Edit Profile (opens in new tab) Ma, Jin Compute Distance To: Compute 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 all top 5 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 all top 5 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 all top 5 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) Publications by Year all cited Publications top 5 cited Publications 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 0794.60056Ma, Jin; Protter, Philip; Yong, Jiongmin 264 1994 Forward-backward stochastic differential equations and their applications. Zbl 0927.60004Ma, Jin; Yong, Jiongmin 232 1999 Hedging options for a large investor and forward-backward SDE’s. Zbl 0856.90011Cvitanić, Jakša; Ma, Jin 78 1996 Numerical methods for forward-backward stochastic differential equations. Zbl 0861.65131Douglas, Jim jun.; Ma, Jin; Protter, Philip 61 1996 Numerical method for backward stochastic differential equations. Zbl 1017.60074Ma, Jin; Protter, Philip; San Martín, Jaime; Torres, Soledad 56 2002 Representation theorems for backward stochastic differential equations. Zbl 1017.60067Ma, Jin; Zhang, Jianfeng 53 2002 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I. Zbl 1053.60065Buckdahn, Rainer; Ma, Jin 47 2001 On semi-linear degenerate backward stochastic partial differential equations. Zbl 1011.60046Hu, Ying; Ma, Jin; Yong, Jiongmin 43 2002 On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng 41 2015 Backward SDEs with constrained jumps and quasi-variational inequalities. Zbl 1205.60114Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng 35 2010 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. Zbl 1053.60066Buckdahn, Rainer; Ma, Jin 33 2001 On linear, degenerate backward stochastic partial differential equations. Zbl 0922.60053Ma, Jin; Yong, Jiongmin 32 1999 Adapted solution of a degenerate backward SPDE, with applications. Zbl 0911.60048Ma, Jin; Yong, Jiongmin 31 1997 Reflected forward-backward SDEs and obstacle problems with boundary conditions. Zbl 1002.60065Ma, Jin; Cvitanić, Jakša 28 2001 On numerical approximations of forward-backward stochastic differential equations. Zbl 1177.60064Ma, Jin; Shen, Jie; Zhao, Yanhong 24 2008 Optimal reinsurance/investment problems for general insurance models. Zbl 1168.91392Liu, Yuping; Ma, Jin 23 2009 Representations and regularities for solutions to BSDEs with reflections. Zbl 1076.60049Ma, Jin; Zhang, Jianfeng 22 2005 On non-Markovian forward-backward SDEs and backward stochastic PDEs. Zbl 1260.60123Ma, Jin; Yin, Hong; Zhang, Jianfeng 21 2012 Dynamic approaches for some time-inconsistent optimization problems. Zbl 1385.49019Karnam, Chandrasekhar; Ma, Jin; Zhang, Jianfeng 19 2017 Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations. Zbl 1155.60018Hu, Ying; Ma, Jin; Peng, Shige; Yao, Song 19 2008 Path regularity for solutions of backward stochastic differential equations. Zbl 1014.60060Ma, Jin; Zhang, J. 18 2002 Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations. Zbl 0832.60067Ma, Jin; Yong, Jiongmin 18 1995 Black’s consol rate conjecture. Zbl 0830.60052Duffie, Darrell; Ma, Jin; Yong, Jiongmin 17 1995 Weak solutions of forward-backward SDE’s. Zbl 1055.60055Antonelli, Fabio; Ma, Jin 17 2003 On quadratic \(g\)-evaluations/expectations and related analysis. Zbl 1206.60057Ma, Jin; Yao, Song 17 2010 The law of large numbers for self-exciting correlated defaults. Zbl 1246.91143Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng 17 2012 A stochastic maximum principle for general mean-field systems. Zbl 1359.93528Buckdahn, Rainer; Li, Juan; Ma, Jin 16 2016 Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs. Zbl 1017.60061Buckdahn, Rainer; Ma, Jin 15 2002 A mean-field stochastic control problem with partial observations. Zbl 1380.93282Buckdahn, Rainer; Li, Juan; Ma, Jin 14 2017 Pathwise stochastic control problems and stochastic