Zhenjie Ren

About me

I am now an assistant professor (maître de conférence) at CEREMADE in Université Paris-Dauphine. My research so far has focused on topics closely related to the stochastic control theory, such as

    • Path-dependent Partial Differential Equations
    • Backward Stochastic Differential Equations
    • Mean-field Games
    • McKean-Vlasov Stochastic Differential Equations/Propagation of Chaos
    • Numerical Solutions to Stochastic Control Problems

You can visit Google Scholar for my publications. Click here for a complete CV.


Here are some corrected exercises: TD1, TD2, TD3, TD4, TD5, TD6

As for exercises, one may check this list. One may also refer to the exam and the rattrapage of last year.


Telephone : +33 (0) 1 44 05 6061

Fax : +33 (0)1 44 05 45 99

Office : C618

Email : ren(at)ceremade(dot)dauphine(dot)fr