Jin Ma
Education
 Ph.D. Mathematics, University of Minnesota, 8/1992
 M.S. Applied Mathematics, Fudan University, 2/1985
 B.S. Mathematics, Fudan University, 2/1982

 Research Assistant Professor, Purdue University, 08/17/199205/30/1994

Tenure Track Appointments
 Professor, University of Southern California, 2008 –
 Professor, Purdue University, 2003 – 2008
 Associate Professor, Purdue University, 1998 – 2003
 Assistant Professor, Purdue University, 1994 – 1998
Research, Teaching, Practice, and Clinical Appointments
 Research Assistant Professor, Purdue University, 19921994
Visiting and Temporary Appointments
 Professor, University of Southern California, 20072008

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 
Contracts and Grants Awarded
 Dynamical Approaches for Some Complex Stochastic Systems, (National Science Foundation), Jianfeng Zhang, Jin Ma, $320,000, 07/01/2022 – 06/30/2025
 Stochastic Analysis and Numerics for Large Scale Dynamical Systems, (National Science Foundation), Jianfeng Zhang, Jin Ma, $430,000, 07/01/2019 – 06/30/2022
 Stochastic Differential Equations and Related Topics (DMS 1106853), (National Science Foundation), Ma, Jin, $360,000, 09/15/2011 – 08/31/2017
 Conferences on Backward SDEs and Math Finance, (National Science Foundation), Ma, Jin, Zhang, Jianfeng, $45,000, 02/01/2011 – 01/31/2012
 Stochastic Differential Equations and Applications (DMS 0806017), (National Science Foundation), Ma, Jin, $240,000, 07/15/2008 – 06/30/2011
 Stochastic Differential Equations And Related Topics (DMS 0835051), (National Science Foundation), Ma, Jin, $68,919, 03/26/2008 – 06/30/2009
 Stochastic Differential Equations And Related Topics (DMS 0505427), (National Science Foundation), Ma, Jin, $250,000, 07/15/2005 – 06/30/2008
 Stochastic Differential Equations and Applications (DMS 0204332), (National Science Foundation), Ma, Jin, $125,000, 07/15/2002 – 12/31/2005
 Stochastic Differential Equations And Related Topics (DMS 9971720), (National Science Foundation), Protter, Philip, Ma, Jin, $260,000, 07/15/1999 – 06/30/2003
 Some Topics on Nonlinear Filtering, (Office of Naval Research), Protter, Philip; Ma,Jin, Douglas, Jim, Jr., $348,464, 01/01/1996 – 01/30/1999
 Topics on Singular Stochastic Control (DMS 9301516), (National Science Foundation), Ma, Jin, $36,440, 07/15/1993 – 12/31/1995

Conference Presentations
 SetValued Backward SDEs and Related SetValued Stochastic Analysis , 9th Colloquium on BSDEs and Meanfield SystemsTalk/Oral Presentation, Universite Savoie Mont Blanc, Invited, Annecy, France, Spring 2022
 On KyleBack Strategic Insider Trading – The Case of Dynamic Information , The 8th Asian Quantitative Finance SeminarTalk/Oral Presentation, City Univ. of Hong Kong, Invited, Hong Kong, China, Spring 2021
 Conditional McKeanVlasov SDEs and Applications , MSChina International Conference on Statistics and ProbabilityTalk/Oral Presentation, IMSChina, Invited, Dalian, China, Spring 2019
 Conditional McKeanVlasov SDEs and Applications , Mathematics in the City Beautiful ConferenceTalk/Oral Presentation, University of Central Florida, Invited, Orlando, Florida, Fall 2018
 Optimal Dividend and Investment Problems under Sparre Andersen Models , The 5th Workshop in Memory of Prof. Xunjing LiTalk/Oral Presentation, Northeastern Normal University, Invited, Changchun, China, Spring 2018
 Optimal Dividend and Investment Problems under Sparre Andersen Models , Conference on Dynamic Multivariate ProgrammingTalk/Oral Presentation, Vienna University of Economics and Business, Invited, Vienna, Austria, Spring 2018
 Optimal Execution Problem under McKeanVlasov Liquidity Dynamics , Workshop on Financial and Economic ApplicationsTalk/Oral Presentation, IMA, University of Minnesota, Invited, Minneapolis, Minnesota, Spring 2018
 TimeConsistent Conditional Expectation under Probability Distortion , Workshop on Stochastic Analysis and Related TopicsTalk/Oral Presentation, The University of Hong Kong, Invited, Hong Kong, China, Spring 2018
