Halil Mete Soner 个人学术档案

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TOUZI NizarEcole Polytechnique在 polytechnique.edu 的电子邮件经过验证
Luigi AmbrosioScuola Normale Superiore, Pisa在 sns.it 的电子邮件经过验证
Steven ShreveProfessor of Mathematical Sciences, Carnegie Mellon University在 andrew.cmu.edu 的电子邮件经过验证
Robert JerrardProfessor of Mathematics, University of Toronto在 math.toronto.edu 的电子邮件经过验证
Yan DolinskyHebrew University在 mail.huji.ac.il 的电子邮件经过验证
Jianfeng ZhangDepartment of Mathematics, University of Southern California在 usc.edu 的电子邮件经过验证
A. Max ReppenQuestrom School of Business在 bu.edu 的电子邮件经过验证
Michael Crandallprofessor of mathematics emeritus, university of california, santa barbara在 math.ucsb.edu 的电子邮件经过验证
Jaksa CvitanicCaltech在 hss.caltech.edu 的电子邮件经过验证
Suresh SethiEugene McDermott Professor of Operations Management在 utdallas.edu 的电子邮件经过验证
Patrick CheriditoETH Zurich在 math.ethz.ch 的电子邮件经过验证
Erdinc AkyildirimUniversity of Bradford在 bradford.ac.uk 的电子邮件经过验证
Johannes Muhle-KarbeChair in Mathematical Finance, Imperial College London在 imperial.ac.uk 的电子邮件经过验证
jean-charles rochetToulouse School of Economics在 bf.uzh.ch 的电子邮件经过验证
Albert AltaroviciWaymo在 waymo.com 的电子邮件经过验证
Ioannis KaratzasProfessor of Mathematics, Columbia University在 columbia.edu 的电子邮件经过验证
Umut CetinProfessor in Statistics, LSE在 lse.ac.uk 的电子邮件经过验证
Darrell DuffieStanford University在 stanford.edu 的电子邮件经过验证
Marcel NutzDepartment of Statistics, Columbia University在 columbia.edu 的电子邮件经过验证
Alexandre RochESG UQAM, Finance Department在 uqam.ca 的电子邮件经过验证

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Halil Mete Soner

Department of Operations Research and Financial Engineering, Princeton University

在 princeton.edu 的电子邮件经过验证 - 首页

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


标题按引用次数排序按年份排序按标题排序	引用次数引用次数	年份
Controlled Markov processes and viscosity solutions WH Fleming, HM Soner Springer Science & Business Media, 2006	5964	2006
Optimal investment and consumption with transaction costs SE Shreve, HM Soner The Annals of Applied Probability, 609-692, 1994	842	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	735	1992
Optimal control with state-space constraint I HM Soner SIAM Journal on Control and Optimization 24 (3), 552-561, 1986	580	1986
Front propagation and phase field theory G Barles, HM Soner, PE Souganidis SIAM Journal on Control and Optimization 31 (2), 439-469, 1993	528	1993
Option pricing with transaction costs and a nonlinear Black-Scholes equation G Barles, HM Soner Finance and Stochastics, 1998	481	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	458	2003
Optimal control with state-space constraint. II HM Soner SIAM journal on control and optimization 24 (6), 1110-1122, 1986	377	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	373	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	338	2007
Level set approach to mean curvature flow in arbitrary codimension L Ambrosio, HM Soner Journal of differential geometry 43 (4), 693-737, 1996	337	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	330	1997
Wellposedness of second order backward SDEs HM Soner, N Touzi, J Zhang Probability Theory and Related Fields 153 (1), 149-190, 2012	322	2012
Motion of a set by the curvature of its boundary HM Soner Journal of Differential Equations 101 (2), 313-372, 1993	288	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	241	1997
The jacobian and the Ginzburg-Landau energy RL Jerrard, HM Soner Calculus of Variations and Partial Differential Equations 14 (2), 151-191, 2002	240	2002
Martingale representation theorem for the G-expectation HM Soner, N Touzi, J Zhang Stochastic Processes and their Applications 121 (2), 265-287, 2011	230	2011
Martingale optimal transport and robust hedging in continuous time Y Dolinsky, HM Soner Probability Theory and Related Fields 160 (1), 391-427, 2014	228	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	208	2002
Quasi-sure stochastic analysis through aggregation M Soner, N Touzi, J Zhang	192	2011

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