Jin MaProfessor of MathematicsDirector Contact Information Email: jinma@usc.edu Phone: (213) 7403771 Office: KAP 250 LINKS Personal Website 
Education 

Ph.D. Mathematics, University of Minnesota, 8/1992  
M.S. Applied Mathematics, Fudan University, 2/1985  
B.S. Mathematics, Fudan University, 2/1982  
Postdoctoral Training 

Research Assistant Professor, Purdue University, 08/17/199205/30/1994  
Academic Appointment, Affiliation, and Employment History 

Tenure Track Appointments 

Professor, University of Southern California, 2008  
Professor, Purdue University, 20032008  
Associate Professor, Purdue University, 19982003  
Assistant Professor, Purdue University, 19941998  
NonTenure Track Appointments 

Research Assistant Professor, Purdue University, 19921994  
Visiting and Temporary Appointments 

Professor, University of Southern California, 20072008  
Description of Research 

Summary Statement of Research Interests 

My main research areas include stochastic analysis, stochastic differential equations, and stochastic control theory. Many of my research topics come from problems in mathematical finance and actuarial sciences. My research subjects often overlap with partial differential equations and/or differential equations in general.  
Research Keywords 

Stochastic analysis, stochastic differential equations, stochastic control theory, differential equations, control theory, mathematical finance, actuarial science  
Funded Research 

Contracts and Grants Awarded 

Stochastic Differential Equations and Related Topics (DMS 1106853) (National Science Foundation), Ma, Jin, $360,000, 09/15/201108/31/2015  
Conferences on Backward SDEs and Math Finance (National Science Foundation), Ma, Jin, Zhang, Jianfeng, $45,000, 02/01/201101/31/2012  
Stochastic Differential Equations and Applications (DMS 0806017) (National Science Foundation), Ma, Jin, $240,000, 07/15/200806/30/2011  
Stochastic Differential Equations And Related Topics (DMS 0835051) (National Science Foundation), Ma, Jin, $68,919, 03/26/200806/30/2009  
Stochastic Differential Equations And Related Topics (DMS 0505427) (National Science Foundation), Ma, Jin, $250,000, 07/15/200506/30/2008  
Stochastic Differential Equations and Applications (DMS 0204332) (National Science Foundation), Ma, Jin, $125,000, 07/15/200212/31/2005  
Stochastic Differential Equations And Related Topics (DMS 9971720) (National Science Foundation), Protter, Philip, Ma, Jin, $260,000, 07/15/199906/30/2003  
Some Topics on Nonlinear Filtering (Office of Naval Research), Protter, Philip; Ma,Jin, Douglas, Jim, Jr., $348,464, 01/01/199601/30/1999  
Topics on Singular Stochastic Control (DMS 9301516) (National Science Foundation), Ma, Jin, $36,440, 07/15/199312/31/1995  
Conferences and Other Presentations 

