| Superposition and mimicking theorems for conditional McKean–Vlasov equations D Lacker, M Shkolnikov, J Zhang Journal of the European Mathematical Society, 2022 | 34 | 2022 |
| Inverting the Markovian projection, with an application to local stochastic volatility models D Lacker, M Shkolnikov, J Zhang The Annals of Probability 48 (5), 2189-2211, 2020 | 29 | 2020 |
| Optimization frameworks and sensitivity analysis of Stackelberg mean-field games X Guo, A Hu, J Zhang arXiv preprint arXiv:2210.04110, 2022 | 6 | 2022 |
| Dynamics of observables in rank-based models and performance of functionally generated portfolios SAA Monter, M Shkolnikov, J Zhang The Annals of Applied Probability 29 (5), 2849-2883, 2019 | 5 | 2019 |
| Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents T Mastrolia, J Zhang arXiv preprint arXiv:2207.11087, 2022 | 3 | 2022 |
| Deep Learning for Population-Dependent Controls in Mean Field Control Problems G Dayanikli, M Lauriere, J Zhang arXiv preprint arXiv:2306.04788, 2023 | 2 | 2023 |
| On time-consistent equilibrium stopping under aggregation of diverse discount rates S Deng, X Yu, J Zhang arXiv preprint arXiv:2302.07470, 2023 | 2 | 2023 |
| Stationary solutions and local equations for interacting diffusions on regular trees D Lacker, J Zhang Electronic Journal of Probability 28, 1-37, 2023 | 2 | 2023 |
| Topics in McKean-Vlasov Equations: Rank-Based Dynamics and Markovian Projection with Applications in Finance and Stochastic Control J Zhang Princeton University, 2021 | 2 | 2021 |