 Optimal Dividend and Investment Problems under Sparre Andersen Models , 1st Gran Sasso Workshop in Mathematical FinanceTalk/Oral Presentation, Gran Sasso Science Institute, Invited, L’Aquila, Italy, Fall 2017
 TimeConsistent Approaches for TimeInconsistent Problems , 2nd ParisAsia Confrence in Quantitative FinanceTalk/Oral Presentation, Suzhou University, Invited, Suzhou, China, Spring 2017
 TimeConsistent Approaches for TimeInconsistent Problems , International Workshop on BSDEs/BSPDEs and ApplicationsTalk/Oral Presentation, University of Edinburgh, Invited, Edinburgh, Scotland, Spring 2017
 Dynamic Approaches for Timeinconsistent Optimization Problems , SIAM Conference on Financial Mathematics & EngineeringTalk/Oral Presentation, SIAM, Invited, Austin, Texas, Fall 2016
 Dynamic Approaches for Timeinconsistent Optimization Problems , 9th World Congress of the Bachelier Finance SocietyKeynote Lecture, Bachelier Finance Society, Invited, New York, New York, Spring 2016
 Optimal Dividend and Investment Problems under Sparre Andersen Models , 9th Conference in Actuarial Sciences and FinanceTalk/Oral Presentation, University of the Aegean, Invited, Samos, Greece, Spring 2016
 Conditional Meanfield SDEs and Related Meanfield Stochastic Optimization Problems , Probability, Uncertainty, and Quantitative RiskTalk/Oral Presentation, Shandong University, Invited, Weihai, China, Spring 2015
 Conditional Meanfield SDEs and Some Meanfield Stochastic Optimization Problems , IMSChina International Conference on Statistics and ProbabilityTalk/Oral Presentation, Yunnan University, Invited, Kunming, China, Spring 2015
 Conditional Meanfield SDEs and Some Meanfield Stochastic Optimization Problems , Stochastic Analysis, Controlled Systems, and ApplicationsTalk/Oral Presentation, FriedrichSchillerUniversitat , Invited, Jena, Germany, Spring 2015
 Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem , Workshop on Mathematics of HF Financial MarketsTalk/Oral Presentation, IPAM, UCLA, Invited, Los Angeles, Spring 2015
 Meanfield Stochastic Control Problems with partial Observations , 7th International Symposium on Backward SDEsTalk/Oral Presentation, Shandong University, Invited, Weihai, China, Spring 2014
 Pathwise Taylor Expansions for Random Fields , Nonlinear Expectation, Knightian Uncertainty, and Related TopicsTalk/Oral Presentation, National University of Singapore, Invited, Singapore, Spring 2013
 Viscosity Solutions for Forward Stochastic PDEs and PathDependent PDEs , International Conference on Statistics and ProbabilityTalk/Oral Presentation, IMSSWUFE, Invited, Chengdu, China, Spring 2013
 Viscosity Solutions for Forward Stochastic PDEs and PathDependent PDEs , Workshop on New Developments in Statistics and ProbabilityTalk/Oral Presentation, AMSS, Invited, Beijing, China, Spring 2013
 Viscosity Solutions for Forward Stochastic PDEs and PathDependent PDEs , Control Theory Workshop — in Memory of Professor Xunjing LiTalk/Oral Presentation, Fudan University, Invited, Shanghai, China, Spring 2013
 Viscosity Solutions for Stochastic PDEs and Forward PathDependent PDEs , 36th SPA Conference, Special Session on Stochastic ControlTalk/Oral Presentation, University of Colorado, Invited, Boulder, Colorado, Spring 2013
 Pathwise Stochastic Taylor Expansions and Forward Path Dependent PDEs , Workshop on Analysis and Control of Stochastic PDEsTalk/Oral Presentation, Fudan University, Invited, Shanghai, China, Fall 2012
 FBSDEs with Discontinuous Coefficients and Regime Switching Term Structure Models , Third Workshop in Memory of Professor Xunjing LiTalk/Oral Presentation, Shandong University, Invited, Qingdao, China, Spring 2012
 Ruin Problems under Model Uncertainty , Spring School on Stochastic Analysis in FinanceTalk/Oral Presentation, Invited, Roscoff, France, Spring 2012
