Shanjian Tang

Finance · 2002–2014

A researcher in the Science corpus: 6 papers; trusts 16 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 32 citations into it; #5,448 of 10,518 by trust here, #5,938 by citations
• Applied Mathematics — 11 citations into it; #7,220 of 7,620 by trust here, #7,414 by citations
• Computational Theory and Mathematics — 11 citations into it; #7,543 of 12,182 by trust here, #8,756 by citations
• Management Science and Operations Research — 8 citations into it
• Mathematical Physics — 8 citations into it
• Economics and Econometrics — 6 citations into it

Whom Shanjian Tang trusts overall

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

1. Bruno Dupire
2. Rama Cont
3. Ibrahim Ekren
4. M. Crandall
5. Nizar Touzi
6. Shuping Chen
7. Wendell H. Fleming
8. H. M. Soner
9. Shige Peng
10. Hitoshi Ishii

Who trusts Shanjian Tang overall

1. Shige Peng
2. Jean-François Chassagneux
3. Franco Flandoli

Papers from Shanjian Tang's perspective

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

1. Controlled Markov processes and viscosity solutions
2. User’s guide to viscosity solutions of second order partial differential equations
3. Wellposedness of second order backward SDEs
4. On viscosity solutions of path dependent PDEs
5. Optimal Stopping under Nonlinear Expectation
6. Functional Itô calculus† (Quantitative finance (Print))
7. On viscosity solutions of Hamilton-Jacobi equations
8. Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs
9. Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (SIAM Journal of Control and Optimization)
10. Brownian Motion and Stochastic Calculus

Their papers

• Multi-dimensional BSDE with oblique reflection and optimal switching (2007) — 162 citations
• Path-Dependent Optimal Stochastic Control and Viscosity Solution of Associated Bellman Equations (2012) — 50 citations
• Multi-Dimensional Backward Stochastic Differential Equations of Diagonally Quadratic generators (2014) — 136 citations
• Strong solution of backward stochastic partial differential equations in C2 domains (2010) — 51 citations
• Harmonic analysis of stochastic equations and backward stochastic differential equations (2008) — 61 citations
• Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean-Variance Hedging (2002) — 98 citations