Conference Presentations 

"Meanfield Stochastic Control Problems with partial Observations", 7th International Symposium on Backward SDEs, Talk/Oral Presentation, Abstract, Weihai, China, Shandong University, Invited, Spring 2014  
"Pathwise Taylor Expansions for Random Fields", Nonlinear Expectation, Knightian Uncertainty, and Related Topics, Talk/Oral Presentation, Abstract, Singapore, National University of Singapore, Invited, Spring 2013  
"Viscosity Solutions for Forward Stochastic PDEs and PathDependent PDEs", International Conference on Statistics and Probability, Talk/Oral Presentation, Abstract, Chengdu, China, IMSSWUFE, Invited, Spring 2013  
"Viscosity Solutions for Forward Stochastic PDEs and PathDependent PDEs", Workshop on New Developments in Statistics and Probability, Talk/Oral Presentation, Abstract, Beijing, China, AMSS, Invited, Spring 2013  
"Viscosity Solutions for Forward Stochastic PDEs and PathDependent PDEs", Control Theory Workshop  in Memory of Professor Xunjing Li, Talk/Oral Presentation, Abstract, Shanghai, China, Fudan University, Invited, Spring 2013  
"Viscosity Solutions for Stochastic PDEs and Forward PathDependent PDEs", 36th SPA Conference, Special Session on Stochastic Control, Talk/Oral Presentation, Abstract, Boulder, Colorado, University of Colorado, Invited, Spring 2013  
"Pathwise Stochastic Taylor Expansions and Forward Path Dependent PDEs", Workshop on Analysis and Control of Stochastic PDEs, Talk/Oral Presentation, Abstract, Shanghai, China, Fudan University, Invited, Fall 2012  
"FBSDEs with Discontinuous Coefficients and Regime Switching Term Structure Models", Third Workshop in Memory of Professor Xunjing Li, Talk/Oral Presentation, Abstract, Qingdao, China, Shandong University, Invited, Spring 2012  
"Ruin Problems under Model Uncertainty", Spring School on Stochastic Analysis in Finance, Talk/Oral Presentation, Abstract, Roscoff, France, Invited, Spring 2012  
"Stochastic Differential Equations Driven by fBM and Poisson Point Processes", International Conference on Controlled Deterministic and Stochastic Systems, Talk/Oral Presentation, Abstract, Iasi, Romania, University of Iasi, Romania, Invited, Spring 2012  
"Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem", Workshop on Stochastic Modeling and Applications , Talk/Oral Presentation, Abstract, Beijing, AMSS , Invited, Spring 2011  
"Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem", Stochastic Analysis in Finance and Insurance, Talk/Oral Presentation, Abstract, Ann Arbor, Michigan, Univerisity of Michigan, Invited, Spring 2011  
"Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem", Workshop on Topics in Stochastic Control, Talk/Oral Presentation, Abstract, Milan, Italy, Politecnico di Milano, Invited, Spring 2011  
"Law of Large Numbers for SelfExciting Correlated Defaults", Stochastic Analysis in Finance and Insurance, Talk/Oral Presentation, Abstract, Oberwolfach, Germany, Mathematisches Forschungsinstitut Oberwolfach, Invited, Spring 2011  
"Law of Large Numbers for SelfExciting Correlated Defaults", SIAM Conference on Financial Mathematics & Engineering, Talk/Oral Presentation, Abstract, San Francisco, SIAM, Invited, Fall 2010  
"Recent Developments on NonMarkovian ForwradBackward SDEs", Southern California Probability Symposium, Lecture/Seminar, Abstract, UCLA, IPAM, Invited, Fall 2010  
"An Impulse Control Problem with Sublinear Transaction Costs", International Conference on Mathematical Control Theory, Talk/Oral Presentation, Abstract, Beijing, China, Chinese Academy of Sciences, Invited, Spring 2009  
"Law of Large Numbers for SelfExciting Correlated Defaults", IMS International Conference on Statistics and Probability, Talk/Oral Presentation, Abstract, Weihai, China, IMS, Invited, Spring 2009  
"Impulse Control and Optimal Portfolio Selection with General Transaction Costs", 2nd Western Conference in Mathematical Finance, Talk/Oral Presentation, Abstract, Austin, Taxas, UT Austin, Invited, Fall 2008  
"Variant Reflected Backward SDEs and Applications", 5th Colloquium on BSDEs, Finance and Applications, Talk/Oral Presentation, Abstract, Le Mans, France, Invited, Spring 2008  
"Weak Solutions of ForwardBackward Stochastic Differential Equations", Conference of Stochastic Processes and Their Applications, Special session on Stochastic Equations, Talk/Oral Presentation, Abstract, UrbanaChampaign, Illinois, Invited, Fall 2007  
