Jianfeng Zhang

Jianfeng Zhang is a Professor in the Department of Mathematics at the University of Southern California (USC). His research focuses on Stochastic Analysis, Backward Stochastic Differential Equations, Stochastic Controls and Games, Stochastic Numerics, and Mathematical Finance. He earned his Ph.D. in Mathematics from Purdue University in 2001, preceded by an M.S. in Computational Finance and a B.S. in Mathematics from Fudan University.

Prof. Zhang has held faculty positions at USC since 2003, advancing from Assistant Professor (2003–2007) to Associate Professor (2007–2012) and his current rank (2012–present). His academic career also includes a Visiting Assistant Professorship at the University of Minnesota (2001–2003).

His research interests emphasize theoretical advancements in stochastic processes and their applications to finance and control theory. Key contributions include works on Mean Field Games, Viscosity Solutions, and Optimal Stopping Problems. He co-authored Contract Theory in Continuous-Time Models (2012) and Backward Stochastic Differential Equations (2017).

Recent publications explore topics such as stochastic volatility control, viscosity solutions for master equations, and dynamic programming in mean field settings. His work often bridges theoretical rigor with applications in finance and optimal control.