 Stochastic Differential Equations Driven by fBM and Poisson Point Processes , International Conference on Controlled Deterministic and Stochastic SystemsTalk/Oral Presentation, University of Iasi, Romania, Invited, Iasi, Romania, Spring 2012
 Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem , Workshop on Stochastic Modeling and Applications Talk/Oral Presentation, AMSS , Invited, Beijing, Spring 2011
 Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem , Stochastic Analysis in Finance and InsuranceTalk/Oral Presentation, Univerisity of Michigan, Invited, Ann Arbor, Michigan, Spring 2011
 Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem , Workshop on Topics in Stochastic ControlTalk/Oral Presentation, Politecnico di Milano, Invited, Milan, Italy, Spring 2011
 Law of Large Numbers for SelfExciting Correlated Defaults , Stochastic Analysis in Finance and InsuranceTalk/Oral Presentation, Mathematisches Forschungsinstitut Oberwolfach, Invited, Oberwolfach, Germany, Spring 2011
 Law of Large Numbers for SelfExciting Correlated Defaults , SIAM Conference on Financial Mathematics & EngineeringTalk/Oral Presentation, SIAM, Invited, San Francisco, Fall 2010
 Recent Developments on NonMarkovian ForwradBackward SDEs , Southern California Probability SymposiumLecture/Seminar, IPAM, Invited, UCLA, Fall 2010
 An Impulse Control Problem with Sublinear Transaction Costs , International Conference on Mathematical Control TheoryTalk/Oral Presentation, Chinese Academy of Sciences, Invited, Beijing, China, Spring 2009
 Law of Large Numbers for SelfExciting Correlated Defaults , IMS International Conference on Statistics and ProbabilityTalk/Oral Presentation, IMS, Invited, Weihai, China, Spring 2009
 Impulse Control and Optimal Portfolio Selection with General Transaction Costs , 2nd Western Conference in Mathematical FinanceTalk/Oral Presentation, UT Austin, Invited, Austin, Taxas, Fall 2008
 Variant Reflected Backward SDEs and Applications , 5th Colloquium on BSDEs, Finance and ApplicationsTalk/Oral Presentation, Invited, Le Mans, France, Spring 2008
 Weak Solutions of ForwardBackward Stochastic Differential Equations , Conference of Stochastic Processes and Their Applications, Special session on Stochastic EquationsTalk/Oral Presentation, Invited, UrbanaChampaign, Illinois, Fall 2007
 ForwardBackward Martingale Problem and Weak Solutions of FBSDEs , 2nd Workshop on “Stochastic Equations and Related Topics”Talk/Oral Presentation, Invited, Jena, Germany, Spring 2006
 UVL Insurance Pricing Problems and Systems of Partial DifferentialDifference Equations , International Workshop on Finance and InsuranceTalk/Oral Presentation, Invited, Lijiang, China, Spring 2006
 Stochastic Control Problems for Systems driven by Normal Martingales , International Conference on Mathematical FinanceTalk/Oral Presentation, Invited, University of Wisconsin at Milwaukee, Fall 2005
 Weak Solutions for ForwardBackward SDEs—A Martingale Problem Approach , Conference on Martingales, Stochastic Analysis, and Potential TheoryTalk/Oral Presentation, University of Florida, Invited, Gainsville, Florida, Fall 2005
 Indifference Pricing of Universal Variable Life Insurance , Workshop on Control of Distributed Parameter and Stochastic systemsTalk/Oral Presentation, Fudan University, Invited, Shanghai, China, Spring 2005
 Weak Solutions of ForwardBackward Stochastic Differential Equations , Fourth International Conference on Backward Stochastic Differential EquationsTalk/Oral Presentation, Invited, Shanghai, China, Spring 2005
 Optimal Reinsurance/Investment for General Insurance Models , International Workshop on Mathematical Finance and InsuranceTalk/Oral Presentation, Invited, Yellow Mountain, China, Spring 2004
 Stochastic Viscosity Solutions and Pathwise Stocashastic Control Problems , International Symposium on Stochastic Control and Mathematical FinanceTalk/Oral Presentation, Invited, Osaka, Japan, Fall 2003
