{"id":162,"date":"2023-06-14T15:02:51","date_gmt":"2023-06-14T22:02:51","guid":{"rendered":"https:\/\/live-usc-dornsife.pantheonsite.io\/jin-ma\/?page_id=162"},"modified":"2023-06-22T15:51:06","modified_gmt":"2023-06-22T22:51:06","slug":"publications","status":"publish","type":"page","link":"https:\/\/dornsife.usc.edu\/jin-ma\/publications\/","title":{"rendered":"Publications"},"content":{"rendered":"\n\n  \n    \n\n\n\n\n\n\n<div\n  class=\"cc--component-container cc--rich-text \"\n\n  \n  \n  \n  \n  \n  \n  >\n  <div class=\"c--component c--rich-text\"\n    \n      >\n\n    \n      \n<div class=\"f--field f--wysiwyg\">\n\n    \n  <h3>Book<\/h3>\n<p><strong>Ma, Jin and Yong, Jiongmin (1999)<\/strong><\/p>\n<p>Forward-Backward Stochastic Differential Equations and their Applications<\/p>\n<p>Lecture Notes in Mathematics (1702), Springer-Verlag, Berlin<\/p>\n<div>\n<hr align=\"left\" noshade=\"noshade\" size=\"2\" width=\"100%\" \/>\n<\/div>\n<h3>Submitted Papers<\/h3>\n<ul>\n<li><strong>Ma, J. and Tan, Y. (2023),<\/strong>\u00a0A Generalized Kyle-Back Strategic Insider Trading Model with Dynamic Information, submitted\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MaTan_rev_final.pdf\">[<\/a><a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MaTan_rev_final.pdf\">pdf]<\/a><\/li>\n<\/ul>\n<hr \/>\n<h3>Papers in Press<\/h3>\n<ul>\n<li><strong>Ararat, C., Ma, J., Wu, W. (2023),<\/strong>\u00a0Set-Valued Backward Stochastic Differential Equations.\u00a0<em>Annals of Applied Probability<\/em>, to appear.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/AMW_20220919AAP.pdf\">[pdf]<\/a><\/li>\n<li><strong>Buckdahn, R., Li, J., Ma, J. (2023),<\/strong>\u00a0A General Conditional McKean-Vlasov Stochastic Differential Equation.\u00a0<em>Annals of Applied Probability,<\/em>\u00a0to appear.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/CMFSDErev220604.pdf\">[pdf<\/a>]<\/li>\n<\/ul>\n<hr \/>\n<h3>Selected Papers in Journals<\/h3>\n<ul>\n<li><strong>Ma, J. and Noh, E. (2022),\u00a0<\/strong><span class=\"title\">Equilibrium model of limit order books: a mean-field game view.<\/span>\u00a0<em>Stochastic analysis, filtering, and stochastic optimization,\u00a0<\/em>381\u2013410,\u00a0<em>Springer, Cham,<\/em>\u00a0[2022], \u00a92022.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MaNoh-MD-051121.pdf\">[pdf]<\/a><\/li>\n<li><strong>Bai, L. and Ma, J.<\/strong>\u00a0<span class=\"title\"><strong>(2021),\u00a0<\/strong>Optimal investment and dividend strategy under renewal risk model.<\/span>\u00a0<em>SIAM J. Control Optim.<\/em>\u00a0<strong>59<\/strong>, no. 6, 4590\u20134614.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/SICON-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Wong, T. L., Zhang, J. (2021),\u00a0<\/strong>Time-Consistent Conditional Expectation under Probability Distortion.\u00a0<em>Mathematics of Operations Research<\/em>. Vol. 12 (15), pp. 1-32.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/moor.2020.1101-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Buckdahn, R., Keller, C., Ma, J., Zhang, J. (2020),<\/strong>\u00a0Fully Nonlinear Stochastic and Rough PDEs: Classical and Viscosity Solutions. P<em>robability, Uncertainty, and Quantative Risk<\/em>. Vol. 5 (7), pp. 1-59.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/BKMZ-AOP-short-sub.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Sun, R., and Zhou, Y. (2018),\u00a0<\/strong>Kyle-Back Equilibrium Models and Linear Conditional Mean-field SDEs.\u00a0<em>SIAM J. Control Optim.<\/em>\u00a0<strong>56<\/strong>, no. 2<a href=\"https:\/\/mathscinet.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=360224\">,<\/a>\u00a01154-1180.\u00a0<a href=\"https:\/\/dornsifelive.usc.edu\/assets\/sites\/937\/docs\/SICON-MSZ-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Chen, J., Ma, J., Yin, H. (2018),\u00a0<\/strong>Forward-backward SDEs with Dicontinuous Coefficients<strong>.\u00a0<\/strong><em>Stoch. Anal. Appl.<\/em>\u00a0<strong>36<\/strong>, no. 2, 274-294.