| Forward-backward stochastic differential equations and their applications J Ma, J Yong Springer Berlin Heidelberg, 1999 | 1128 | 1999 |
| Solving forward-backward stochastic differential equations explicitly—a four step scheme J Ma, P Protter, J Yong Probability theory and related fields 98 (3), 339-359, 1994 | 1030 | 1994 |
| Hedging options for a large investor and forward-backward SDE's J Cvitanić, J Ma The annals of applied probability 6 (2), 370-398, 1996 | 303 | 1996 |
| Numerical methods for forward-backward stochastic differential equations J Douglas Jr, J Ma, P Protter The Annals of Applied Probability 6 (3), 940-968, 1996 | 269 | 1996 |
| Numberical method for backward stochastic differential equations J Ma, P Protter, J San Martín, S Torres The Annals of Applied Probability 12 (1), 302-316, 2002 | 250 | 2002 |
| On well-posedness of forward–backward SDEs—A unified approach J Ma, Z Wu, D Zhang, J Zhang | 222 | 2015 |
| Representation theorems for backward stochastic differential equations J Ma, J Zhang The annals of applied probability 12 (4), 1390-1418, 2002 | 197 | 2002 |
| Stochastic viscosity solutions for nonlinear stochastic partial differential equations. Part I R Buckdahn, J Ma Stochastic processes and their applications 93 (2), 181-204, 2001 | 149 | 2001 |
| Adapted solution of a degenerate backward SPDE, with applications J Ma, J Yong Stochastic processes and their applications 70 (1), 59-84, 1997 | 121 | 1997 |
| A stochastic maximum principle for general mean-field systems R Buckdahn, J Li, J Ma Applied Mathematics & Optimization 74 (3), 507-534, 2016 | 116 | 2016 |
| Backward SDEs with constrained jumps and quasi-variational inequalities I Kharroubi, J Ma, H Pham, J Zhang | 115 | 2010 |
| On linear, degenerate backward stochastic partial differential equations J Ma, J Yong Probability Theory and Related Fields 113 (2), 135-170, 1999 | 112 | 1999 |
| On semi-linear degenerate backward stochastic partial differential equations Y Hu, J Ma, J Yong Probability Theory and Related Fields 123 (3), 381-411, 2002 | 110 | 2002 |
| Black's consol rate conjecture D Duffie, J Ma, J Yong The Annals of Applied Probability, 356-382, 1995 | 105 | 1995 |
| Solvability of forward-backward SDEs and the nodal set of Hamilton-Jacobi-Bellman equations J Ma, J Yong | 89 | 1993 |
| On numerical approximations of forward-backward stochastic differential equations J Ma, J Shen, Y Zhao SIAM Journal on Numerical Analysis 46 (5), 2636-2661, 2008 | 88 | 2008 |
| Reflected forward‐backward SDEs and obstacle problems with boundary conditions J Ma, J Cvitanić International Journal of Stochastic Analysis 14 (2), 113-138, 2001 | 88 | 2001 |
| On non-Markovian forward–backward SDEs and backward stochastic PDEs J Ma, H Yin, J Zhang Stochastic Processes and their Applications 122 (12), 3980-4004, 2012 | 87 | 2012 |
| A mean-field stochastic control problem with partial observations R Buckdahn, J Li, J Ma | 83 | 2017 |
| Representations and regularities for solutions to BSDEs with reflections J Ma, J Zhang Stochastic processes and their applications 115 (4), 539-569, 2005 | 79 | 2005 |