"ForwardBackward Martingale Problem and Weak Solutions of FBSDEs", 2nd Workshop on ``Stochastic Equations and Related Topics", Talk/Oral Presentation, Abstract, Jena, Germany, Invited, Spring 2006  
"UVL Insurance Pricing Problems and Systems of Partial DifferentialDifference Equations", International Workshop on Finance and Insurance, Talk/Oral Presentation, Paper, Lijiang, China, Invited, Spring 2006  
"Stochastic Control Problems for Systems driven by Normal Martingales", International Conference on Mathematical Finance, Talk/Oral Presentation, Abstract, University of Wisconsin at Milwaukee, Invited, Fall 2005  
"Weak Solutions for ForwardBackward SDEsA Martingale Problem Approach", Conference on Martingales, Stochastic Analysis, and Potential Theory, Talk/Oral Presentation, Abstract, Gainsville, Florida, University of Florida, Invited, Fall 2005  
"Indifference Pricing of Universal Variable Life Insurance", Workshop on Control of Distributed Parameter and Stochastic systems, Talk/Oral Presentation, Abstract, Shanghai, China, Fudan University, Invited, Spring 2005  
"Weak Solutions of ForwardBackward Stochastic Differential Equations", Fourth International Conference on Backward Stochastic Differential Equations, Talk/Oral Presentation, Abstract, Shanghai, China, Invited, Spring 2005  
"Optimal Reinsurance/Investment for General Insurance Models", International Workshop on Mathematical Finance and Insurance, Talk/Oral Presentation, Abstract, Yellow Mountain, China, Invited, Spring 2004  
"Stochastic Viscosity Solutions and Pathwise Stocashastic Control Problems", International Symposium on Stochastic Control and Mathematical Finance, Talk/Oral Presentation, Abstract, Osaka, Japan, Invited, Fall 2003  
"Pathwise Stochastic Control Problems and Stochastic HJB Equations", Workshop on Mathematical Finance and Insurance, Talk/Oral Presentation, Abstract, Snowbird,Utah, Invited, Spring 2003  
"Nonlinear FeynmanKac Formula and Backward SDEs", 7th Symposium of Probability and Stochastic Processes, Talk/Oral Presentation, Abstract, Mexico City, Mexico, Invited, Spring 2002  
"Sharp Bounds of Ruin Probabilities for Insurance Models", International Conference on Mathematical Finance, Talk/Oral Presentation, Abstract, Shanghai, China, Invited, Spring 2001  
"Some Fine Properties of Solutions for Backward SDEs", AMS Annual Meeting, Special Session on Stochastic Analysis and Applications, Talk/Oral Presentation, Abstract, New Orleans, AMS, Invited, Spring 2001  
"Large Deviation Results for ForwardBackward SDE's", NSFINRIA fourth meeting in Stochastic Numerical Analysis, Talk/Oral Presentation, Abstract, Paris, France, NSF and INRIA, Invited, Spring 1999  
"Stochastic Viscosity Solutions for Nonlinear Stochastic PDE's", 4th International Joint Meeting of the AMS and the Sociedad Matematica Mexicana (SMM), Talk/Oral Presentation, Abstract, Denton, Texas, AMS and SMM, Invited, Spring 1999  
"Large Deviation and Rare Event Simulation for ForwardBackward SDEs", Conference on Control of Distributed Parameter and Stochastic Systems, Talk/Oral Presentation, Paper, Hangzhou, China, Invited, Spring 1998  
"Reflected ForwardBackward SDEs and Applilcations", AMS annual meeting, Talk/Oral Presentation, Abstract, Detroit, Michigan, AMS, Invited, Spring 1997  
"Adapted Solution of Degenerate Backward SPDEs and Applications", AMS annual meeting, Talk/Oral Presentation, Abstract, Orlando, Florida, AMS, Invited, Spring 1996  
"On Linear Degenerate Backward Stochastic PDE's", AMSINRIA Second Joint Meeting on Stochastic Numerics, Talk/Oral Presentation, Abstract, SophiaAntipolis, France, AMS, INRIA, Invited, Spring 1996  
"Anticipating Integrals for Normal Martingales", Second joint meeting of the AMS and SMM, Talk/Oral Presentation, Abstract, Guanajuato, Moxico, AMS and SMM, Invited, Fall 1995  
"ForwardBackward Stochastic Differential Equations and their Applications in Finance", 34th IEEE Conference on Decision and Control, Talk/Oral Presentation, Abstract, New Orleans, Louisiana, Invited, Fall 1995  
"ForwardBackward Stochastic Differential Equations and Applications", AMS nnual meeting, Talk/Oral Presentation, Abstract, Cincinnati, Ohio, AMS, Invited, Spring 1994  
"Large Investor Models and ForwardBackward Stochastic Differential Equations", IMS regional meeting, , Talk/Oral Presentation, Abstract, Cleveland, Ohio, IMS, Invited, Spring 1994  
Other Presentations 