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/2017CMY-Published.pdf\">[pdf]<\/a><strong><br \/>\n<\/strong><\/li>\n<li><strong>Bai, L., Ma, J., Xing, X. (2017),\u00a0<\/strong>Optimal Dividend and Investment Problems under Sparrer-Andersen Model.\u00a0<em>Annals of Applied Probability<\/em>,\u00a0<strong>27<\/strong>, no.6, 3588-3632.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/AAP-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Karnam, C., Ma, J., Zhang, J. (2017),\u00a0<\/strong>Dynamic Approaches for Some Time Inconsistent Optimization Problems.\u00a0<em>Annals of Applied Probability,<\/em>\u00a0<strong>27<\/strong>, no.6, 3435-3477.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/AAP-KMZ-Published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Buckdahn, R., Li, J., and Ma, J. (2017)<\/strong>, A Mean-field Stochastic Control Problem with Partial Observations.\u00a0<em>Annals of Applied Probability,<\/em>\u00a0<strong>27<\/strong>, no.5, 3201-3245.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/AAP-BLM-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Buckdahn, R., Li, J., Ma, J. (2016).\u00a0<\/strong>A Stochastic Maximum Principle for General Mean-field Systems.\u00a0<em>Applied Mathematics and Optimization<\/em>. 74, no.3, 507-534.\u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/AMO-published2016.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Ren, Z., Touzi, N., Zhang, J. (2016).\u00a0<\/strong>Large Deviation for Non-Markovian Diffusions and a Path-dependent Eikonal Equation.\u00a0<em>Annales de l\u2019institut Henri Poincare, Probab. Stat.<\/em>\u00a0Vol. 52 (no. 3), pp. 1196-1216.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MRTZ-AIHPpublished.pdf\">[pdf]<\/a><\/li>\n<li><strong>Buckdahn, R., Ma, J., Zhang, J. (2015).<\/strong>\u00a0Pathwise Taylor Expansions for Random Fields on Multi-dimensional Paths.\u00a0<em>Stochastic Process. Appl.<\/em>\u00a0<strong>125<\/strong>, no. 7, 2820\u20132855.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/BMZ-SPA-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Wang, X., Zhang, J. (2015).<\/strong>\u00a0Dynamic Equilibrium Models for Limit Order Book and Optimal Execution Problems.\u00a0<em>Math. Control Relat. Fields<\/em>\u00a0<strong>5<\/strong>, no. 3<a href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=334268\">,<\/a>\u00a0557\u2013583.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MWZ-AIMS-1-22-15_10.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Wu, Z., Zhang, D., Zhang, J. (2015).<\/strong>\u00a0On Wellposedness of Forward-Backward SDEs &#8212; A Unified Approach.\u00a0<em>Ann. Appl. Probab.<\/em>\u00a0<strong>25<\/strong>, no. 4<a href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=332536\">,<\/a>\u00a02168\u20132214.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MWZZ-AAP-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Bai, L., Ma, J. (2015).<\/strong>\u00a0Stochastic differential equations driven by fractional Brownian motion and Poisson point process.\u00a0<em>Bernoulli<\/em>\u00a0<strong>21<\/strong>, no. 1, 303\u2013334.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/BaiMa-Bernoulli-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Song, Q., Xu, J., Zhang, J. (2013).<\/strong>\u00a0Optimal Portfolio Selection Under Concave Price Impact.\u00a0<em>Appl. Math. Optim.<\/em><strong>\u00a067<\/strong>, no. 3<a href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=312157\">,<\/a>\u00a0353\u2013390.<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MSXZ-AMO-published.pdf\">\u00a0[pdf]<\/a><\/li>\n<li><strong>Ma, J., Yin, H., Zhang, J. (2012).<\/strong>\u00a0On Non-Markovian Forward Backward SDEs and Backward Stochastic PDEs.\u00a0<em>Stochastic Process. Appl.<\/em>\u00a0<strong>122<\/strong>, no. 12<a href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=306541\">,<\/a>\u00a03980\u20134004.<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MYZ-SPA-published.pdf\">\u00a0[pdf]<\/a><\/li>\n<li><strong>Cvitanic, J., Ma, J., Zhang, J. (2012).