Jianfeng Zhang Associate Professor of Mathematics Contact Information E-mail: jianfenz@email.usc.edu Phone: (213) 740-9805 Office: DRB 228 LINKS Curriculum Vitae Personal Website

Academic Appointment, Affiliation, and Employment History

Tenure Track Appointments

• Associate Professor, University of Southern California, 10/2007-  
• Assistant Professor, University of Southern California, 08/2003-10/2007  

Non-Tenure Track Appointments

• Dunham Jackson Assistant Professor , University of Minnesota, 09/2001-08/2003  

Description of Research

Summary Statement of Research Interests

Publications

Journal Article

• Ma, J., Zhang, J., Zheng, Z. (2008). Weak solutions for FBSDEs - a martingale problem approach. Annals of Probability. Vol. 36 (6), pp. 2092-2125.
• Cvitanic, J., Wan, X., Zhang, J. (2008). Principal agent problems with exit options. B.E. Journal of Theoretical Economics. Vol. 8 (1), pp. Article 23.
• Bender, C., Zhang, J. (2008). Time Discretization and Markovian Iteration for Coupled FBSDEs. Annals of Applied Probability. Vol. 18 (1), pp. 143-177.
• Cvitanic, J., Zhang, J. (2007). Optimal Compensation with Adverse Selection and Dynamic Actions. Mathematics and Financial Economics/Springer. Vol. NA
• Zhang, J. (2004). A numerical scheme for BSDEs. Annals of Applied Probability. pp. p.459-488.
• Ma, J., Zhang, J. (2002). Path regularity for solutions of backward stochastic differential equations. Probability Theory and Related Fields/Springer. pp. p.163-190.
• Ma, J., Zhang, J. (2002). Representation theorems for backward stochastic differential equations. Annals of Applied Probability. pp. p.1390-1418.