Ambiguous volatility and asset pricing in continuous time LG Epstein, S Ji Review of Financial Studies 26 (7), 1740-1786, 2013 | 214 | 2013 |

Ambiguous Volatility and Asset Pricing in Continuous Time LG Epstein, S Ji, MR Goetz, L Laeven, R Levine, G Jostova, S Nikolova, ... | 214* | |

Backward stochastic differential equations driven by G-Brownian motion M Hu, S Ji, S Peng, Y Song Stochastic Processes and their Applications 124 (1), 759-784, 2014 | 163 | 2014 |

Backward stochastic differential equations driven by G-Brownian motion,(2012) M Hu, S Ji, S Peng, Y Song arXiv preprint arXiv:1206.5889, 0 | 163* | |

Ambiguous volatility, possibility and utility in continuous time LG Epstein, S Ji Journal of Mathematical Economics 50, 269-282, 2014 | 159 | 2014 |

Comparison theorem, Feynman–Kac formula and Girsanov transformation for BSDEs driven by G-Brownian motion M Hu, S Ji, S Peng, Y Song Stochastic Processes and their Applications 124 (2), 1170-1195, 2014 | 146 | 2014 |

A maximum principle for stochastic optimal control with terminal state constraints, and its applications S Ji, XY Zhou Communications in Information & Systems 6 (4), 321-338, 2006 | 107 | 2006 |

Three algorithms for solving high-dimensional fully coupled fbsdes through deep learning S Ji, S Peng, Y Peng, X Zhang IEEE Intelligent Systems 35 (3), 71-84, 2020 | 49 | 2020 |

A global stochastic maximum principle for fully coupled forward-backward stochastic systems M Hu, S Ji, X Xue SIAM Journal on Control and Optimization 56 (6), 4309-4335, 2018 | 46 | 2018 |

Dynamic programming principle for stochastic recursive optimal control problem driven by a G-Brownian motion M Hu, S Ji Stochastic Processes and their Applications 127 (1), 107-134, 2017 | 31 | 2017 |

A stochastic recursive optimal control problem under the G-expectation framework M Hu, S Ji, S Yang Applied Mathematics & Optimization 70 (2), 253-278, 2014 | 31 | 2014 |

Terminal perturbation method for the backward approach to continuous time mean–variance portfolio selection S Ji, S Peng Stochastic Processes and their Applications 118 (6), 952-967, 2008 | 30 | 2008 |

A generalized Neyman–Pearson lemma for g-probabilities S Ji, XY Zhou Probability theory and related fields 148 (3-4), 645-669, 2010 | 28 | 2010 |

Sublinear Expectations and Martingales in discrete time S Cohen, S Ji, S Peng arXiv preprint arXiv:1104.5390, 2011 | 25 | 2011 |

Stochastic maximum principle for stochastic recursive optimal control problem under volatility ambiguity M Hu, S Ji arXiv preprint arXiv:1508.07693, 2015 | 24 | 2015 |

A maximum principle for fully coupled forward–backward stochastic control systems with terminal state constraints S Ji, Q Wei Journal of Mathematical Analysis and Applications 407 (2), 200-210, 2013 | 23 | 2013 |

Optimal learning under robustness and time-consistency LG Epstein, S Ji Operations Research, 2020 | 16 | 2020 |

Dual method for continuous-time Markowitz's problems with nonlinear wealth equations S Ji Journal of Mathematical Analysis and Applications 366 (1), 90-100, 2010 | 14 | 2010 |

The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation M Hu, S Ji, X Xue SIAM Journal on Control and Optimization 57 (6), 3911-3938, 2019 | 12 | 2019 |

An optimal insurance design problem under Knightian uncertainty C Bernard, S Ji, W Tian Decisions in Economics and Finance 36 (2), 99-124, 2013 | 12 | 2013 |