Jin Ma

Finance · with Zhang · 2001–2017

A researcher in the Science corpus: 14 papers; trusts 16 researchers and is trusted by 35 researchers here, as inferred from the citation graph.

Subfields

• Finance — 46 citations into it; #1,116 of 10,518 by trust here, #1,846 by citations
• Demography — 15 citations into it; #407 of 4,236 by trust here, #1,343 by citations
• Economics and Econometrics — 13 citations into it; #15,799 of 23,481 by trust here, #21,405 by citations
• Computational Theory and Mathematics — 10 citations into it; #10,992 of 12,182 by trust here, #7,142 by citations
• Applied Mathematics — 8 citations into it
• Mathematical Physics — 5 citations into it; #6,228 of 8,562 by trust here, #6,178 by citations
• Numerical Analysis — 5 citations into it

Whom Jin Ma trusts overall

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

1. Jiongmin Yong
2. François Delarue
3. Rainer Buckdahn
4. M. Crandall
5. M. Kobylanski
6. Francis A. Longstaff
7. Jianfeng Zhang
8. Bruno Bouchard
9. Wendell H. Fleming
10. Hitoshi Ishii

Who trusts Jin Ma overall

1. Bruno Bouchard
2. Christian Bender
3. Shige Peng
4. Jean-François Chassagneux
5. Jianfeng Zhang
6. D. Crisan
7. Chenchen Mou
8. Franccois Delarue
9. Nizar Touzi
10. Jessica Steiner

Papers from Jin Ma's perspective

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

1. Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
2. Probabilistic Analysis of Mean-Field Games (SIAM Journal of Control and Optimization)
3. Forward-Backward Stochastic Differential Equations and their Applications
4. Mean field games
5. Mean-field backward stochastic differential equations and related partial differential equations
6. A General Stochastic Maximum Principle for SDEs of Mean-field Type
7. Backward stochastic differential equations and partial differential equations with quadratic growth
8. Mean-field stochastic differential equations and associated PDEs
9. On non-Markovian forward–backward SDEs and backward stochastic PDEs
10. Valuing American Options by Simulation: A Simple Least-Squares Approach

Their papers

• Numberical Method for Backward Stochastic Differential Equations (2002) — 140 citations
• Path regularity for solutions of backward stochastic differential equations (2002) — 57 citations
• Representations and regularities for solutions to BSDEs with reflections (2005) — 73 citations
• Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs (2002) — 49 citations
• A mean-field stochastic control problem with partial observations (2017) — 64 citations
• Weak Solutions of Forward–Backward SDE's (2003) — 47 citations
• A Stochastic Maximum Principle for General Mean-Field Systems (2016) — 86 citations
• On non-Markovian forward–backward SDEs and backward stochastic PDEs (2012) — 69 citations
• On well-posedness of forward-backward SDEs-A unified approach (2011) — 170 citations
• Optimal reinsurance/investment problems for general insurance models. (2009) — 54 citations
• Backward SDEs with constrained jumps and quasi-variational inequalities (2008) — 94 citations
• Representation theorems for backward stochastic differential equations (2002) — 58 citations
• Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I (2001) — 84 citations
• Stochastic viscositysolutions for nonlinear stochastic partial di#erential equations. Part II (2001) — 64 citations