157 citations · 353 across the 21 of their papers we have counts for
23 papers
Schrödinger bridge for generative AI: Soft-constrained formulation and convergence analysis
Jin Ma, Ying Tan, Renyuan Xu
Generative AI can be framed as the problem of learning a model that maps simple reference measures into complex data distributions, and it has recently found a strong connection to…
Superpositions for General Conditional Mckean-Vlasov Stochastic Differential Equations
Qi Feng, Jin Ma
In this paper, we study the connection between a general class of Conditional Mckean-Vlasov Stochastic Differential Equations (CMVSDEs) and its corresponding (infinite dimensional)…
Path-Regularity and Martingale Properties of Set-Valued Stochastic Integrals
Çağın Ararat, Jin Ma
In this paper we study the path-regularity and martingale properties of the set-valued stochastic integrals defined in our previous work Ararat et al. (2023). Such integrals have s…
A General Conditional McKean-Vlasov Stochastic Differential Equation
Rainer Buckdahn, Juan Li, Jin Ma
In this paper we consider a class of {\it conditional McKean-Vlasov SDEs} (CMVSDE for short). Such an SDE can be considered as an extended version of McKean-Vlasov SDEs with common…
Set-Valued Backward Stochastic Differential Equations
Çağın Ararat, Jin Ma, Wenqian Wu
In this paper, we establish an analytic framework for studying set-valued backward stochastic differential equations (set-valued BSDE), motivated largely by the current studies of…
Equilibrium Model of Limit Order Books: A Mean-field Game View
Jin Ma, Eunjung Noh
In this paper we study a continuous time equilibrium model of limit order book (LOB) in which the liquidity dynamics follows a non-local, reflected mean-field stochastic differenti…