"Meanfield Stochastic Control Problems with partial Observations", Department of Math Colloquium, Wayne State University, Detroit, Spring 2014  
"Viscosity Solutions for Stochastic PDEs and Forward PathDependent PDEs", Probability Seminar, UC Irvine, Irvine, Spring 2014  
"Viscosity Solutions for Stochastic PDEs and Forward PathDependent PDEs", Department of Math Colloquium, Florida State University, Tellahasseee, Spring 2014  
"Model Uncertainty in Insurance Problems", Math Department Colloquium, Shanghai Normal University, Shanghai, China, Spring 2013  
"Pathwise Stochastic Taylor Expansions and Forward Path Dependent PDEs", Finantial Mathematics Seminar, University of Michigan, Ann Arbor, Michigan, Spring 2013  
"Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem", Department Colloquium, NanKai University, Tianjin, China, Fall 2012  
"Pathwise Stochastic Taylor Expansions and Forward Path Dependent PDEs", Mathematical Finance Seminar, Columbia University, New York, Fall 2012  
"Ruin Problems under Model Uncertainty", Probability and Computational Finance Seminar, Carnegie Mellon University, Pittsburgh , Spring 2012  
"Ruin Problems under Model Uncertainty", Probability Seminar, Illinois Institute of Technology, Chicago, Spring 2012  
"Stochastic Differential Equations Driven by fBM and Poisson Point Processes", Colloquium, Shandong University, Jinan, China, Spring 2012  
"Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem", colloquium, Georgia State University, Atlanta, Georgia, Fall 2011  
"Ruin Problems under Model Uncertainty", Seminar, Georgia Tech, Atlanta, Georgia, Fall 2011  
"Finance, Insurance, and Mathematics", colloquium, Nankai Univeristy, Tianjin, China, Spring 2011  
" Finance, Insurance, and Stochastic Control", Spring School on Stochastic Control in Finance (Mini Course), Universite de Bretagne Occidentale, Brest, Roscoff, France, Spring 2010  
"Backward Stochastic Differential Equations, with Financial Applications", Probability Seminar (Mini Course), Academia Sinica, Taipei, Spring 2010  
"Backward Stochastic Differential Equations with Financial Applications", 2nd SMAI European Summer School in Financial Mathematics (Mini Course), Applied and Industrial Mathematics Society (SMAI), France, Paris, France, Fall 2009  
"Quadratic Nonlinear Expectations and Convex Risk Measures", Seminar, Universite de Bretagne Occidentale, Brest, France, Spring 2007  
"Representation of Quadratic Risk Measures ", Seminar, Illinois Institute of Technology, Chicago, Spring 2007  
"Backward and ForwardBackward Stochastic Differential EquationsOld and New", Mini Course, Institute of Mathematics, Academia Sinica, Taipei, Taiwan, Fall 2006  
"A Class of New Stochastic Control Problems for Systems with Jumps", Seminar, University of Washington at Seattle, Seattle, Spring 2006  
"Stochastic Analysis in Actuarial Problems", Colloquium, Simon Fraser University, Vancouver, Canada, Spring 2006  
"Stochastic Analysis in Actuarial ProblemsA Minicourse", International Summer School of Statistics in Finance, Chinese Academic Sinica, Beijing, China, Spring 2004  
"JumpDiffusion Models with Power Exponential Distributions", Colloquium, Universite de Bretagne Occidentale, Brest, Brest, France, Spring 2002  
"Path Regularity of Backward SDEs", Colloquium, Universite de Rennes 1, Rennes, France, Spring 2001  
"Backward and ForwardBackward stochastic Differential Equations An Overview", Minicourse for 22nd Midwest Probability Colloquium, Northwestern University, Chicago, Fall 2000  
"Some New Results on Backward Stochastic Differential Equations", colloquium, University of Southern California, Los Angeles, Spring 2000  
"Stochastic Viscosity Solutions for Nonlinear Stochastic PDEs", BENESFEST, A Day of Stochastic Control in honor of Dr Vaclav E. Benes on his 70th Birthday, Columbia University, New York City, Spring 2000  
"Theory of Backward Stochastic Differential Equations", colloquium, University of Cincinnati, Cincinnati, Fall 1999  
"Backward Stochastic PDEs and Applications", Seminar, University of Paris, VI, Paris, France, Spring 1997  
"On Degenerate, Linear Backward Stochastic Differential Equations", Seminar, Universite Blaise Pascal, ClermontFerrand, France, Spring 1997  
Publications 