HJB equations. Zbl 1140.60031Buckdahn, Rainer; Ma, Jin 14 2007 On the principle of smooth fit for a class of singular stochastic control problems for diffusions. Zbl 0759.93081Ma, Jin 11 1992 Weak solutions for forward-backward SDEs-a martingale problem approach. Zbl 1154.60045Ma, Jin; Zhang, Jianfeng; Zheng, Ziyu 11 2008 Anticipating integrals for a class of martingales. Zbl 0897.60058Ma, Jin; Protter, Philip; San Martin, Jaime 10 1998 Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng 9 2015 Ruin probabilities for insurance models involving investments. Zbl 1039.91045Ma, Jin; Sun, Xiaodong 9 2003 Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coefficients. Zbl 1084.60031Hu, Ying; Ma, Jin 7 2004 Efficient computation of hedging portfolios for options with discontinuous payoffs. Zbl 1060.91058Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng 6 2003 Stochastic differential equations driven by fractional Brownian motion and Poisson point process. Zbl 1319.60123Bai, Lihua; Ma, Jin 6 2015 Correlated intensity, counter party risks, and dependent mortalities. Zbl 1231.91214Ma, Jin; Yun, Youngyun 6 2010 Optimal dividend and investment problems under Sparre Andersen model. Zbl 1408.91098Bai, Lihua; Ma, Jin; Xing, Xiaojing 5 2017 Discontinuous reflection, and a class of singular stochastic control problems for diffusions. Zbl 0791.60067Ma, Jin 5 1993 Dynamic programming for multidimensional stochastic control problems. Zbl 0951.93072Ma, Jin; Yong, Jiongmin 5 1999 Approximate solvability of forward-backward stochastic differential equations. Zbl 0996.60075Ma, J.; Yong, J. 5 2002 Stochastic differential equations driven by fractional Brownian motions. Zbl 1214.60024Jien, Yu-Juan; Ma, Jin 4 2009 Principle of equivalent utility and universal variable life insurance pricing. Zbl 1151.91059Ma, Jin; Yu, Yuhua 4 2006 Orientation effects in nanoindentation of single crystal copper. Zbl 1297.74004Liu, Y.; Varghese, S.; Ma, J.; Yoshino, M.; Lu, H.; Komanduri, R. 4 2008 On weak solutions of forward-backward SDEs. Zbl 1235.60067Ma, Jin; Zhang, Jianfeng 4 2011 Pathwise Taylor expansions for Itô random fields. Zbl 1255.60087Buckdahn, Rainer; Bulla, Ingo; Ma, Jin 4 2011 Four step scheme for general Markovian forward-backward SDEs. Zbl 1217.60056Ma, Jin; Yong, Jiongmin; Zhao, Yanhong 3 2010 New insights into turbulent pedestrian movement pattern in crowd-quakes. Zbl 1456.91083Ma, J.; Song, W. G.; Lo, S. M.; Fang, Z. M. 2 2013 Kyle-Back equilibrium models and linear conditional mean-field SDEs. Zbl 1390.60216Ma, Jin; Sun, Rentao; Zhou, Yonghui 2 2018 Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation. Zbl 1351.35276Ma, Jin; Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 2 2016 Differential Markov random field analysis with an application to detecting differential microbial community networks. Zbl 1444.62121Cai, T. T.; Li, H.; Ma, J.; Xia, Y. 2 2019 Explicit form and path regularity of martingale representations. Zbl 0979.60027Ma, Jin; Protter, Philip; Zhang, Jianfeng 1 2001 Singular stochastic control for diffusions and SDE with discontinuous paths and reflecting boundary conditions. Zbl 0826.60048Ma, Jin 1 1994 Price calculation for power exponential jump-diffusion models: a Hermite-series approach. Zbl 1045.60056Galea, Manuel; Ma, Jin; Torres, Soledad 1 2003 Stochastic control problems for systems driven by normal martingales. Zbl 1141.93065Buckdahn, Rainer; Ma, Jin; Rainer, Catherine 1 2008 On variant reflected backward SDEs, with applications. Zbl 1178.60045Ma, Jin; Wang, Yusun 1 2009 Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng 1 2020 An experimental study of exit position on escape efficiency using mice under competition. Zbl 07382748Wu, F. Y.; Lin, P.; Gao, D. L.; Wang, Z. K.; Wang, K. H.; Ma, J. 1 2019 Optimal portfolio selection under concave price impact. Zbl 