J. Cvitanic and J.
Zhang, Contract theory in continuous-time models, Springer Finance. Springer, Heidelberg, 2013.
J.
Zhang, Some fine properties of backward stochastic
differential
equations, with applications, Ph.D. dissertation, Purdue
University, (2001).
J.
Ma, P. Protter,
and J. Zhang,Explicit form and path regularity of
martingale
representations, Levy Processes - Theory and Applications,
O.E.Barndorff-Nielsen, T. Mikosch and S.I. Resnick (Eds.), Birkhauser
Boston,(2001),
337-360.
J.
Ma and J.
Zhang, Path regularity of solutions to backward
stochastic
differential equations, Probability Theory and Related Fields,
122 (2002),
163-190.
J.
Ma and J.
Zhang,Representation theorems for backward stochastic
differential equations, Annals of Applied Probability, 12 (2002),
1390-1418.
J.
Cvitanic, J.
Ma, and J. Zhang, Efficient computation of delta-hedges
for
options with discontinuous payoffs, Mathematical Finance, 13 (2003),
135-151.
J.
Zhang, A
numerical scheme for backward stochastic differential equations, Annals
of
Applied Probability, 14 (2004), 459-488.
J. Ma
and J.
Zhang,Representations and regularities for solutions to
backward
stochastic differential equations with reflections, Stochastic
Processes
and Their Applications, 115 (2005), 539-569.
J. Zhang,
Representation of Solutions to BSDEs Associated with a Degenerate
FSDE,
Annals of Applied Probability, 15 (2005), 1798-1831.
J. Cvitanic
and J. Zhang,
The Steepest Descent Method for FBSDEs, Electronic Journal of
Probability, 10 (2005), 1468-1495.
J.
Zhang,
The Wellposedness of FBSDEs, Discrete and Continuous Dynamical
Systems-Series B, 6 (2006), 927-940.
J.
Zhang,
Rate of Convergence of Finite Difference Approximations for
Degenerate ODEs, Mathematics of Computation, 75 (256) (2006),
1755-1778.
J.
Cvitanic, X. Wan and J. Zhang,
Optimal contracts in
continuous-time models, Journal of Applied Mathematics and
Stochastic Analysis, Volume 2006 (2006), Article ID 95203.
J. Cvitanic
and J. Zhang,
Optimal Compensation with Adverse Selection and Dynamic Actions,
Mathematics and Financial Economics, 1 (1) (2007), 21-55.
C. Bender
and J. Zhang,
Time Discretization and Markovian
Iteration for Coupled FBSDEs, Annals of Applied Probability, 18 (1)
(2008), 143-177.
J.
Cvitanic, X. Wan, and J. Zhang, Principal agent problems with
exit options, B.E. Journal of Theoretical Economics, 8 (1)
(Contributions) (2008), Article 23.
J.
Ma, J. Zhang and Z. Zheng, Weak Solutions for Forward-Backward
SDEs
--- A Martingale Problem Approach, Annals of Probability, 36 (6)
(2008), 2092-2125.
J.
Cvitanic, X. Wan and J. Zhang,
Continuous-Time Principal-Agent Problems with Hidden Action and
Lump-Sum Payment, Applied Mathematics and Optimization, 59 (1)
(2009), 99-146.
S. Hamadene and J. Zhang, Switching problem and related system
of reflected BSDEs, Stochastic Processes and Their Applications, 120 (4), (2010), 403-426.
S. Hamadene and J. Zhang, The continuous time nonzero-sum Dynkin
game problem and application in game options, SIAM Journal of
Control and Optimization, 48 (5), (2010), 3659-3669.
M. Soner, N. Touzi and J. Zhang, , Martingale representation
theorem for the G-expectation, Stochastic Processes and Their Applications, 121 (2) (2011), 265-287.
M. Soner, N. Touzi and J. Zhang, , Quasi-sure Stochastic Analysis through Aggregation, Electronic Journal of Probability, 16 (2011), 1844-1879.
J. Ma and J.
Zhang, On weak solutions of FBSDEs, Probability Theory and Related Fields, 151 (2011), 475-507.
M. Soner, N. Touzi and J. Zhang, Wellposedness of Second Order Backward
SDEs, Probability Theory and Related Fields, 153 (2012), 149-190.
J. Cvitanic, J. Ma and J. Zhang , Law of Large Numbers for Self-Exciting
Correlated Defaults, Stochastic Processes and Their Applications, 122 (2012),
2781 - 2810.
J. Ma, H. Yin and J. Zhang, On Non-Markovian Forward Backward SDEs and
Backward Stochastic PDEs, Stochastic Processes and Their Applications,
122 (2012), no. 12, 3980–4004.