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Zhenjie Ren

Mean-field Langevin dynamics and energy landscape of neural networks
2021 · Kaitong Hu, Zhenjie Ren, et al. · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 98
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Uniform-in-time propagation of chaos for mean field Langevin dynamics
2025 · Fan Chen, Zhenjie Ren, et al. · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 48
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Comparison of Viscosity Solutions of Fully Nonlinear Degenerate Parabolic Path-Dependent PDEs
2017 · Zhenjie Ren, Nizar Touzi, et al. · SIAM Journal on Mathematical Analysis · 46
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On the convergence of monotone schemes for path-dependent PDEs
2016 · Zhenjie Ren, Xiaolu Tan · Stochastic Processes and their Applications · 34
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Second order backward SDE with random terminal time
2020 · Yiqing Lin, Zhenjie Ren, et al. · Electronic Journal of Probability · 32
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An Overview of Viscosity Solutions of Path-Dependent PDEs
2014 · Zhenjie Ren, Nizar Touzi, et al. · Springer proceedings in mathematics & statistics · 31
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Comparison of Viscosity Solutions of Semilinear Path-Dependent PDEs
2020 · Zhenjie Ren, Nizar Touzi, et al. · SIAM Journal on Control and Optimization · 30
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Random Horizon Principal-Agent Problems
2022 · Yiqing Lin, Zhenjie Ren, et al. · SIAM Journal on Control and Optimization · 28
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Principal-agent problem with multiple principals
2022 · Kaitong Hu, Zhenjie Ren, et al. · Stochastics · 27
Uniform-in-time propagation of chaos for kinetic mean field Langevin dynamics
2024 · Fan Chen, Yiqing Lin, et al. · Electronic Journal of Probability · 24
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Time-uniform log-Sobolev inequalities and applications to propagation of chaos
2024 · Pierre Monmarché, Zhenjie Ren, et al. · Electronic Journal of Probability · 24
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Principal-Agent Problem with Common Agency Without Communication
2018 · Thibaut Mastrolia, Zhenjie Ren · SIAM Journal on Financial Mathematics · 21
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Ergodicity of the underdamped mean-field Langevin dynamics
2024 · Anna Kazeykina, Zhenjie Ren, et al. · The Annals of Applied Probability · 20
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Viscosity Solutions of Path-Dependent PDEs with Randomized Time
2020 · Zhenjie Ren, Mauro Rosestolato · SIAM Journal on Mathematical Analysis · 20
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Viscosity solutions of fully nonlinear elliptic path dependent partial differential equations
2016 · Zhenjie Ren · The Annals of Applied Probability · 18
Mean-field Langevin System, Optimal Control and Deep Neural Networks
2019 · Hu, Kaitong, Kazeykina, Anna, et al. · arXiv (Cornell University) · 15
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Mean field games with branching
2023 · Julien Claisse, Zhenjie Ren, et al. · The Annals of Applied Probability · 14
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Game on Random Environment, Mean-Field Langevin System, and Neural Networks
2022 · Giovanni Conforti, Anna Kazeykina, et al. · Mathematics of Operations Research · 14
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Mean field optimization problem regularized by Fisher information
2026 · Julien Claisse, Giovanni Conforti, et al. · The Annals of Applied Probability · 12
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Convergence of Sinkhorn’s Algorithm for Entropic Martingale Optimal Transport Problem
2026 · Fan Chen, Giovanni Conforti, et al. · Mathematics of Operations Research · 9
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Self-interacting approximation to McKean–Vlasov long-time limit: A Markov chain Monte Carlo method
2025 · Kai Du, Zhenjie Ren, et al. · Journal de Mathématiques Pures et Appliquées · 9
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Entropic Optimal Planning for Path-Dependent Mean Field Games
2023 · Zhenjie Ren, Xiaolu Tan, et al. · SIAM Journal on Control and Optimization · 9
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Entropic turnpike estimates for the kinetic Schrödinger problem
2022 · Alberto Chiarini, Giovanni Conforti, et al. · Electronic Journal of Probability · 9
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Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation
2016 · Jin Ma, Zhenjie Ren, et al. · Annales de l Institut Henri Poincaré Probabilités et Statistiques · 8
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A Dual Algorithm for Stochastic Control Problems: Applications to Uncertain Volatility Models and CVA
2016 · Pierre Henry-Labordère, Christian Litterer, et al. · SIAM Journal on Financial Mathematics · 8
Works count: 51
Citation count: 674
H-index: 15
I10-index: 19
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