1269.93136Ma, Jin; Song, Qingshuo; Xu, Jing; Zhang, Jianfeng 1 2013 Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng 1 2020 Differential Markov random field analysis with an application to detecting differential microbial community networks. Zbl 1444.62121Cai, T. T.; Li, H.; Ma, J.; Xia, Y. 2 2019 An experimental study of exit position on escape efficiency using mice under competition. Zbl 07382748Wu, F. Y.; Lin, P.; Gao, D. L.; Wang, Z. K.; Wang, K. H.; Ma, J. 1 2019 Kyle-Back equilibrium models and linear conditional mean-field SDEs. Zbl 1390.60216Ma, Jin; Sun, Rentao; Zhou, Yonghui 2 2018 Dynamic approaches for some time-inconsistent optimization problems. Zbl 1385.49019Karnam, Chandrasekhar; Ma, Jin; Zhang, Jianfeng 19 2017 A mean-field stochastic control problem with partial observations. Zbl 1380.93282Buckdahn, Rainer; Li, Juan; Ma, Jin 14 2017 Optimal dividend and investment problems under Sparre Andersen model. Zbl 1408.91098Bai, Lihua; Ma, Jin; Xing, Xiaojing 5 2017 A stochastic maximum principle for general mean-field systems. Zbl 1359.93528Buckdahn, Rainer; Li, Juan; Ma, Jin 16 2016 Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation. Zbl 1351.35276Ma, Jin; Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 2 2016 On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng 41 2015 Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng 9 2015 Stochastic differential equations driven by fractional Brownian motion and Poisson point process. Zbl 1319.60123Bai, Lihua; Ma, Jin 6 2015 New insights into turbulent pedestrian movement pattern in crowd-quakes. Zbl 1456.91083Ma, J.; Song, W. G.; Lo, S. M.; Fang, Z. M. 2 2013 Optimal portfolio selection under concave price impact. Zbl 1269.93136Ma, Jin; Song, Qingshuo; Xu, Jing; Zhang, Jianfeng 1 2013 On non-Markovian forward-backward SDEs and backward stochastic PDEs. Zbl 1260.60123Ma, Jin; Yin, Hong; Zhang, Jianfeng 21 2012 The law of large numbers for self-exciting correlated defaults. Zbl 1246.91143Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng 17 2012 On weak solutions of forward-backward SDEs. Zbl 1235.60067Ma, Jin; Zhang, Jianfeng 4 2011 Pathwise Taylor expansions for Itô random fields. Zbl 1255.60087Buckdahn, Rainer; Bulla, Ingo; Ma, Jin 4 2011 Backward SDEs with constrained jumps and quasi-variational inequalities. Zbl 1205.60114Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng 35 2010 On quadratic \(g\)-evaluations/expectations and related analysis. Zbl 1206.60057Ma, Jin; Yao, Song 17 2010 Correlated intensity, counter party risks, and dependent mortalities. Zbl 1231.91214Ma, Jin; Yun, Youngyun 6 2010 Four step scheme for general Markovian forward-backward SDEs. Zbl 1217.60056Ma, Jin; Yong, Jiongmin; Zhao, Yanhong 3 2010 Optimal reinsurance/investment problems for general insurance models. Zbl 1168.91392Liu, Yuping; Ma, Jin 23 2009 Stochastic differential equations driven by fractional Brownian motions. Zbl 1214.60024Jien, Yu-Juan; Ma, Jin 4 2009 On variant reflected backward SDEs, with applications. Zbl 1178.60045Ma, Jin; Wang, Yusun 1 2009 On numerical approximations of forward-backward stochastic differential equations. Zbl 1177.60064Ma, Jin; Shen, Jie; Zhao, Yanhong 24 2008 Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations. Zbl 1155.60018Hu, Ying; Ma, Jin; Peng, Shige; Yao, Song 19 2008 Weak solutions for forward-backward SDEs-a martingale problem approach. Zbl 1154.60045Ma, Jin; Zhang, Jianfeng; Zheng, Ziyu 11 2008 Orientation effects in nanoindentation of single crystal copper. Zbl 1297.74004Liu, Y.; Varghese, S.; Ma, J.; Yoshino, M.; Lu, H.; Komanduri, R. 4 2008 Stochastic control problems for systems driven by normal martingales. Zbl 1141.93065Buckdahn, Rainer; Ma, Jin; Rainer, Catherine 1 2008 Pathwise stochastic control problems and stochastic HJB equations. Zbl 1140.60031Buckdahn, Rainer; Ma, Jin 14 2007 Principle of