University of Southern California
USC Dana and David Dornsife College of Letters, Arts and Sciences
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About
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Jianfeng ZhangProfessor of MathematicsContact Information E-mail: jianfenz@email.usc.edu Phone: (213) 740-9805 Office: KAP 248E LINKS Curriculum Vitae Personal Website |
Education |
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 Ph.D. Stochastic Analysis, Purdue University, 8/2001
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M.S. Computational Finance, Purdue University, 5/2001
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B.S. Mathematics, Fudan University, 7/1995
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Academic Appointment, Affiliation, and Employment History |
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Tenure Track Appointments |
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Associate Professor, University of Southern California, 10/2007-
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Assistant Professor, University of Southern California, 08/2003-10/2007
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Non-Tenure Track Appointments |
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Dunham Jackson Assistant Professor , University of Minnesota, 09/2001-08/2003
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Description of Research |
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Summary Statement of Research Interests |
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| Stochastic analysis, backward stochastic differential equations, stochastic numerics, mathematical finance | |
Publications |
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Book |
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Cvitanic, J., Zhang, J.
(2012).
Contract Theory in Continuous Time Models. Springer Finance.
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Journal Article |
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Ekren, I., Keller, C., Touzi, N., Zhang, J.
(2012).
On Viscosity Solutions of Path Dependent PDEs. Annals of Probability.
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Soner, M., Touzi, N., Zhang, J.
(2012).
Wellposedness of Second Order Backward SDEs. Probability Theory and Related Fields.
Vol. 153, pp. 149-190.
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Soner, M., Touzi, N., Zhang, J.
(2011).
Martingale Representation under G-expectation. Stochastic Processes and Their Applications.
Vol. 121, pp. 265-287.
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Ma, J., Zhang, J., Zheng, Z.
(2008).
Weak solutions for FBSDEs - a martingale problem approach. Annals of Probability.
Vol. 36 (6), pp. 2092-2125.
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Zhang, J.
(2004).
A numerical scheme for BSDEs. Annals of Applied Probability. pp. p.459-488.
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