Book 

Ma, J., Yong, J. (1999). Forwardbackward stochastic differential equations and their applications. Lecture Notes in Mathematics (1702), SpringerVerlag, Berlin.  
Conference Proceeding 

Ma, J., Yu, Y. (2007). Indifference Pricing of Universal Variable Life Insurance. pp. 107121. World Sci. Publ., Hackensack, NJ. Control Theory and Related Topics.  
Ma, J., You, Y. (2007). A tribute in memory of Professor Xunjing Li on his seventieth birthday, Control theory and related topics. pp. 38. Hackensack, NJ. World Sci. Publ..  
Ma, J., Sun, X. (2002). Sharp estimates of ruin probabilities for insurance models involving investments, Recent developments in mathematical finance (Shanghai, 2001). pp. 7284. River Edge, NJ. World Sci. Publ.,.  
Ma, J., Zajic, T. (1999). Rough asymptotics of forwardbackward stochastic differential equations, Control of distributed parameter and stochastic systems (Hangzhou, 1998). pp. 239246. Boston, MA. Kluwer Acad. Publ..  
Journal Article 

Ma, J., Ren, Z., Touzi, N., Zhang, J. (2014). Large Deviation for NonMarkovian Diffusions and a Pathdependent Eikonal Equation. Journal of Institute Henry Poincare. pp. 30.  
Ma, J., Wu, Z., Zhang, D., Zhang, J. (2014). On Wellposedness of ForwardBackward SDEs  A Unified Approach. The Annals of Applied Probability. pp. 38.  
Ma, J., Wang, X., Zhang, J. (2014). Dynamic Equilibrium Models for Limit Order Book and Optimal Execution Problems. Mathematical Control and Related Fields. pp. 32.  
Buckdahn, R., Ma, J., Zhang, J. (2013). Pathwise Taylor Expansions for Random Fields on Multidimensional Paths. Stochastic Processes and Their Applications. pp. 40.  
Bai, L., Ma, J. (2013). Stochastic differential equations driven by fractional Brownian motion and Poisson point process. Bernoulli. pp. 33.  
Ma, J., Song, Q., Xu, J., Zhang, J. (2013). Optimal Portfolio Selection Under Concave Price Impact. Applied Mathematics & Optimization. Vol. 67 (3), pp. 353390.  
Chen, J., Ma, J., Yin, H. (2013). Forwardbackward SDEs with Dicontinuous Coefficients.  
Ma, J., Yin, H., Zhang, J. (2012). On NonMarkovian Forward Backward SDEs and Backward Stochastic PDEs. Stochastic Processes and Their Applications. Vol. 122 (12), pp. 3980–4004.  
Cvitanic, J., Ma, J., Zhang, J. (2012). Law of Large Numbers for SelfExciting Correlated Defaults. Stochastic Processes and Their Applications. Vol. 122 (8), pp. 2781–2810.  
Buchdahn, R., Bulla, I., Ma, J. (2011). Pathwise Taylor Expansions for Ito Type Random Fields. Mathematical Control and Related Fields. Vol. 1 (no. 4,), pp. 437468..  
Ma, J., Zhang, J. (2010). On Weak Solutions of ForwardBackward Stochastic Differential Equations. Probab. Theory Relat. Fields. (DOI 10.1007/s0044001003058), pp. 33 pages.  
FigueroaLopez, E., Ma, J. (2010). Optimal portfolios in L ´ evy markets under statedependent bounded utility functions. International Journal of Stochastic Analysis. pp. Art. ID 236587.  
Ma, J., Yao, S. (2010). Quadratic gExpectations and the Associated DoobMeyer Decompostion. J. Stochastic Analysis and Applications. Vol. 28 (4), pp. 711734.  
Kharroubi, I., Ma, J., Pham, H., Zhang, J. (2010). Backward SDEs with constrained jumps and quasivariational inequalities. The Annals of Probability. Vol. 38 (2), pp. 794840.  
Ma, J., Yong, J., Zhao, Y. (2010). General ForwardBackward Stochastic Differential Equations of Markovian Type. J. Syst. Sci. Complex.. Vol. 23 (3), pp. 546571.  
