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
Michael Crandallprofessor of mathematics emeritus, university of california, santa barbaraEmail verificata su math.ucsb.edu
A. Max ReppenQuestrom School of BusinessEmail verificata su bu.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 BradfordEmail verificata su bradford.ac.uk
Johannes Muhle-KarbeChair in Mathematical Finance, Imperial College LondonEmail verificata su imperial.ac.uk
jean-charles rochetUniversity of GenevaEmail verificata su bf.uzh.ch
Ioannis KaratzasProfessor of Mathematics, Columbia UniversityEmail verificata su columbia.edu
Umut CetinProfessor in Statistics, LSEEmail verificata su lse.ac.uk
Albert AltaroviciWaymoEmail verificata su waymo.com
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	5646	2006
Optimal investment and consumption with transaction costs SE Shreve, HM Soner The Annals of Applied Probability, 609-692, 1994	802	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	696	1992
Optimal control with state-space constraint I HM Soner SIAM Journal on Control and Optimization 24 (3), 552-561, 1986	541	1986
Front propagation and phase field theory G Barles, HM Soner, PE Souganidis SIAM Journal on Control and Optimization 31 (2), 439-469, 1993	509	1993
Option pricing with transaction costs and a nonlinear Black-Scholes equation G Barles, HM Soner Finance and Stochastics, 1998	471	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	440	2003
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	370	1995
Optimal control with state-space constraint. II HM Soner SIAM journal on control and optimization 24 (6), 1110-1122, 1986	348	1986
Level set approach to mean curvature flow in arbitrary codimension L Ambrosio, HM Soner Journal of differential geometry 43 (4), 693-737, 1996	326	1996
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	313	2007
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	313	1997
Wellposedness of second order backward SDEs HM Soner, N Touzi, J Zhang Probability Theory and Related Fields 153 (1-2), 149-190, 2012	298	2012
Motion of a set by the curvature of its boundary HM Soner Journal of Differential Equations 101 (2), 313-372, 1993	280	1993
The jacobian and the Ginzburg-Landau energy RL Jerrard, HM Soner Calculus of Variations and Partial Differential Equations 14 (2), 151-191, 2002	227	2002
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	224	1997
Martingale representation theorem for the G-expectation HM Soner, N Touzi, J Zhang Stochastic Processes and their Applications 121 (2), 265-287, 2011	213	2011
Martingale optimal transport and robust hedging in continuous time Y Dolinsky, HM Soner Probability Theory and Related Fields 160 (1-2), 391-427, 2014	203	2014
Dynamic programming for stochastic target problems and geometric flows HM Soner, N Touzi Journal of the European Mathematical Society 4 (3), 201-236, 2002	187	2002
Quasi-sure stochastic analysis through aggregation M Soner, N Touzi, J Zhang	182	2011

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