Jianfeng Zhang

Education
- Ph.D. Stochastic Analysis, Purdue University, 8/2001
- M.S. Computational Finance, Purdue University, 5/2001
- B.S. Mathematics, Fudan University, 7/1995
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Tenure Track Appointments
- Professor, USC, 11/2012 –
- Associate Professor, University of Southern California, 10/2007 – 11/2012
- Assistant Professor, University of Southern California, 08/2003 – 10/2007
Research, Teaching, Practice, and Clinical Appointments
- Dunham Jackson Assistant Professor , University of Minnesota, 2001-09-2003-08
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Summary Statement of Research Interests
Stochastic analysis, backward stochastic differential equations, stochastic numerics, mathematical finance
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Book
- Cvitanic, J., Zhang, J. (2012). Contract Theory in Continuous Time Models. Springer Finance.
Journal Article
- Ekren, I., Keller, C., Touzi, N., Zhang, J. (2014). On Viscosity Solutions of Path Dependent PDEs. pp. 204-236.Annals of Probability. Vol. 42,
- Soner, M., Touzi, N., Zhang, J. (2012). Wellposedness of Second Order Backward SDEs. pp. 149-190.Probability Theory and Related Fields. Vol. 153,
- Soner, M., Touzi, N., Zhang, J. (2011). Martingale Representation under G-expectation. pp. 265-287.Stochastic Processes and Their Applications. Vol. 121,
- Ma, J., Zhang, J., Zheng, Z. (2008). Weak solutions for FBSDEs – a martingale problem approach. 6 pp. 2092-2125.Annals of Probability. Vol. 36 (6),
- Zhang, J. (2004). A numerical scheme for BSDEs. pp. p.459-488.Annals of Applied Probability.