Jiongmin Yong

Finance · 2005–2020

A researcher in the Science corpus: 18 papers; trusts 55 researchers and is trusted by 13 researchers here, as inferred from the citation graph.

Subfields

• Finance — 85 citations into it; #1,601 of 10,518 by trust here, #2,897 by citations
• Economics and Econometrics — 39 citations into it
• Demography — 29 citations into it; #1,401 of 4,236 by trust here, #2,670 by citations
• Computational Theory and Mathematics — 27 citations into it; #10,433 of 12,182 by trust here, #6,463 by citations
• Management Science and Operations Research — 20 citations into it; #9,750 of 11,946 by trust here, #6,888 by citations
• Control and Systems Engineering — 18 citations into it; #3,423 of 8,257 by trust here, #4,514 by citations
• Mathematical Physics — 12 citations into it
• Numerical Analysis — 12 citations into it

Whom Jiongmin Yong trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Shige Peng
2. Ivar Ekeland
3. Frank Riedel
4. Hans Föllmer
5. Libin Mou
6. Rainer Buckdahn
7. Tomas Björk
8. Peter E. Kloeden
9. M. Kobylanski
10. Luciano Pandolfi

Who trusts Jiongmin Yong overall

1. Jingrui Sun
2. P. J. Graber
3. Jin Ma
4. Jianhui Huang
5. Zhen Wu
6. Huyen Pham
7. Xunjing Li
8. Detao Zhang
9. Jianfeng Zhang
10. Mao Fabrice Djete

Papers from Jiongmin Yong's perspective

Ordered by how strongly the researchers Jiongmin Yong trusts endorse each paper. Same corpus, a different order for every researcher.

1. Controlled Markov processes and viscosity solutions
2. Ambiguity, risk, and asset returns in continuous time
3. Mean-field backward stochastic differential equations and related partial differential equations
4. Convex measures of risk and trading constraints (Finance and Stochastics)
5. A Maximum Principle for SDEs of Mean-Field Type
6. Dynamic Coherent Risk Measures
7. Forward-Backward Stochastic Differential Equations and their Applications
8. Dynamic Noncooperative Game Theory
9. Investment and consumption without commitment
10. Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls (IEEE Transactions on Automatic Control)

Their papers

• Controllability and observability of a heat equation with hyperbolic memory kernel (2009) — 62 citations
• Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (2016) — 65 citations
• A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations in Infinite Horizon (2012) — 131 citations
• Linear forward-backward stochastic differential equations with random coefficients (2006) — 63 citations
• Deterministic time-inconsistent optimal control problems — an essentially cooperative approach (2012) — 48 citations
• A Deterministic Linear Quadratic Time-Inconsistent Optimal Control Problem (2011) — 81 citations
• Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions (2020) — 98 citations
• Stochastic Linear Quadratic Optimal Control Problems in Infinite Horizon (2016) — 64 citations
• Linear–quadratic stochastic two-person nonzero-sum differential games: Open-loop and closed-loop Nash equilibria (2016) — 55 citations
• Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations --- Time-Consistent Solutions (2013) — 149 citations
• Time-Inconsistent Optimal Control Problems and the Equilibrium HJB Equation (2012) — 167 citations
• A Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations (2011) — 239 citations
• Forward-backward stochastic differential equations with mixed initial-terminal conditions (2009) — 79 citations
• Well-posedness and regularity of backward stochastic Volterra integral equations (2008) — 120 citations
• Continuous-time dynamic risk measures by backward stochastic Volterra integral equations (2007) — 67 citations
• Two-person zero-sum linear quadratic stochastic differential games by a Hilbert space method (2006) — 81 citations
• Backward stochastic Volterra integral equations and some related problems (2006) — 142 citations
• Option pricing with an illiquid underlying asset market (2005) — 140 citations