<\/strong>\u00a0Law of Large Numbers for Self-Exciting Correlated Defaults.\u00a0<em>Stochastic Process. Appl.<\/em>\u00a0<strong>122<\/strong>, no. 8<a href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=303876\">,<\/a>\u00a02781\u20132810.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/CMZ-SPA-pusblished.pdf\">[pdf]<\/a><\/li>\n<li><strong>Buchdahn, R., Bulla, I., Ma, J. (2011).<\/strong>\u00a0Pathwise Taylor Expansions for Ito Type Random Fields.\u00a0<em>Math. Control Relat. Fields<\/em>\u00a0<strong>1<\/strong>, no. 4<a href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=297988\">,<\/a>\u00a0437\u2013468.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/BBM-MCRF-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Zhang, J. (2011).<\/strong>\u00a0On Weak Solutions of Forward-Backward Stochastic Differential Equations.\u00a0<em>Probab. Theory Related Fields<\/em>\u00a0<strong>151<\/strong>, no. 3-4<a href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=297302\">,<\/a>\u00a0475\u2013507.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MA-PTRF-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Figueroa-Lopez, E., Ma, J. (2010).<\/strong>\u00a0Optimal portfolios in L\u00e9vy markets under state-dependent bounded utility functions.\u00a0<em>Int. J. Stoch. Anal.<\/em><a href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=285538\"><span class=\"volyear\">,\u00a0<\/span><\/a>Art. ID 236587, 27 pp.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MaJose-IJSA-Published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Yao, S. (2010).<\/strong>\u00a0Quadratic g-Expectations and the Associated Doob-Meyer Decompostion.\u00a0<em>Stoch. Anal. Appl.<\/em>\u00a0<strong>28<\/strong>, no. 4<a href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=287838\">,<\/a>\u00a0711\u2013734.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MaYao-SAA-2010.pdf\">[pdf]<\/a><\/li>\n<li><strong>Kharroubi, I., Ma, J., Pham, H., Zhang, J. (2010).<\/strong>\u00a0Backward SDEs with constrained jumps and quasi-variational inequalities.\u00a0<em>Ann. Probab.<\/em>\u00a0<strong>38<\/strong>, no. 2<a href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=281617\">,<\/a>\u00a0794\u2013840.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/KMHZ-AAP-2010.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Yong, J., Zhao, Y. (2010).<\/strong>\u00a0General Forward-Backward Stochastic Differential Equations of Markovian Type.\u00a0<em>J. Syst. Sci. Complex.<\/em>\u00a0<strong>23<\/strong>, no. 3<a href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=285340\">,<\/a>\u00a0546\u2013571.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MaYongZhao-JSSC-2010.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Yun, Y. (2010).<\/strong>\u00a0Correlated intensity, counter party risks, and dependent mortalities.\u00a0<em>Insurance Math. Econom.<\/em>\u00a0<strong>47<\/strong>, no. 3<a href=\"http:\/\/www.ams.org\/mathscinet\/search\/publications.html?pg1=ISSI&amp;s1=288055\">,<\/a>\u00a0337\u2013351.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MaYun-IME-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Jien, Y. and Ma, J. (2009).<\/strong>\u00a0Stochastic Differential Equations Driven by Fractional Brownian Motions.\u00a0<em>Bernoulli.<\/em>\u00a0Vol. 15 (3), pp. 846-870.<\/li>\n<li><strong>Liu, Y., Ma, J. (2009)<\/strong>.\u00a0Optimal Reinsurance\/Investment for General Insurance Models<em>.<\/em>\u00a0<em>The Annals of Applied Probability<\/em>. Vol. 19 (4), pp. 1495&#8211;1528<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/Liu-Ma-AAPpublished.pdf\">. [pdf]<\/a><\/li>\n<li><strong>Ma, J. and Wang, Y. (2009).<\/strong>\u00a0On Variant Reflected Backward SDEs and Applications.\u00a0<em>J. Appl. Math. Stoch. Anal.<\/em>\u00a0Vol. Art. ID 854768, pp. 26.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/09-JAMSAMaWang.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Zhang, J., Zheng, Z. (2008).