Halil Mete Soner

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TOUZI NizarEcole PolytechniqueEmail verificata su polytechnique.edu
Luigi AmbrosioScuola Normale Superiore, PisaEmail verificata su sns.it
Steven ShreveProfessor of Mathematical Sciences, Carnegie Mellon UniversityEmail verificata su andrew.cmu.edu
Robert JerrardProfessor of Mathematics, University of TorontoEmail verificata su math.toronto.edu
Yan DolinskyHebrew UniversityEmail verificata su mail.huji.ac.il
Jianfeng ZhangDepartment of Mathematics, University of Southern CaliforniaEmail verificata su usc.edu
A. Max ReppenQuestrom School of BusinessEmail verificata su bu.edu
Michael Crandallprofessor of mathematics emeritus, university of california, santa barbaraEmail verificata su math.ucsb.edu
Jaksa CvitanicCaltechEmail verificata su hss.caltech.edu
Suresh SethiEugene McDermott Professor of Operations ManagementEmail verificata su utdallas.edu
Patrick CheriditoETH ZurichEmail verificata su math.ethz.ch
Erdinc AkyildirimUniversity of NottinghamEmail verificata su nottingham.ac.uk
Johannes Muhle-KarbeChair in Mathematical Finance, Imperial College LondonEmail verificata su imperial.ac.uk
jean-charles rochetToulouse School of EconomicsEmail verificata su bf.uzh.ch
Albert AltaroviciWaymoEmail verificata su waymo.com
Ioannis KaratzasProfessor of Mathematics, Columbia UniversityEmail verificata su columbia.edu
Umut CetinProfessor in Statistics, LSEEmail verificata su lse.ac.uk
Darrell DuffieStanford UniversityEmail verificata su stanford.edu
Marcel NutzDepartment of Statistics, Columbia UniversityEmail verificata su columbia.edu
Alexandre RochESG UQAM, Finance DepartmentEmail verificata su uqam.ca

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Halil Mete Soner

Department of Operations Research and Financial Engineering, Princeton University

Email verificata su princeton.edu - Home page

Mathematical Finance Stochastic Optimal Control Nonlinear Partial Differential Equations Viscosity Solutions.


Titolo Ordina per citazioni Ordina per anno Ordina per titolo	Citata da Citata da	Anno
Controlled Markov processes and viscosity solutions WH Fleming, HM Soner Springer Science & Business Media, 2006	6056	2006
Optimal investment and consumption with transaction costs SE Shreve, HM Soner The Annals of Applied Probability, 609-692, 1994	856	1994
Phase transitions and generalized motion by mean curvature LC Evans, HM Soner, PE Souganidis Communications on Pure and Applied Mathematics 45 (9), 1097-1123, 1992	742	1992
Optimal control with state-space constraint I HM Soner SIAM Journal on Control and Optimization 24 (3), 552-561, 1986	590	1986
Front propagation and phase field theory G Barles, HM Soner, PE Souganidis SIAM Journal on Control and Optimization 31 (2), 439-469, 1993	537	1993
Option pricing with transaction costs and a nonlinear Black-Scholes equation G Barles, HM Soner Finance and Stochastics, 1998	493	1998
Lecture notes on optimal transport problems L Ambrosio, K Deckelnick, G Dziuk, M Mimura, VA Solonnikov, HM Soner, ... Mathematical Aspects of Evolving Interfaces: Lectures given at the CIM-CIME …, 2003	466	2003
Optimal control with state-space constraint. II HM Soner SIAM journal on control and optimization 24 (6), 1110-1122, 1986	386	1986
There is no nontrivial hedging portfolio for option pricing with transaction costs HM Soner, SE Shreve, J Cvitanic The Annals of Applied Probability 5 (2), 327-355, 1995	377	1995
Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs P Cheridito, HM Soner, N Touzi, N Victoir Communications on Pure and Applied Mathematics: A Journal Issued by the …, 2007	352	2007
Wellposedness of second order backward SDEs HM Soner, N Touzi, J Zhang Probability Theory and Related Fields 153 (1), 149-190, 2012	339	2012
Level set approach to mean curvature flow in arbitrary codimension L Ambrosio, HM Soner Journal of differential geometry 43 (4), 693-737, 1996	333	1996
Hedging in incomplete markets with HARA utility D Duffie, W Fleming, HM Soner, T Zariphopoulou Journal of Economic Dynamics and Control 21 (4-5), 753-782, 1997	332	1997
Motion of a set by the curvature of its boundary HM Soner Journal of Differential Equations 101 (2), 313-372, 1993	291	1993
Viscosity solutions: a primer M Bardi, MG Crandall, LC Evans, HM Soner, PE Souganidis, MG Crandall Viscosity Solutions and Applications: Lectures given at the 2nd Session of …, 1997	245	1997
The jacobian and the Ginzburg-Landau energy RL Jerrard, HM Soner Calculus of Variations and Partial Differential Equations 14 (2), 151-191, 2002	243	2002
Martingale optimal transport and robust hedging in continuous time Y Dolinsky, HM Soner Probability Theory and Related Fields 160 (1), 391-427, 2014	240	2014
Martingale representation theorem for the G-expectation HM Soner, N Touzi, J Zhang Stochastic Processes and their Applications 121 (2), 265-287, 2011	237	2011
Dynamic programming for stochastic target problems and geometric flows HM Soner, N Touzi Journal of the European Mathematical Society 4 (3), 201-236, 2002	214	2002
Quasi-sure stochastic analysis through aggregation M Soner, N Touzi, J Zhang	196	2011

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