J
Jianfeng Zhang
Researcher at University of Southern California
Publications - 139
Citations - 5307
Jianfeng Zhang is an academic researcher from University of Southern California. The author has contributed to research in topics: Nonlinear system & Stochastic differential equation. The author has an hindex of 36, co-authored 131 publications receiving 4683 citations. Previous affiliations of Jianfeng Zhang include Purdue University.
Papers
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A numerical scheme for BSDEs
TL;DR: It is proved that the scheme converges in the strong L2 sense and its rate of convergence is derived and an L2-type regularity of the solution to such BSDEs is proved.
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Wellposedness of Second Order Backward SDEs
TL;DR: Soner et al. as mentioned in this paper provided an existence and uniqueness theory for an extension of backward SDEs to the second order, which is a fully nonlinear extension of the Feynman-Kac formula.
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Wellposedness of Second Order Backward SDEs
TL;DR: In this paper, the authors provide an existence and uniqueness theory for an extension of backward SDEs to the second order, based on a stochastic representation of the Feynman Kac formula.
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Martingale Representation Theorem for the G-expectation
TL;DR: In this paper, a martingale representation theorem for the second-order stochastic target problems and the secondorder backward Stochastic differential equations is proved for the nonlinear theory of G-martingales.
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Quasi-sure Stochastic Analysis through Aggregation
TL;DR: In this paper, a restricted family of non-dominated probability measures for smooth processes is studied. But the authors focus on developing stochastic analysis simultaneously under a general family of probability measures that are not dominated by a single probability measure.