<\/strong>\u00a0Weak Solutions for Backward Stochastic Differential Equations, A Martingale Approach<em>.<\/em>\u00a0<em>The Annals of Probability<\/em>. Vol. 36 (6), pp. 2092&#8211;2125.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MZZ-AOPpublished.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Shen, J., Zhao, Y. (2008).<\/strong>\u00a0Numerical Method for Forward-Backward Stochastic Differential Equations<em>.<\/em>\u00a0<em>SIAM Journal on Numerical Analysis<\/em>. Vol. 46 (5), pp. 2636&#8211;2661.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MSZ-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Hu, Y., Ma, J., Peng, S., Yao, S. (2008)<\/strong>.\u00a0Representation Theorems for Quadratic F-Consistent Nonlinear Expectations.\u00a0<em>Stochastic Processes and Their Applications.<\/em>\u00a0Vol. 118 (9), pp. 1518-1551.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/SPAhmpy.pdf\">[pdf]<\/a><\/li>\n<li><strong>Buckdahn, R. and Ma, J.,<\/strong>\u00a0<strong>Rainer, C. (2008),\u00a0<\/strong>\u00a0Stochastic Control Problems for Systems Driven by Normal Martingales<em>.<\/em>\u00a0<em>The Annals of Applied Probability<\/em>. Vol. 18 (2), pp. 632&#8211;663.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/BMR-AAP-final.pdf\">[pdf]<\/a><\/li>\n<li><strong>Buckdahn, R. and Ma, J.\u00a0(2007),\u00a0<\/strong>\u00a0Pathwise Stochastic Control Problems and Stochastic HJB Equations<em>,<\/em>\u00a0 S<em>IAM Journal on Control and Optimizations<\/em>, Vol. 45, no.6; 2224-2256.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/BuckMa-SHJB-2007.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J. and Yuhua Y., (2006),<\/strong>\u00a0Principle of Equivalent Utility and Universal Variable Life Insurance<em>, Scandinavian Actuarial Journal.<\/em>\u00a0Vol. 2006 (6), pp. 311&#8211;337.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MaYu-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., and Zhang, J.\u00a0(2005),<\/strong>\u00a0\u00a0Representation and Path Regularities for Solution to BSDE&#8217;s with Reflections,\u00a0\u00a0<em>Stochastic Processes and their Applications<\/em>, Vol. 115, no. 4; 539 &#8211; 569.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MaZh-RBSDE-2005.pdf\">[pdf]<\/a><\/li>\n<li>\u00a0<strong>Hu, Y., and Ma, J.<\/strong>\u00a0<strong>(2004),<\/strong>\u00a0\u00a0Nonlinear Feynman-Kac Formula and Discrete Functional-type BSDEs with Continuous Coefficients,\u00a0\u00a0<em>Stochastic Processes and their Applications<\/em>, Vol. 112,\u00a0 no.1; 23-51. \u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MaHu-SPApublished.pdf\">[pdf]<\/a><\/li>\n<li>\u00a0<strong>Galea, M., Ma, J., and Torres, S.<\/strong>\u00a0<strong>(2003)<\/strong>,\u00a0\u00a0Price Calculation for Jump-Diffusion Models Involving Power Exponential Distributions.\u00a0<em>Stochastic models (Mexico City, 2002), 137&#8211;160, Contemp. Math<\/em>., 336, Amer. Math. Soc., Providence, RI, 2003. \u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/mgjmstvf.pdf\">[pdf]<\/a><\/li>\n<li>\u00a0<strong>Ma, J., and Sun, X<\/strong>.\u00a0<strong>(2003)<\/strong>,\u00a0\u00a0Ruin Probability for Insurance Models Involving Investments.\u00a0\u00a0<em>Scandinavian Actuarial Journal<\/em>,\u00a0 No. 3; 217-237. \u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MaSun-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Antonelli, F., and Ma, J.<\/strong>\u00a0<strong>(2003)<\/strong>,\u00a0\u00a0Weak Solutions of Forward-Backward SDE&#8217;s.\u00a0\u00a0<em>Stochastic\u00a0 Analysis and Applications<\/em>,\u00a0 Vol. 21, No. 3;\u00a0 493-514. \u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/Antonelli-Ma_published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Buckdahn, R., and Ma, J.<\/strong>\u00a0<strong>(2002)<\/strong>,\u00a0\u00a0Pathwise Stochastic Taylor Expansions and Stochastic Viscosity Solutions for Fully Nonlinear Stochastic PDEs.