Ma, J., Yun, Y. (2010). Correlated intensity, counter party risks, and dependent mortalities. Insurance Mathematics and Economics. Vol. 47 (33), pp. 337351.  
Liu, Y., Ma, J. (2009). Optimal Reinsurance/Investment for General Insurance Models. The Annals of Applied Probability. Vol. 19 (4), pp. 14951528.  
Jien, Y., Ma, J. (2009). Stochastic Differential Equations Driven by Fractional Brownian Motions. Bernoulli. Vol. 15 (3), pp. 846870.  
Ma, J., Wang, Y. (2009). On Variant Reflected Backward SDEs and Applications. J. Appl. Math. Stoch. Anal.. Vol. Art. ID 854768, pp. 26.  
Ma, J., Zhang, J., Zheng, Z. (2008). Weak Solutions for Backward Stochastic Differential Equations, A Martingale Approach. The Annals of Probability. Vol. 36 (6), pp. 20922125.  
Ma, J., Shen, J., Zhao, Y. (2008). Numerical Method for ForwardBackward Stochastic Differential Equations. SIAM Journal on Numerical Analysis. Vol. 46 (5), pp. 26362661.  
Hu, Y., Ma, J., Peng, S., Yao, S. (2008). Representation Theorems for Quadratic FConsistent Nonlinear Expectations. Stochastic Processes and Their Applications. Vol. 118 (9), pp. 15181551.  
Buchdahn, R., Ma, J., Rainer, C. (2008). Stochastic Control Problems for Systems Driven by Normal Martingales. The Annals of Applied Probability. Vol. 18 (2), pp. 632663.  
Buchdahn, R., Ma, J. (2007). Pathwise Stochastic Control Problems and Stochastic HJB Equations. SIAM Journal on Control and Optimizations. Vol. 45 (6), pp. 22242256.  
Ma, J., Yu, Y. (2006). Principle of Equivalent Utility and Universal Variable Life Insurance. Scandinavian Actuarial Journal. Vol. 2006 (6), pp. 311337.  
Ma, J., Zhang, J. (2005). Representations and regularities for solutions to BSDEs with reflections. Stochastic Process. Appl. Vol. 115 (4), pp. 539569.  
Hu, Y., Ma, J. (2004). Nonlinear FeynmanKac formula and discretefunctionaltype BSDEs with continuous coefficients. Stochastic Process. Appl.. Vol. 112 (1), pp. 2351.  
Ma, J., Sun, X. (2003). Ruin probabilities for insurance models involving investments. Scand. Actuar. J.. Vol. 3, pp. 217237..  
Antonelli, F., Ma, J. (2003). Weak solutions of forwardbackward SDE's. Stochastic Anal. Appl.. Vol. 21 (3), pp. 493514..  
Cvitanic, J., Ma, J., Zhang, J. (2003). Efficient computation of hedging portfolios for options with discontinuous payoffs. Math. Finance. Vol. 13 (1), pp. 135151.  
Ma, J., Zhang, J. (2002). Representation theorems for backward stochastic differential equations. Ann. Appl. Probab.. Vol. 12 (4), pp. 13901418.  
Buckdahn, R., Ma, J. (2002). Pathwise stochastic Taylor expansions and stochastic viscosity solutions for fully nonlinear stochastic PDEs. The Annals of Probability. Vol. 30 (3), pp. 11311171.  
Hu, Y., Ma, J., Yong, J. (2002). On semilinear degenerate backward stochastic partial differential equations. Probab. Theory Related Fields. Vol. 123 (3), pp. 381411..  
Ma, J., Zhang, J. (2002). Path regularity for solutions of backward stochastic differential equations. Probability Theory and Related Fields. Vol. 122 (2), pp. 163190.  
Ma, J., Protter, P., SanMartin, J., Torres, S. (2002). Numerical method for backward stochastic differential equations. Ann. Appl. Probab.. Vol. 12 (1), pp. 302316.  
Ma, J., Yong, J. (2002). Approximate solvability of forwardbackward stochastic differential equations. Appl. Math. Optim.. Vol. 45 (1), pp. 122.  