equivalent utility and universal variable life insurance pricing. Zbl 1151.91059Ma, Jin; Yu, Yuhua 4 2006 Representations and regularities for solutions to BSDEs with reflections. Zbl 1076.60049Ma, Jin; Zhang, Jianfeng 22 2005 Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coefficients. Zbl 1084.60031Hu, Ying; Ma, Jin 7 2004 Weak solutions of forward-backward SDE’s. Zbl 1055.60055Antonelli, Fabio; Ma, Jin 17 2003 Ruin probabilities for insurance models involving investments. Zbl 1039.91045Ma, Jin; Sun, Xiaodong 9 2003 Efficient computation of hedging portfolios for options with discontinuous payoffs. Zbl 1060.91058Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng 6 2003 Price calculation for power exponential jump-diffusion models: a Hermite-series approach. Zbl 1045.60056Galea, Manuel; Ma, Jin; Torres, Soledad 1 2003 Numerical method for backward stochastic differential equations. Zbl 1017.60074Ma, Jin; Protter, Philip; San Martín, Jaime; Torres, Soledad 56 2002 Representation theorems for backward stochastic differential equations. Zbl 1017.60067Ma, Jin; Zhang, Jianfeng 53 2002 On semi-linear degenerate backward stochastic partial differential equations. Zbl 1011.60046Hu, Ying; Ma, Jin; Yong, Jiongmin 43 2002 Path regularity for solutions of backward stochastic differential equations. Zbl 1014.60060Ma, Jin; Zhang, J. 18 2002 Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs. Zbl 1017.60061Buckdahn, Rainer; Ma, Jin 15 2002 Approximate solvability of forward-backward stochastic differential equations. Zbl 0996.60075Ma, J.; Yong, J. 5 2002 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I. Zbl 1053.60065Buckdahn, Rainer; Ma, Jin 47 2001 Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. Zbl 1053.60066Buckdahn, Rainer; Ma, Jin 33 2001 Reflected forward-backward SDEs and obstacle problems with boundary conditions. Zbl 1002.60065Ma, Jin; Cvitanić, Jakša 28 2001 Explicit form and path regularity of martingale representations. Zbl 0979.60027Ma, Jin; Protter, Philip; Zhang, Jianfeng 1 2001 Forward-backward stochastic differential equations and their applications. Zbl 0927.60004Ma, Jin; Yong, Jiongmin 232 1999 On linear, degenerate backward stochastic partial differential equations. Zbl 0922.60053Ma, Jin; Yong, Jiongmin 32 1999 Dynamic programming for multidimensional stochastic control problems. Zbl 0951.93072Ma, Jin; Yong, Jiongmin 5 1999 Anticipating integrals for a class of martingales. Zbl 0897.60058Ma, Jin; Protter, Philip; San Martin, Jaime 10 1998 Adapted solution of a degenerate backward SPDE, with applications. Zbl 0911.60048Ma, Jin; Yong, Jiongmin 31 1997 Hedging options for a large investor and forward-backward SDE’s. Zbl 0856.90011Cvitanić, Jakša; Ma, Jin 78 1996 Numerical methods for forward-backward stochastic differential equations. Zbl 0861.65131Douglas, Jim jun.; Ma, Jin; Protter, Philip 61 1996 Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations. Zbl 0832.60067Ma, Jin; Yong, Jiongmin 18 1995 Black’s consol rate conjecture. Zbl 0830.60052Duffie, Darrell; Ma, Jin; Yong, Jiongmin 17 1995 Solving forward-backward stochastic differential equations explicitly – a four step scheme. Zbl 0794.60056Ma, Jin; Protter, Philip; Yong, Jiongmin 264 1994 Singular stochastic control for diffusions and SDE with discontinuous paths and reflecting boundary conditions. Zbl 0826.60048Ma, Jin 1 1994 Discontinuous reflection, and a class of singular stochastic control problems for diffusions. Zbl 0791.60067Ma, Jin 5 1993 On the principle of smooth fit for a class of singular stochastic control problems for diffusions. Zbl 0759.93081Ma, Jin 11 1992 all cited Publications top 5 cited Publications 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 all top 5 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 all top 5 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) Citations by Year