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Author ID: soner.halil-mete Recent zbMATH articles by "Soner, Halil Mete"
Published as: Soner, H. Mete; Soner, Halil Mete; Soner, H. M.; Soner, H. Meté; Soner, Mete
Homepage: https://people.math.ethz.ch/~hmsoner/
External Links: MGP · Wikidata · Math-Net.Ru · dblp · GND · IdRef · theses.fr
all top 5

Serials

16 SIAM Journal on Control and Optimization
7 Finance and Stochastics
5 The Annals of Applied Probability
4 Archive for Rational Mechanics and Analysis
4 Applied Mathematics and Optimization
4 Mathematics of Operations Research
4 Communications in Partial Differential Equations
4 Stochastic Processes and their Applications
4 Mathematical Finance
3 The Annals of Probability
2 Communications on Pure and Applied Mathematics
2 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV
2 Journal of Differential Equations
2 Journal of Functional Analysis
2 Journal of Optimization Theory and Applications
2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
2 Probability Theory and Related Fields
2 The Journal of Geometric Analysis
2 Mathematical Methods of Operations Research
2 Nonlinear Analysis. Real World Applications
2 Stochastics
2 SIAM Journal on Financial Mathematics
1 Communications in Mathematical Physics
1 Stochastics
1 Econometrica
1 Indiana University Mathematics Journal
1 Journal of Differential Geometry
1 Journal of Mathematical Economics
1 Mathematische Annalen
1 Quarterly of Applied Mathematics
1 Journal of Economic Dynamics & Control
1 Journal of Theoretical Probability
1 Asymptotic Analysis
1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
1 SIAM Journal on Mathematical Analysis
1 Calculus of Variations and Partial Differential Equations
1 Electronic Journal of Probability
1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique
1 International Journal of Theoretical and Applied Finance
1 Journal of the European Mathematical Society (JEMS)
1 Probability in the Engineering and Informational Sciences
1 Journal of Industrial and Management Optimization
1 Stochastic Modelling and Applied Probability
1 Mathematics and Financial Economics
1 Communications in Applied and Industrial Mathematics
1 Nonlinear Analysis. Theory, Methods & Applications
1 Applications of Mathematics