\u00a0<em>Annals of Probability<\/em>, Vol. 30, No. 3; 1131-1171. \u00a0 \u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/BM4AOPpublished.pdf\">[pdf]<\/a><\/li>\n<li><strong>Cvitanic, J., Ma., J, and Zhang, J. (2002)<\/strong>,\u00a0<em>\u00a0<\/em>Efficient Computation of Hedging Portfolios for Options with Discontinuous Payoffs.\u00a0\u00a0<em>Mathematical Finance<\/em>, Vol. 13,\u00a0 No.1; 131-151. \u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/CMZ-MFpublished.pdf\">[pdf]<\/a><\/li>\n<li><strong>Hu, Y., Ma, J., and Yong, J.<\/strong>\u00a0<strong>(2002)<\/strong>,\u00a0\u00a0On Semi-linear Degenerate Backward Stochastic Partial Differential Equations.\u00a0\u00a0<em>Probability Theory and Related Fields<\/em>, 123, No. 3; 381-411. \u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MHY-published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., and Zhang, J. (2002)<\/strong>,\u00a0\u00a0Representation Theorems for Backward StochasticDifferential Equations.\u00a0<em>Annals of Applied Probability<\/em>,\u00a0 Vol. 12 No. 4; 1390-1418. \u00a0\u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MZ-AAP086f.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., and Zhang, J.<\/strong>\u00a0<strong>(2002)<\/strong>,\u00a0\u00a0Path Regularity for Solutions of Backward SDE&#8217;s. P<em>robability Theory and Related Fields<\/em>, 122; 163-190.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MZ-PTRF02published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., and Yong, J.<\/strong>\u00a0<strong>(2002)<\/strong>,\u00a0\u00a0Approximate Solvability of Forward-Backward Stochastic Differential Equations.\u00a0\u00a0<em>Applied Mathematics &amp; Optimization<\/em>, 45; 1-22. \u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MY-AMOpublished.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Protter, P., San Martin, J., and Torres, S. (2002)<\/strong>,\u00a0\u00a0Numerical Method for Backward SDE&#8217;s.\u00a0\u00a0<em>Annals of Applied Probability<\/em>, 12 (1); 302-316. \u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MPST-AAPpublished.pdf\">[pdf]<\/a><\/li>\n<li><strong>Buckdahn, R., and Ma, J. (2001)<\/strong>,\u00a0<em>\u00a0<\/em>Stochastic Viscosity Solutions for Nonlinear Stochastic Partial Differential Equations, Part II.\u00a0\u00a0<em>Stochastic Processes and their Applications<\/em>, 93; 205-228. \u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/BM-stovis2.pdf\">[pdf]<\/a><\/li>\n<li><strong>Buckdahn, R., and Ma, J. (2001)<\/strong>,\u00a0\u00a0Stochastic Viscosity Solutions for Nonlinear Stochastic Partial Differential Equations, Part I<em>.\u00a0<\/em>\u00a0<em>Stochastic Processes and their Applications<\/em>, 93; 181-204. \u00a0\u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/BM-stovis1.pdf\">[pdf]<\/a><\/li>\n<li><strong>Cvitanic, J., and Ma, J. (2001),<\/strong>\u00a0\u00a0Reflected Forward-Backward SDE&#8217;s and Obstacle Problems with Boundary Conditions.\u00a0\u00a0<em>Journal of Applied Mathematics and Stochastic Analysis<\/em>, 14 (2); 113-138.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MC-RBSDEpublished.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Protter, P., and Zhang, J. (2001)<\/strong>,\u00a0\u00a0Explicit Form and Path Regularity of Martingale Representations.\u00a0\u00a0<em>L\u00e9vy Processes, Theory and Applications,<\/em>\u00a0O. Barndorff-Nielsen, T. Mikosch, S. Resnick, eds., Birkhauser, 339-362.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/Ma-Protter-Zhang.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., and Yong, J. (1999)<\/strong>,\u00a0\u00a0Dynamic Programming for Multidimensional Stochastic Control Problems.\u00a0\u00a0<em>Acta Mathematica Sinica<\/em>, 15(4); 485-506. \u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MY-AMS-96.pdf\">[pdf]<\/a><\/li>\n<li>\u00a0<strong>Ma, J., and Zajic, T. (1999),<\/strong>\u00a0Rough Asymptotics of Forward-Backward SDE&#8217;s,\u00a0<em>&#8220;Control of Distributed Parameter and Stochastic Systems,&#8221;<\/em>\u00a0(S. Chen, X. Li, J. Yong, X. Zhou, eds.), Kluwer, Academic Publishers, 239-246.