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