The following pages link to Jin Ma (Q217703):
Displaying 50 items.
- Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation (Q330697) (← links)
- Optimal portfolio selection under concave price impact (Q360368) (← links)
- Pathwise Taylor expansions for Itô random fields (Q427951) (← links)
- The law of large numbers for self-exciting correlated defaults (Q436290) (← links)
- A stochastic maximum principle for general mean-field systems (Q520349) (← links)
- Four step scheme for general Markovian forward-backward SDEs (Q601070) (← links)
- Stochastic differential equations driven by fractional Brownian motions (Q605027) (← links)
- Correlated intensity, counter party risks, and dependent mortalities (Q661258) (← links)
- On weak solutions of forward-backward SDEs (Q662818) (← links)
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
- Representation theorems for quadratic \(\mathcal F\)-consistent nonlinear expectations (Q947150) (← links)
- Backward SDEs with constrained jumps and quasi-variational inequalities (Q964784) (← links)
- Optimal portfolios in Lévy markets under state-dependent bounded utility functions (Q965867) (← links)
- On variant reflected backward SDEs, with applications (Q1039926) (← links)
- Adapted solution of a degenerate backward SPDE, with applications (Q1275953) (← links)
- On linear, degenerate backward stochastic partial differential equations (Q1283995) (← links)
- Forward-backward stochastic differential equations and their applications (Q1294779) (← links)
- Solving forward-backward stochastic differential equations explicitly -- a four step scheme (Q1326299) (← links)
- Anticipating integrals for a class of martingales (Q1385008) (← links)
- Path regularity for solutions of backward stochastic differential equations (Q1601801) (← links)
- A mean-field stochastic control problem with partial observations (Q1688031) (← links)
- Optimal dividend and investment problems under Sparre Andersen model (Q1704145) (← links)
- Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
- Dynamic programming for multidimensional stochastic control problems (Q1819110) (← links)
- On semi-linear degenerate backward stochastic partial differential equations (Q1849289) (← links)
- Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs (Q1872289) (← links)
- Representation theorems for backward stochastic differential equations (Q1872357) (← links)
- Numerical method for backward stochastic differential equations (Q1872402) (← links)
- Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I (Q1888754) (← links)
- Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. (Q1888755) (← links)
- Solvability of forward-backward SDEs and the nodal set of Hamilton- Jacobi-Bellman equations (Q1899636) (← links)
- Black's consol rate conjecture (Q1901078) (← links)
- Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions (Q2228209) (← links)
- Stochastic differential equations driven by fractional Brownian motion and Poisson point process (Q2345122) (← links)
- Pathwise Taylor expansions for random fields on multiple dimensional paths (Q2348304) (← links)
- On well-posedness of forward-backward SDEs -- a unified approach (Q2354895) (← links)
- A biographical note and tribute to Xunjing Li on his 80th birthday (Q2356552) (← links)
- Dynamic equilibrium limit order book model and optimal execution problem (Q2356562) (← links)
- Stochastic control problems for systems driven by normal martingales (Q2426608) (← links)
- Nonlinear Feynman-Kac formula and discrete-functional-type BSDEs with continuous coeffi\-cients (Q2485765) (← links)
- Representations and regularities for solutions to BSDEs with reflections (Q2485839) (← links)
- Weak solutions for forward-backward SDEs-a martingale problem approach (Q2519677) (← links)
- Numerical methods for forward-backward stochastic differential equations (Q2564697) (← links)
- (Q2712229) (← links)
- (Q2738735) (← links)
- Principle of equivalent utility and universal variable life insurance pricing (Q3440855) (← links)
- (Q3574217) (← links)
- (Q3574224) (← links)
- On Quadratic<i>g</i>-Evaluations/Expectations and Related Analysis (Q3580108) (← links)
- On Numerical Approximations of Forward-Backward Stochastic Differential Equations (Q3642896) (← links)