Cvitanic, J., Ma, J. (2001). Reflected forwardbackward SDEs and obstacle problems with boundary conditions. J. Appl. Math. Stoch. Anal.. Vol. 14 (2), pp. 113138.  
Ma, J., Protter, P., Zhang, J. (2001). Explicit form and path regularity of martingale representations. Levy Processes, Birkhäuser Boston,. pp. 337360.  
Buckdahn, R., Ma, J. (2001). Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. Stochastic Process. Appl.. Vol. 93 (2), pp. 205228.  
Buckdahn, R., Ma, J. (2001). Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I. Stochastic Process. Appl.. Vol. 93 (2), pp. 181204.  
Ma, J., Yong, J. (1999). Dynamic programming for multidimensional stochastic control problems. Acta Mathematica Sinica (English Series). Vol. 15 (4), pp. 485506.  
Ma, J., Yong, J. (1999). On linear, degenerate backward stochastic partial differential equations. Probability Theory and Related Fields. Vol. 113 (2), pp. 135170.  
Ma, J., Protter, P., SanMartin, J. (1998). Anticipating integrals for a class of martingales. Bernoulli. Vol. 4 (1), pp. 81114.  
Ma, J., Yong, J. (1997). Adapted Solution of a Class of Degenerate Backward Stochastic Partial Differential Equations, with Applications. Stochastic Processes and Their Applications. Vol. 70, pp. 5984.  
Cvitanic, J., Ma, J. (1996). Hedging Options For a Large Investor and ForwardBack ward SDEs. The Ann. of Appl. Proba.. Vol. 6 (2), pp. 370398.  
Douglas, Jr., J., Ma, J., Protter, P. (1996). Numerical Methods for ForwardBackward Stochastic Differential Equations. The Annals of Applied Probability. Vol. 6 (3), pp. 940968.  
Ma, J., Duffie, D., Yong, J. (1995). Black's Console Rate Conjecture. The Ann. of Appl. Proba.. Vol. 5 (2), pp. 356382.  
Ma, J., Yong, J. (1995). Solvability of ForwardBackward SDEs and the Nodal Set of HamiltonJacobiBellman Equations. Chin. Ann. of Math.. Vol. 16B (3), pp. 279298.  
Ma, J., Protter, P., Yong, J. (1994). Solving ForwardBackward Stochastic Differential Equations ExplicitlyA Four Step Scheme. Probab. Theory Relat. Fields. Vol. 98, pp. 339359.  
Ma, J. (1994). Singular Stochastic Control for Diffusions and SDE with Discontinuous Paths and Reflecting Boundary Conditions. Stochastics and Stochastics Reports. Vol. 46, pp. 161192.  
Ma, J. (1993). Discontinuous Reflection and A Class of Singular Stochastic Control Problems for Diffusions. Stochastics and Stochastics Reports. Vol. 44, pp. 225252.  
Ma, J. (1992). On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems. SIAM Journal on Control and Optimization. Vol. 4, pp. 975999.  
Service to the University 

Administrative Appointments 

Director, 08/16/201408/15/2017  
Director, 08/16/201308/15/2014  
Director, 08/16/201208/15/2013  
Director, 08/16/200808/15/2012  
Director, Mathematical Finance Program, 02/12/200805/30/2011  
Service to the Profession 

Editorships and Editorial Boards 

Associate Editor, Control, Optimization and the Calculus of Variations, 2013  
Associate Editor, SIAM Journal on Financial Mathematics, 2010  
Associate editor, SIAM Journal on Control and Optimization, 2006  
Associate editor, Journal of Applied Mathematics and Stochastic Analysis, 2005  
Associate editor, Stochastic Processes and their Applications, 20022009  
Faculty may update their profile by visiting https://mydornsife.usc.edu. 