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Zhenjie Ren
Zhenjie Ren
在 ceremade.dauphine.fr 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
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
1062021
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
452017
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
432014
On the convergence of monotone schemes for path-dependent PDEs
Z Ren, X Tan
Stochastic Processes and their Applications 127 (6), 1738-1762, 2017
402017
Second order backward SDE with random terminal time
Y Lin, Z Ren, N Touzi, J Yang
Electron. J. Probab. 25, 1-43, 2020
302020
Principal-agent problem with multiple principals
K Hu, Z Ren, J Yang
Stochastics 95 (5), 878-905, 2023
282023
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
252018
Uniform-in-time propagation of chaos for mean field Langevin dynamics
F Chen, Z Ren, S Wang
arXiv preprint arXiv:2212.03050, 2022
242022
Random horizon principal-agent problems
Y Lin, Z Ren, N Touzi, J Yang
SIAM Journal on Control and Optimization 60 (1), 355-384, 2022
222022
Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations
Z Ren
Ann. Appl. Probab. 26 (6), 3381-3414, 2016
202016
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
182020
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
172020
Mean-field langevin system, optimal control and deep neural networks
K Hu, A Kazeykina, Z Ren
arXiv preprint arXiv:1909.07278, 2019
172019
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
152016
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
112016
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
102024
Mean field games with branching
J Claisse, Z Ren, X Tan
The Annals of Applied Probability 33 (2), 1034-1075, 2023
102023
Mean field optimization problem regularized by fisher information
J Claisse, G Conforti, Z Ren, S Wang
arXiv preprint arXiv:2302.05938, 2023
102023
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