 Pathwise Stochastic Control Problems and Stochastic HJB Equations , Workshop on Mathematical Finance and InsuranceTalk/Oral Presentation, Invited, Snowbird,Utah, Spring 2003
 Nonlinear FeynmanKac Formula and Backward SDEs , 7th Symposium of Probability and Stochastic ProcessesTalk/Oral Presentation, Invited, Mexico City, Mexico, Spring 2002
 Sharp Bounds of Ruin Probabilities for Insurance Models , International Conference on Mathematical FinanceTalk/Oral Presentation, Invited, Shanghai, China, Spring 2001
 Some Fine Properties of Solutions for Backward SDEs , AMS Annual Meeting, Special Session on Stochastic Analysis and ApplicationsTalk/Oral Presentation, AMS, Invited, New Orleans, Spring 2001
 Large Deviation Results for ForwardBackward SDE’s , NSFINRIA fourth meeting in Stochastic Numerical AnalysisTalk/Oral Presentation, NSF and INRIA, Invited, Paris, France, 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, AMS and SMM, Invited, Denton, Texas, Spring 1999
 Large Deviation and Rare Event Simulation for ForwardBackward SDEs , Conference on Control of Distributed Parameter and Stochastic SystemsTalk/Oral Presentation, Invited, Hangzhou, China, Spring 1998
 Reflected ForwardBackward SDEs and Applilcations , AMS annual meetingTalk/Oral Presentation, AMS, Invited, Detroit, Michigan, Spring 1997
 Adapted Solution of Degenerate Backward SPDEs and Applications , AMS annual meetingTalk/Oral Presentation, AMS, Invited, Orlando, Florida, Spring 1996
 On Linear Degenerate Backward Stochastic PDE’s , AMSINRIA Second Joint Meeting on Stochastic NumericsTalk/Oral Presentation, AMS, INRIA, Invited, SophiaAntipolis, France, Spring 1996
 Anticipating Integrals for Normal Martingales , Second joint meeting of the AMS and SMMTalk/Oral Presentation, AMS and SMM, Invited, Guanajuato, Moxico, Fall 1995
 ForwardBackward Stochastic Differential Equations and their Applications in Finance , 34th IEEE Conference on Decision and ControlTalk/Oral Presentation, Invited, New Orleans, Louisiana, Fall 1995
 ForwardBackward Stochastic Differential Equations and Applications , AMS nnual meetingTalk/Oral Presentation, AMS, Invited, Cincinnati, Ohio, Spring 1994
 Large Investor Models and ForwardBackward Stochastic Differential Equations , IMS regional meeting, Talk/Oral Presentation, IMS, Invited, Cleveland, Ohio, Spring 1994
Other Presentations
 On Conditional McKeanVlasov SDEs and Related Problems, Webinar, Linnaeus, Sweden, 20202021
 SetValued Backward SDEs and Related Issues in SetValued Stochastic Analysis, Stochastic Analysis and Mathematical Finance Seminar, Oxford, UK, 20202021
 On SetValued Backward SDEs and Related Issues in SetValued Stochastic Analysis, Probability and Math Finance Seminar, Berlin, Germany, 20202021
 Conditional McKeanVlasov SDEs and Related Stochastic Optimization Problems, Department of Applied Mathematics Colloquium, Chicago, 20182019
 Optimal Dividend and Investment Problems under Sparre Andersen Models, Math Finance Seminar, Department of Mathematics, New York, New York, 20172018
 Conditional Meanfield SDEs and Applications in Stochastic Optimization Problems, Probability Seminar, Department of Mathematics, West Lafayette, Indiana, 20162017
 Dynamic Approaches for Timeinconsistent Optimization Problems, Department of Mathematics Colloquium, Orlando, Florida, 20152016
 Continous Time KyleBack Strategic Insider Trading Equilibrium Problems, School of Mathematical Science Colloquium, Tianjin, China, 20142015
 Continous Time KyleBack Strategic Insider Trading Equilibrium Problems, School of Mathematical Science Colloquium, Tianjin, China, 20142015
 Meanfield Stochastic Control Problems with partial Observations, Department of Math Colloquium, Detroit, 20132014
 Viscosity Solutions for Stochastic PDEs and Forward PathDependent PDEs, Probability Seminar, Irvine, 20132014
 Viscosity Solutions for Stochastic PDEs and Forward PathDependent PDEs, Department of Math Colloquium, Tellahasseee, 20132014
 Model Uncertainty in Insurance Problems, Math Department Colloquium, Shanghai, China, 20122013
