAM/ASA Journal on Uncertainty Quantification 2 International Journal of Plasticity 2 Mathematics of Computation 2 Optimal Control Applications & Methods 2 Applied Mathematics and Mechanics. (English Edition) 2 Automation and Remote Control 2 European Journal of Operational Research 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Mathematical Programming. Series A. Series B 2 Stochastics and Stochastics Reports 2 Potential Analysis 2 Computational Optimization and Applications 2 Nonlinear Dynamics 2 Abstract and Applied Analysis 2 Mathematical Methods of Operations Research 2 Journal of Applied Mathematics and Computing 2 Proceedings of the Steklov Institute of Mathematics 2 Frontiers of Mathematics in China 2 International Journal of Stochastic Analysis 2 Afrika Matematika 2 Nonlinear Analysis. Theory, Methods & Applications 1 Computers & Mathematics with Applications 1 Communications on Pure and Applied Mathematics 1 Journal of Computational Physics 1 Rocky Mountain Journal of Mathematics ...and 79 more Serials
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### Cited in 31 Fields

 703 Probability theory and stochastic processes (60-XX) 298 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 280 Systems theory; control (93-XX) 175 Calculus of variations and optimal control; optimization (49-XX) 156 Partial differential equations (35-XX) 126 Numerical analysis (65-XX) 44 Ordinary differential equations (34-XX) 34 Statistics (62-XX) 27 Operations research, mathematical programming (90-XX) 12 Biology and other natural sciences (92-XX) 9 Integral equations (45-XX) 8 Dynamical systems and ergodic theory (37-XX) 8 Fluid mechanics (76-XX) 6 Operator theory (47-XX) 4 Mechanics of particles and systems (70-XX) 4 Mechanics of deformable solids (74-XX) 3 Approximations and expansions (41-XX) 3 Functional analysis (46-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 Combinatorics (05-XX) 2 Real functions (26-XX) 2 Difference and functional equations (39-XX) 2 Convex and discrete geometry (52-XX) 2 Computer science (68-XX) 2 Quantum theory (81-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Potential theory (31-XX) 1 Integral transforms, operational calculus (44-XX) 1 Differential geometry (53-XX) 1 Information and communication theory, circuits (94-XX)