Jin Ma

Articles in Scholarly Journals [Incomplete List]

  1. Representations and regularities for solutions to BSDEs with reflections
    Stochastic Processes and their Applications, vol. 115, no. 4, pp. 539–569, 2005
  2. Nonlinear Feynman?Kac formula and discrete-functional-type BSDEs with continuous coefficients
    Stochastic Processes and their Applications, vol. 112, no. 1, pp. 23–51, 2004
  3. Path regularity for solutions of backward stochastic differential equations
    Probability Theory and Related Fields, vol. 122, no. 2, pp. 163–190, 2002
  4. Approximate Solvability of Forward—Backward Stochastic Differential Equations
    Applied Mathematics and Optimization, vol. 45, no. 1, pp. 1–22, 2002
  5. Representation theorems for backward stochastic differential equations
    The Annals of Applied Probability, vol. 12, no. 4, pp. 1390–1418, 2002
  6. Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part II
    Stochastic Processes and their Applications, vol. 93, no. 2, pp. 205–228, 2001
  7. Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I
    Stochastic Processes and their Applications, vol. 93, no. 2, pp. 181–204, 2001
  8. Reflected forward-backward SDEs and obstacle problems with boundary conditions
    Journal of Applied Mathematics and Stochastic Analysis, vol. 14, no. 2, pp. 113–138, 2001
  9. On linear, degenerate backward stochastic partial differential equations
    Probability Theory and Related Fields, vol. 113, no. 2, pp. 135–170, 1999
  10. Hedging options for a large investor and forward-backward SDE's
    The Annals of Applied Probability, vol. 6, no. 2, pp. 370–398, 1996
  11. Numerical methods for forward-backward stochastic differential equations
    The Annals of Applied Probability, vol. 6, no. 3, pp. 940–968, 1996