Jin Ma

Jin Ma is a Professor in the Department of Mathematics at the University of Southern California (USC), where he has served since 2007. He previously held professorships at Purdue University (1994–2008). His research focuses on stochastic analysis, stochastic differential equations, mathematical finance, and control theory. He directs USC's Mathematical Finance Program and serves on editorial boards for journals like Probability, Uncertainty and Quantitative Risk and SIAM Journal on Control and Optimization.

Ma received his Ph.D. in Mathematics from the University of Minnesota (1992) and M.S./B.S. in Applied Mathematics from Fudan University (1985/1982). His work bridges theoretical stochastic analysis and applied domains like finance and insurance, with notable contributions to forward-backward SDEs and mean-field games.

Research Highlights:

• Developed frameworks for stochastic control and backward SDEs in financial and insurance contexts.
• Advanced mean-field game models for limit order book dynamics and equilibrium analysis.
• Explored set-valued stochastic differential equations and their applications in risk management.

Grants & Advising: Advised numerous graduate students in stochastic processes and mathematical finance. Research supported by NSF grants and industry collaborations.