 Pathwise Stochastic Taylor Expansions and Forward Path Dependent PDEs, Finantial Mathematics Seminar, Ann Arbor, Michigan, 20122013
 Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem, Department Colloquium, Tianjin, China, 20122013
 Pathwise Stochastic Taylor Expansions and Forward Path Dependent PDEs, Mathematical Finance Seminar, New York, 20122013
 Ruin Problems under Model Uncertainty, Probability and Computational Finance Seminar, Pittsburgh , 20112012
 Ruin Problems under Model Uncertainty, Probability Seminar, Chicago, 20112012
 Stochastic Differential Equations Driven by fBM and Poisson Point Processes, Colloquium, Jinan, China, 20112012
 Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem, colloquium, Atlanta, Georgia, 20112012
 Ruin Problems under Model Uncertainty, Seminar, Atlanta, Georgia, 20112012
 Finance, Insurance, and Mathematics, colloquium, Tianjin, China, 20102011
 Finance, Insurance, and Stochastic Control, Spring School on Stochastic Control in Finance (Mini Course), Roscoff, France, 20092010
 Backward Stochastic Differential Equations, with Financial Applications, Probability Seminar (Mini Course), Taipei, 20092010
 Backward Stochastic Differential Equations with Financial Applications, 2nd SMAI European Summer School in Financial Mathematics (Mini Course), Paris, France, 20092010
 Quadratic Nonlinear Expectations and Convex Risk Measures, Seminar, Brest, France, 20062007
 Representation of Quadratic Risk Measures , Seminar, Chicago, 20062007
 Backward and ForwardBackward Stochastic Differential Equations—Old and New, Mini Course, Taipei, Taiwan, 20062007
 A Class of New Stochastic Control Problems for Systems with Jumps, Seminar, Seattle, 20052006
 Stochastic Analysis in Actuarial Problems, Colloquium, Vancouver, Canada, 20052006
 Stochastic Analysis in Actuarial Problems—A Minicourse, International Summer School of Statistics in Finance, Beijing, China, 20032004
 JumpDiffusion Models with Power Exponential Distributions, Colloquium, Brest, France, 20012002
 Path Regularity of Backward SDEs, Colloquium, Rennes, France, 20002001
 Backward and ForwardBackward stochastic Differential Equations– An Overview, Minicourse for 22nd Midwest Probability Colloquium, Chicago, 20002001
 Some New Results on Backward Stochastic Differential Equations, colloquium, Los Angeles, 19992000
 Stochastic Viscosity Solutions for Nonlinear Stochastic PDEs, BENESFEST, A Day of Stochastic Control in honor of Dr Vaclav E. Benes on his 70th Birthday, New York City, 19992000
 Theory of Backward Stochastic Differential Equations, colloquium, Cincinnati, 19992000
 Backward Stochastic PDEs and Applications, Seminar, Paris, France, 19961997
 On Degenerate, Linear Backward Stochastic Differential Equations, Seminar, ClermontFerrand, France, 19961997

Book
 Ma, J., Yong, J. (1999). Forwardbackward stochastic differential equations and their applications. Lecture Notes in Mathematics (1702), SpringerVerlag, Berlin.
Book Chapters
 Ma, J., Noh, E. (2022). Equilibrium Model of Limit Order Books – A Meanfield Game View. Stochastic Analysis, Filtering, and Stochastic Opt Springer.
Journal Article
 Ararat, C., Ma, J., Wu, W. (2023). SetValued Backward Stochastic Differential Equations. The Annals of Applied Probability. Vol. Vol 33 (no. 5), pp. 34183448.
 Bai, L., Gamage, T., Ma, J., Xie, P. (2023). Reinforcement Learning for optimal dividend problem under diffusion model. SIAM Journal on Control and Optimization.
 Ararat, C., Ma, J. (2023). PathRegularity and Martingale Properties of SetValued Stochastic Integrals. Transaction of AMS.
 Buckdahn, R., Li, J., Ma, J. (2023). A General Conditional McKeanVlasov Stochastic Differential Equation. The Annals of Applied Probability. Vol. Vol 33 (no. 3), pp. 20042023.
 Ma, J., Tan, Y. (2022). A Generalized KyleBack Strategic Insider Trading Model with Dynamic Information. SIAM Journal on Control and Optimization.
