Mean-field Langevin dynamics and energy landscape of neural networks K Hu, Z Ren, D Siska, L Szpruch Ann. Inst. H. Poincaré Probab. Statist. 57 (4), 2043-2065, 2021 | 106 | 2021 |
Comparison of viscosity solutions of fully nonlinear degenerate parabolic path-dependent PDEs Z Ren, N Touzi, J Zhang SIAM Journal on Mathematical Analysis 49 (5), 4093-4116, 2017 | 45 | 2017 |
An overview of viscosity solutions of path-dependent PDEs Z Ren, N Touzi, J Zhang Stochastic Analysis and Applications 2014: In Honour of Terry Lyons, 397-453, 2014 | 43 | 2014 |
On the convergence of monotone schemes for path-dependent PDEs Z Ren, X Tan Stochastic Processes and their Applications 127 (6), 1738-1762, 2017 | 40 | 2017 |
Second order backward SDE with random terminal time Y Lin, Z Ren, N Touzi, J Yang Electron. J. Probab. 25, 1-43, 2020 | 30 | 2020 |
Principal-agent problem with multiple principals K Hu, Z Ren, J Yang Stochastics 95 (5), 878-905, 2023 | 28 | 2023 |
Comparison of viscosity solutions of semi-linear path-dependent PDEs Z Ren, N Touzi, J Zhang SIAM Journal on Control and Optimization 58 (1), 277-302, 2020 | 25* | 2020 |
Principal-agent problem with common agency without communication T Mastrolia, Z Ren SIAM Journal on Financial Mathematics 9 (2), 775-799, 2018 | 25 | 2018 |
Uniform-in-time propagation of chaos for mean field Langevin dynamics F Chen, Z Ren, S Wang arXiv preprint arXiv:2212.03050, 2022 | 24 | 2022 |
Random horizon principal-agent problems Y Lin, Z Ren, N Touzi, J Yang SIAM Journal on Control and Optimization 60 (1), 355-384, 2022 | 22 | 2022 |
Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations Z Ren Ann. Appl. Probab. 26 (6), 3381-3414, 2016 | 20 | 2016 |
Ergodicity of the underdamped mean-field Langevin dynamics A Kazeykina, Z Ren, X Tan, J Yang The Annals of Applied Probability 34 (3), 3181-3226, 2024 | 18* | 2024 |
Viscosity solutions of path-dependent PDEs with randomized time Z Ren, M Rosestolato SIAM Journal on Mathematical Analysis 52 (2), 1943-1979, 2020 | 18 | 2020 |
Game on Random Environment, Mean-field Langevin System and Neural Networks G Conforti, A Kazeykina, Z Ren Mathematics of Operations Research 48 (1), 78-99, 2020 | 17 | 2020 |
Mean-field langevin system, optimal control and deep neural networks K Hu, A Kazeykina, Z Ren arXiv preprint arXiv:1909.07278, 2019 | 17 | 2019 |
Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation J Ma, Z Ren, N Touzi, J Zhang Ann. Inst. H. Poincaré Probab. Statist. 52 (3), 1196-1216, 2016 | 15 | 2016 |
A dual algorithm for stochastic control problems: Applications to uncertain volatility models and CVA P Henry-Labordere, C Litterer, Z Ren SIAM Journal on Financial Mathematics 7 (1), 159-182, 2016 | 11 | 2016 |
Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics F Chen, Y Lin, Z Ren, S Wang Electronic Journal of Probability 29, 1-43, 2024 | 10 | 2024 |
Mean field games with branching J Claisse, Z Ren, X Tan The Annals of Applied Probability 33 (2), 1034-1075, 2023 | 10 | 2023 |
Mean field optimization problem regularized by fisher information J Claisse, G Conforti, Z Ren, S Wang arXiv preprint arXiv:2302.05938, 2023 | 10 | 2023 |