Year |
Citation |
Score |
2020 |
Possamaï D, Touzi N, Zhang J. Zero-sum path-dependent stochastic differential games in weak formulation Annals of Applied Probability. 30: 1415-1457. DOI: 10.1214/19-Aap1533 |
0.322 |
|
2020 |
Wu C, Zhang J. Viscosity solutions to parabolic master equations and McKean–Vlasov SDEs with closed-loop controls Annals of Applied Probability. 30: 936-986. DOI: 10.1214/19-Aap1521 |
0.362 |
|
2020 |
Ren Z, Touzi N, Zhang J. Comparison of viscosity solutions of semi-linear path-dependent PDEs Siam Journal On Control and Optimization. 58: 277-302. DOI: 10.1137/19M1239404 |
0.45 |
|
2019 |
Li XC, Zhu D, Chen X, Zheng X, Zhao C, Zhang J, Soleimani M, Rubera I, Tauc M, Zhou X, Zhuo JL. Proximal Tubule-Specific Deletion of the NHE3 (Na/H Exchanger 3) in the Kidney Attenuates Ang II (Angiotensin II)-Induced Hypertension in Mice. Hypertension (Dallas, Tex. : 1979). HYPERTENSIONAHA11913. PMID 31352824 DOI: 10.1161/Hypertensionaha.119.13094 |
0.41 |
|
2019 |
Li XC, Zheng X, Chen X, Zhao C, Zhu D, Zhang J, Zhuo JL. The genetic and genomic evidence for an important role of the Na/H exchanger 3 in the blood pressure regulation and angiotensin II-induced hypertension. Physiological Genomics. PMID 30849009 DOI: 10.1152/physiolgenomics.00122.2018 |
0.409 |
|
2018 |
Li XC, Soleimani M, Zhu D, Rubera I, Tauc M, Zheng X, Zhang J, Chen X, Zhuo JL. Proximal Tubule-Specific Deletion of the NHE3 (Na/H Exchanger 3) Promotes the Pressure-Natriuresis Response and Lowers Blood Pressure in Mice. Hypertension (Dallas, Tex. : 1979). 72: 1328-1336. PMID 30571224 DOI: 10.1161/Hypertensionaha.118.10884 |
0.396 |
|
2018 |
Wang H, Zhang J. Forward backward SDEs in weak formulation Mathematical Control and Related Fields. 8: 1021-1049. DOI: 10.3934/Mcrf.2018044 |
0.332 |
|
2017 |
Li XC, Zhang J, Zhuo JL. The vasoprotective axes of the renin-angiotensin system: physiological relevance and therapeutic implications in cardiovascular, hypertensive and kidney diseases. Pharmacological Research. PMID 28619367 DOI: 10.1016/j.phrs.2017.06.005 |
0.406 |
|
2017 |
Diehl J, Zhang J. Backward stochastic differential equations with Young drift Probability, Uncertainty and Quantitative Risk. 2. DOI: 10.1186/S41546-017-0016-5 |
0.315 |
|
2017 |
Ren Z, Touzi N, Zhang J. Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs Siam Journal On Mathematical Analysis. 49: 4093-4116. DOI: 10.1137/16M1090338 |
0.46 |
|
2016 |
Ekren I, Touzi N, Zhang J. Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II Annals of Probability. 44: 1212-1253. DOI: 10.1214/15-Aop1027 |
0.762 |
|
2016 |
Ma J, Ren Z, Touzi N, Zhang J. Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation Annales De L Institut Henri Poincare-Probabilites Et Statistiques. 52: 1196-1216. DOI: 10.1214/15-Aihp678 |
0.384 |
|
2016 |
Ekren I, Zhang J. Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs Probability, Uncertainty and Quantitative Risk. 1: 6. DOI: 10.1186/S41546-016-0010-3 |
0.763 |
|
2016 |
Keller C, Zhang J. Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients Stochastic Processes and Their Applications. 126: 735-766. DOI: 10.1016/J.Spa.2015.09.018 |
0.353 |
|
2015 |
Ma J, Wang X, Zhang J. Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem Mathematical Control and Related Fields. 5: 557-583. DOI: 10.3934/Mcrf.2015.5.557 |
0.422 |
|
2015 |
Nutz M, Zhang J. Optimal stopping under adverse nonlinear expectation and related games Annals of Applied Probability. 25: 2503-2534. DOI: 10.1214/14-Aap1054 |
0.347 |
|
2015 |
Ma J, Wu Z, Zhang D, Zhang J. On well-posedness of forward–backward SDEs—A unified approach Annals of Applied Probability. 25: 2168-2214. DOI: 10.1214/14-Aap1046 |
0.361 |
|
2015 |
Guo W, Zhang J, Zhuo J. A monotone scheme for high-dimensional fully nonlinear PDEs Annals of Applied Probability. 25: 1540-1580. DOI: 10.1214/14-Aap1030 |
0.539 |
|
2015 |
Buckdahn R, Ma J, Zhang J. Pathwise Taylor expansions for random fields on multiple dimensional paths Stochastic Processes and Their Applications. 125: 2820-2855. DOI: 10.1016/J.Spa.2015.02.004 |
0.318 |
|
2014 |
Ekren I, Keller C, Touzi N, Zhang J. On viscosity solutions of path dependent PDES Annals of Probability. 42: 204-236. DOI: 10.1214/12-Aop788 |