 Bai, L., Ma, J. (2021). On Optimal Dividend and Investment Strategy under Renewal Risk Model. SIAM Journal on Control and Optimization. Vol. Vol. 59 (no. 6), pp. 45904614.
 Ma, J., Wong, T. L., Zhang, J. (2021). TimeConsistent Conditional Expectation under Probability Distortion. Mathematics of Operations Research. Vol. 12 (15), pp. 132.
 Buckdahn, R., Keller, C., Ma, J., Zhang, J. (2020). Fully Nonlinear Stochastic and Rough PDEs: Classical and Viscosity Solutions. Probability, Uncertainty, and Quantative Risk. Vol. 5 (7), pp. 159.
 Ma, J., Sun, R., Zhou, Y. (2018). KyleBack Equilibrium Models and Linear Conditional Meanfield SDEs. SIAM Journal on Control and Optimization. Vol. 56 (no. 2), pp. 1154 1180.
 Chen, J., Ma, J., Yin, H. (2017). Forwardbackward SDEs with Dicontinuous Coefficients. Stochastic Analysis and Applications. Vol. 36 (no. 2), pp. 274294.
 Karnam, C., Ma, J., Zhang, J. (2017). Dynamic Approaches for Some Time Inconsistent Problems. Annals of Applied Probability. Vol. 27 (no. 6), pp. 34353477.
 Bai, L., Ma, J., Xing, X. (2017). Optimal Dividend and Investment Problems under SparrerAndersen Model. Annals of Applied Probability. Vol. 27 (no. 6), pp. 35883632.
 Buckdahn, R., Li, J., Ma, J. (2017). A Meanfield Stochastic Control Problem with Partial Observations. Annals of Applied Probability. Vol. 27 (no. 5), pp. 32013245.
 Buckdahn, R., Li, J., Ma, J. (2016). A Stochastic Maximum Principle for General Meanfield Systems. Applied Mathematics and Optimization. Vol. 74 (no. 3), pp. 507534.
 Ma, J., Ren, Z., Touzi, N., Zhang, J. (2016). Large Deviation for NonMarkovian Diffusions and a Pathdependent Eikonal Equation. Annales de l’institut Henri Boincare, Probab. Stat.. Vol. 52 (no. 3), pp. 11961216.
 Ma, J., Wang, X., Zhang, J. (2015). Dynamic Equilibrium Models for Limit Order Book and Optimal Execution Problems. Mathematical Control and Related Fields. Vol. 5 (no. 3), pp. 557583.
 Buckdahn, R., Ma, J., Zhang, J. (2015). Pathwise Taylor Expansions for Random Fields on Multidimensional Paths. Stochastic Processes and Their Applications. Vol. 125 (no. 7), pp. 28202855.
 Ma, J., Wu, Z., Zhang, D., Zhang, J. (2015). On Wellposedness of ForwardBackward SDEs — A Unified Approach. The Annals of Applied Probability. Vol. 25 (no. 4), pp. 21682214.
 Bai, L., Ma, J. (2015). Stochastic differential equations driven by fractional Brownian motion and Poisson point process. Bernoulli. Vol. 21 (no. 1), pp. 303334.
 Ma, J., Song, Q., Xu, J., Zhang, J. (2013). Optimal Portfolio Selection Under Concave Price Impact. Applied Mathematics & Optimization. Vol. 67 (3), pp. 353390.
 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. (2011). On Weak Solutions of ForwardBackward Stochastic Differential Equations. Probab. Theory Relat. Fields. Vol. 151 (no. 34), pp. 475–507.
 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. 1495–1528.
 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. 2092–2125.
 Ma, J., Shen, J., Zhao, Y. (2008). Numerical Method for ForwardBackward Stochastic Differential Equations. SIAM Journal on Numerical Analysis. Vol. 46 (5), pp. 2636–2661.
 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. 632–663.
 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. 311–337.
 Ma, J., Zhang, J. (2005). Representations and regularities for solutions to BSDEs with reflections. Stochastic Process. Appl. Vol. 115 (4), pp. 539–569.
 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. 217–237..
 Antonelli, F., Ma, J. (2003). Weak solutions of forwardbackward SDE’s. Stochastic Anal. Appl.. Vol. 21 (3), pp. 493–514..