<\/li>\n<li><strong>Ma, J., and Yong, J.<\/strong>\u00a0<strong>(1999)<\/strong>,\u00a0\u00a0On Linear Degenerate Backward Stochastic PDE&#8217;s.\u00a0<em>Probability Theory and Related Fields<\/em>, 113; 135-170. \u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MY-PTRF-BSPDE99.pdf\">[pdf]<\/a><\/li>\n<li>\u00a0<strong>Ma, J., Protter, P., and San Martin, J. (1998)<\/strong>,\u00a0\u00a0Anticipating Integrals for a Class of Martingales<em>.<\/em>\u00a0\u00a0<em>Bernoulli<\/em>, 4(1); 81-114.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/BEmps.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., and Yong, J.<\/strong>\u00a0<strong>(1997)<\/strong>,\u00a0\u00a0Adapted Solution of a Degenerate Backward Stochastic PDE,\u00a0\u00a0with Applications<em>.<\/em>\u00a0\u00a0<em>Stochastic Processes and Their Applications<\/em>, 70(1); \u00a059-84.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MY-BSPDE-SPA97.pdf\">[pdf]<\/a><\/li>\n<li><strong>Douglas, Jr., J., Ma, J., and Protter, P. (1996)<\/strong>,\u00a0\u00a0Numerical Method for Forward-Backward Stochastic Differential Equations<em>.\u00a0\u00a0The Annals of Applied Probability<\/em>, \u00a06(3); 940-968.\u00a0<a href=\"https:\/\/dornsifelive.usc.edu\/assets\/sites\/937\/docs\/DMP-AAP96published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Cvitanic, J., and Ma, J. (1996)<\/strong>,\u00a0\u00a0Hedging Options for a Large Investor and Forward-Backward SDEs<em>.\u00a0The Annals of Applied Probability<\/em>, 6(2); 370-398.\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MC1-AAP96published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., and Yong, J.<\/strong>\u00a0<strong>(1995)<\/strong>,\u00a0<em>\u00a0<\/em>Solvability of Forward-Backward SDEs and the Nodal Set of Hamilton-Jacobi-Bellman Equations<em>.\u00a0<\/em>\u00a0<em>Chinese Annals of Mathematics<\/em>, 16B(3); 279-298.<\/li>\n<li><strong>\u00a0Duffie, D., Ma, J., and Yong, J. (1995)<\/strong>,\u00a0\u00a0Black&#8217;s Consol Rate Conjecture<em>.<\/em>\u00a0\u00a0<em>The Annals of Applied Probability<\/em>, 5(2); 356-382. \u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/DMY-AAP95published.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J., Protter, P., and Yong, J.<\/strong>\u00a0<strong>(1994)<\/strong>,\u00a0<em>\u00a0<\/em>Solving Forward-Backward Stochastic Differential Equations Explicitly-A Four Step Scheme<em>.<\/em>\u00a0\u00a0<em>Probability Theory and Related Fields<\/em>, 98; 339-359. \u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MPY-PTRF93publised.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J.<\/strong>\u00a0<strong>(1994)<\/strong>,\u00a0\u00a0Singular Stochastic Control for Diffusions and SDE with Discontinuous \u00a0Paths and Reflecting Boundary Conditions<em>.\u00a0<\/em>\u00a0<em>Stochastics and Stochastics Reports<\/em>, 46; 161-192. \u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/paperIVR.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J. (1993)<\/strong>,\u00a0\u00a0Discontinuous Reflection and A Class of Singular Stochastic Control Problems for Diffusions<em>.\u00a0<\/em>\u00a0<em>Stochastics and Stochastics Reports<\/em>, 44; 225-252. \u00a0\u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/paperIIR.pdf\">[pdf]<\/a><\/li>\n<li><strong>Ma, J.<\/strong>\u00a0<strong>(1992)<\/strong>,\u00a0\u00a0On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems<em>.\u00a0Society of Industrial and Applied Mathematics Journal on Control and Optimization<\/em>, 30(4); 975-999. \u00a0<a href=\"https:\/\/dornsife.usc.edu\/jin-ma\/wp-content\/uploads\/sites\/250\/2023\/06\/MaSICON92.pdf\">[pdf]<\/a><\/li>\n<\/ul>\n\n\n\n<\/div>\n\n\n  <\/div><\/div>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":370,"featured_media":0,"parent":0,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-162","page","type-page","status-publish","hentry"],"acf":[],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.1.1 - 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