0.752 |
|
2014 |
Pham T, Zhang J. Two Person Zero-Sum Game in Weak Formulation and Path Dependent Bellman--Isaacs Equation Siam Journal On Control and Optimization. 52: 2090-2121. DOI: 10.1137/120894907 |
0.631 |
|
2014 |
Ekren I, Touzi N, Zhang J. Optimal stopping under nonlinear expectation Stochastic Processes and Their Applications. 124: 3277-3311. DOI: 10.1016/J.Spa.2014.04.006 |
0.742 |
|
2013 |
Pham T, Zhang J. Some norm estimates for semimartingales Electronic Journal of Probability. 18: 1-25. DOI: 10.1214/Ejp.V18-2406 |
0.615 |
|
2013 |
Soner HM, Touzi N, Zhang J. Dual formulation of second order target problems Annals of Applied Probability. 23: 308-347. DOI: 10.1214/12-Aap844 |
0.416 |
|
2013 |
Ma J, Song Q, Xu J, Zhang J. Optimal Portfolio Selection Under Concave Price Impact Applied Mathematics and Optimization. 67: 353-390. DOI: 10.1007/S00245-013-9191-7 |
0.315 |
|
2012 |
Ma J, Yin H, Zhang J. On non-Markovian forward–backward SDEs and backward stochastic PDEs Stochastic Processes and Their Applications. 122: 3980-4004. DOI: 10.1016/J.Spa.2012.08.002 |
0.368 |
|
2012 |
Soner HM, Touzi N, Zhang J. Wellposedness of second order backward SDEs Probability Theory and Related Fields. 153: 149-190. DOI: 10.1007/S00440-011-0342-Y |
0.367 |
|
2011 |
Soner MH, Touzi N, Zhang J. Quasi-sure Stochastic Analysis through Aggregation Electronic Journal of Probability. 16: 1844-1879. DOI: 10.1214/Ejp.V16-950 |
0.382 |
|
2011 |
Soner HM, Touzi N, Zhang J. Martingale representation theorem for the G-expectation Stochastic Processes and Their Applications. 121: 265-287. DOI: 10.1016/J.Spa.2010.10.006 |
0.367 |
|
2011 |
Ma J, Zhang J. On weak solutions of forward–backward SDEs Probability Theory and Related Fields. 151: 475-507. DOI: 10.1007/S00440-010-0305-8 |
0.442 |
|
2010 |
Kharroubi I, Ma J, Pham H, Zhang J. Backward SDEs with constrained jumps and quasi-variational inequalities Annals of Probability. 38: 794-840. DOI: 10.1214/09-Aop496 |
0.453 |
|
2010 |
Hamadène S, Zhang J. Switching problem and related system of reflected backward SDEs Stochastic Processes and Their Applications. 120: 403-426. DOI: 10.1016/J.Spa.2010.01.003 |
0.376 |
|
2009 |
Cvitanić J, Wan X, Zhang J. Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model Applied Mathematics and Optimization. 59: 99-146. DOI: 10.1007/S00245-008-9050-0 |
0.373 |
|
2008 |
Cvitanic J, Wan X, Zhang J. Principal-Agent Problems with Exit Options B E Journal of Theoretical Economics. 8: 1-43. DOI: 10.2202/1935-1704.1474 |
0.306 |
|
2008 |
Bender C, Zhang J. Time discretization and Markovian iteration for coupled FBSDEs Annals of Applied Probability. 18: 143-177. DOI: 10.1214/07-Aap448 |
0.302 |
|
2007 |
Cvitanic J, Zhang J. Optimal compensation with adverse selection and dynamic actions Mathematics and Financial Economics. 1: 21-55. DOI: 10.2139/Ssrn.892486 |
0.312 |
|
2006 |
Zhang J. The Wellposedness Of Fbsdes Discrete and Continuous Dynamical Systems-Series B. 6: 927-940. DOI: 10.3934/Dcdsb.2006.6.927 |
0.327 |
|
2006 |
Cvitanić J, Wan X, Zhang J. Optimal contracts in continuous-time models Journal of Applied Mathematics and Stochastic Analysis. 2006: 1-27. DOI: 10.1155/Jamsa/2006/95203 |
0.369 |
|
2005 |
Zhang J. Representation of solutions to BSDEs associated with a degenerate FSDE Annals of Applied Probability. 15: 1798-1831. DOI: 10.1214/105051605000000232 |
0.371 |
|
2005 |
Ma J, Zhang J. Representations and regularities for solutions to BSDEs with reflections Stochastic Processes and Their Applications. 115: 539-569. DOI: 10.1016/J.Spa.2004.05.010 |
0.41 |
|
2004 |
Zhang J. A numerical scheme for BSDEs Annals of Applied Probability. 14: 459-488. DOI: 10.1214/Aoap/1075828058 |
0.369 |
|
2002 |
Ma J, Zhang J. Representation theorems for backward stochastic differential equations Annals of Applied Probability. 12: 1390-1418. DOI: 10.1214/Aoap/1037125868 |
0.465 |
|
2002 |
Ma J, Zhang J. Path regularity for solutions of backward stochastic differential equations Probability Theory and Related Fields. 122: 163-190. DOI: 10.1007/S004400100144 |
0.433 |
|
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