 Cvitanic, J., Ma, J., Zhang, J. (2003). Efficient computation of hedging portfolios for options with discontinuous payoffs. Math. Finance. Vol. 13 (1), pp. 135–151.
 Ma, J., Zhang, J. (2002). Representation theorems for backward stochastic differential equations. Ann. Appl. Probab.. Vol. 12 (4), pp. 1390–1418.
 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. 1131–1171.
 Hu, Y., Ma, J., Yong, J. (2002). On semilinear degenerate backward stochastic partial differential equations. Probab. Theory Related Fields. Vol. 123 (3), pp. 381–411..
 Ma, J., Zhang, J. (2002). Path regularity for solutions of backward stochastic differential equations. Probability Theory and Related Fields. Vol. 122 (2), pp. 163–190.
 Ma, J., Protter, P., SanMartin, J., Torres, S. (2002). Numerical method for backward stochastic differential equations. Ann. Appl. Probab.. Vol. 12 (1), pp. 302–316.
 Ma, J., Yong, J. (2002). Approximate solvability of forwardbackward stochastic differential equations. Appl. Math. Optim.. Vol. 45 (1), pp. 1–22.
 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. 337–360.
 Buckdahn, R., Ma, J. (2001). Stochastic viscosity solutions for nonlinear stochastic partial differential equations. II. Stochastic Process. Appl.. Vol. 93 (2), pp. 205–228.
 Buckdahn, R., Ma, J. (2001). Stochastic viscosity solutions for nonlinear stochastic partial differential equations. I. Stochastic Process. Appl.. Vol. 93 (2), pp. 181–204.
 Ma, J., Yong, J. (1999). Dynamic programming for multidimensional stochastic control problems. Acta Mathematica Sinica (English Series). Vol. 15 (4), pp. 485–506.
 Ma, J., Yong, J. (1999). On linear, degenerate backward stochastic partial differential equations. Probability Theory and Related Fields. Vol. 113 (2), pp. 135–170.
 Ma, J., Protter, P., SanMartin, J. (1998). Anticipating integrals for a class of martingales. Bernoulli. Vol. 4 (1), pp. 81–114.
 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. 370–398.
 Douglas, Jr., J., Ma, J., Protter, P. (1996). Numerical Methods for ForwardBackward Stochastic Differential Equations. The Annals of Applied Probability. Vol. 6 (3), pp. 940–968.
 Ma, J., Duffie, D., Yong, J. (1995). Black’s Console Rate Conjecture. The Ann. of Appl. Proba.. Vol. 5 (2), pp. 356–382.
 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 Explicitly—A Four Step Scheme. Probab. Theory Relat. Fields. Vol. 98, pp. 339–359.
 Ma, J. (1994). Singular Stochastic Control for Diffusions and SDE with Discontinuous Paths and Reflecting Boundary Conditions. Stochastics and Stochastics Reports. Vol. 46, pp. 161–192.
 Ma, J. (1993). Discontinuous Reflection and A Class of Singular Stochastic Control Problems for Diffusions. Stochastics and Stochastics Reports. Vol. 44, pp. 225–252.
 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. 975–999.
Proceedings
 Ma, J., Yu, Y. (2007). Indifference Pricing of Universal Variable Life Insurance. pp. 107–121. 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. 239–246. Boston, MA. Kluwer Acad. Publ..

Administrative Appointments
 Director, 08/16/2021 – 08/15/2022
 Director, 08/16/2020 – 08/15/2021
 Director, 08/16/2019 – 08/15/2020
 Director, 08/16/2018 – 08/15/2019
 Director, 08/16/2017 – 08/15/2018
 Director, 08/16/2014 – 08/15/2017
 Director, 08/16/2013 – 08/15/2014
 Director, 08/16/2012 – 08/15/2013
 Director, 08/16/2008 – 08/15/2012
 Director, 02/12/2008 – 05/30/2011

Editorships and Editorial Boards
 Associate Editor, Probability, Uncertainty and Quantitative Risk, 2016 –
 Associate Editor, Control, Optimization and the Calculus of Variations, 2013 –
 Associate editor, SIAM Journal on Control and Optimization, 2006 –
 Associate editor, International Journal of Stochastic Analysis, 2005 –
 Associate Editor, SIAM Journal on Financial Mathematics, 2010 – 2017
 Associate editor, Stochastic Processes and their Applications, 2002 – 2009
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