Zhenjie Ren

1. Mean-Field Langevin Dynamics and Energy Landscape of Neural Networks
   2019/05/19 by Kaitong Hu, Zhenjie Ren, Hu, Kaitong +5 · 4 citations
   Computer Science · Mathematics · Medicine · #37M25 #60H30 #Advanced Neuroimaging Techniques and Applications #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Markov Chains and Monte Carlo Methods #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic Gradient Optimization Techniques
2. Ergodicity of the underdamped mean-field Langevin dynamics
   2020/07/29 by Anna Kazeykina, Kazeykina, Anna, Zhenjie Ren +5 · 2 citations
   Physics and Astronomy · Mathematics · #Model Reduction and Neural Networks #Markov Chains and Monte Carlo Methods #Quantum many-body systems
3. Second order backward SDE with random terminal time
   2018/02/06 by Yiqing Lin, Zhenjie Ren, Lin, Yiqing +5 · 2 citations
   Economics, Econometrics and Finance · Engineering · #60H10 #60H30 #FOS: Mathematics #Financial Risk and Volatility Modeling #Fluid Dynamics and Turbulent Flows #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications
4. On the convergence of monotone schemes for path-dependent PDEs
   2017/06/01 by Zhenjie Ren, Xiaolu Tan · 1 citation
5. Principal-agent problem with multiple principals
   2019/03/30 by Kaitong Hu, Zhenjie Ren, Hu, Kaitong +3 · 1 citation
   Economics, Econometrics and Finance · #Stochastic processes and financial applications
6. Mean Field Games with Branching
   2019/12/26 by Julien Claisse, Zhenjie Ren, Claisse, Julien +3 · 1 citation
   Economics, Econometrics and Finance · Mathematics · #60J80 #91A13 #93E20 #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
7. Perron's method for viscosity solutions of semilinear path dependent PDEs
   2015/03/07 by Zhenjie Ren, Ren, Zhenjie · 1 citation
   Computer Science · Economics, Econometrics and Finance · Mathematics · #35A01 #35B51 #35D40 #60G40 #Advanced Mathematical Modeling in Engineering #Analysis of PDEs (math.AP) #FOS: Mathematics #Nonlinear Partial Differential Equations #Probability (math.PR) #Stochastic processes and financial applications
8. Exponential Convergence of the Sinkhorn Algorithm for the Schrödinger Bridge with Regime Switching
   2026/07/21 by Katharina Eichinger, Anna Kazeykina, Zhenjie Ren +1
   #math.PR