Publications by Year

Citations contained in zbMATH Open

106 Publications have been cited 4,252 times in 3,031 Documents Cited by Year
Controlled Markov processes and viscosity solutions. Zbl 0773.60070
Fleming, Wendell H.; Soner, H. Mete
645
1993
Controlled Markov processes and viscosity solutions. 2nd ed. Zbl 1105.60005
Fleming, Wendell H.; Soner, H. Mete
589
2006
Phase transitions and generalized motion by mean curvature. Zbl 0801.35045
Evans, L. C.; Soner, H. M.; Souganidis, P. E.
222
1992
Optimal investment and consumption with transaction costs. Zbl 0813.60051
Shreve, S. E.; Soner, H. M.
167
1994
Optimal control with state-space constraint. I. Zbl 0597.49023
Soner, Halil Mete
160
1986
Front propagation and phase field theory. Zbl 0785.35049
Barles, G.; Soner, H. M.; Souganidis, P. E.
136
1993
Wellposedness of second order backward SDEs. Zbl 1252.60056
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
118
2012
Option pricing with transaction costs and a nonlinear Black-Scholes equation. Zbl 0915.35051
Barles, Guy; Soner, Halil Mete
113
1998
Optimal control with state-space constraint. II. Zbl 0619.49013
Soner, Halil Mete
98
1986
The Jacobian and the Ginzburg-Landau energy. Zbl 1034.35025
Jerrard, Robert L.; Soner, Halil Mete
96
2002
Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
90
2011
Martingale optimal transport and robust hedging in continuous time. Zbl 1305.91215
Dolinsky, Yan; Soner, H. Mete
88
2014
Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs. Zbl 1121.60062
Cheridito, Patrick; Soner, H. Mete; Touzi, Nizar; Victoir, Nicolas
86
2007
Level set approach to mean curvature flow in arbitrary codimension. Zbl 0868.35046
Ambrosio, Luigi; Soner, Halil Mete
83
1996
Motion of a set by the curvature of its boundary. Zbl 0769.35070
Soner, Halil Mete
76
1993
There is no nontrivial hedging portfolio for option pricing with transaction costs. Zbl 0837.90012
Soner, H. M.; Shreve, S. E.; Cvitanić, J.
69
1995
Hedging in incomplete markets with HARA utility. Zbl 0899.90026
Duffie, Darrell; Fleming, Wendell; Soner, H. Mete; Zariphopoulou, Thaleia
64
1997
Dynamics of Ginzburg-Landau vortices. Zbl 0923.35167
Jerrard, Robert Leon; Soner, Halil Mete
60
1998
Quasi-sure stochastic analysis through aggregation. Zbl 1245.60062
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
56
2011
Dual formulation of second order target problems. Zbl 1293.60063
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
53
2013
Dynamic programming for stochastic target problems and geometric flows. Zbl 1003.49003
Soner, H. Mete; Touzi, Nizar
44
2002
Regularity of the value function for a two-dimensional singular stochastic control problem. Zbl 0685.93076
Soner, H. Mete; Shreve, Steven E.
43
1989
Functions of bounded higher variation. Zbl 1057.49036
Jerrard, R. L.; Soner, H. M.
40
2002
Stochastic target problems, dynamic programming, and viscosity solutions. Zbl 1011.49019
Soner, H. Mete; Touzi, Nizar
37
2002
A measure theoretic approach to higher codimension mean curvature flows. Zbl 1043.35136
Ambrosio, Luigi; Soner, Halil Mete
35
1997
Option hedging for small investors under liquidity costs. Zbl 1226.91072
Çetin, Umut; Soner, H. Mete; Touzi, Nizar
35
2010
Asymptotic expansions for Markov processes with Lévy generators. Zbl 0713.60085
Fleming, W. H.; Soner, H. M.
33
1989
Robust hedging with proportional transaction costs. Zbl 1304.91189
Dolinsky, Yan; Soner, H. Mete
30
2014
Martingale optimal transport in the Skorokhod space. Zbl 1337.91092
Dolinsky, Yan; Soner, H. Mete
30
2015
Superhedging and dynamic risk measures under volatility uncertainty. Zbl 1263.91026
Nutz, Marcel; Soner, H. Mete
29
2012
Convergence of the phase-field equations to the Mullins-Sekerka problem with kinetic undercooling. Zbl 0829.73010
Soner, H. Mete
28
1995
Singularities and uniqueness of cylindrically symmetric surfaces moving by mean curvature. Zbl 0804.53006
Soner, H. M.; Souganidis, P. E.
27
1993
An optimal stochastic production planning problem with randomly fluctuating demand. Zbl 0635.93077
Fleming, W. H.; Sethi, S. P.; Soner, H. M.
26
1987
Superreplication under gamma constraints. Zbl 0960.91036
Soner, H. Mete; Touzi, Nizar
26
2000
Hedging with temporary price impact. Zbl 1409.91226
Bank, Peter; Soner, H. Mete; Voß, Moritz
26
2017
Backward stochastic differential equations with constraints on the gains-process. Zbl 0935.60039
Cvitanić, Jakša; Karatzas, Ioannis; Soner, H. Mete
24
1998
Optimal control of jump-Markov processes and viscosity solutions. Zbl 0850.93889
Soner, Halil Mete
23
1988
Homogenization and asymptotics for small transaction costs. Zbl 1280.91158
Soner, H. Mete; Touzi, Nizar
23
2013
A viscosity solution approach to the asymptotic analysis of queueing systems. Zbl 0715.60035
Dupuis, Paul; Ishii, Hitoshi; Soner, H. Meté
23
1990
Generalized one-sided estimates for solutions of Hamilton-Jacobi equations and applications. Zbl 0681.49030
Cannarsa, Piermarco; Soner, Halil Mete
22
1989
Limiting behavior of the Ginzburg-Landau functional. Zbl 1028.49015
Jerrard, Robert L.; Soner, Halil Mete
22
2002
On the propagation of singularities of semi-convex functions. Zbl 0874.49041
Ambrosio, L.; Cannarsa, P.; Soner, H. M.
21
1993
Ginzburg-Landau equation and motion by mean curvature. I: Convergence. Zbl 0935.35060
Soner, Halil Mete
21
1997
The multi-dimensional super-replication problem under gamma constraints. Zbl 1078.91010
Cheridito, Patrick; Soner, H. Mete; Touzi, Nizar
21
2005
Weak approximation of \(G\)-expectations. Zbl 1259.60073
Dolinsky, Yan; Nutz, Marcel; Soner, H. Mete
20
2012
Scaling limits and regularity results for a class of Ginzburg-Landau systems. Zbl 0944.35006
Jerrard, Robert L.; Soner, Halil Mete
20
1999
Duality and convergence for binomial markets with friction. Zbl 1277.91157
Dolinsky, Yan; Soner, Halil Mete
20
2013
A free boundary problem related to singular stochastic control: The parabolic case. Zbl 0746.35058
Soner, H. M.; Shreve, S. E.
17
1991
On the singularities of the viscosity solutions to Hamilton-Jacobi- Bellman equations. Zbl 0612.70016
Cannarsa, Piermarco; Soner, Halil Mete
16
1987
On the Hamilton-Jacobi-Bellmann equations in Banach spaces. Zbl 0622.49010
Soner, H. Mete
16
1988
A stochastic representation for mean curvature type geometric flows. Zbl 1080.60076
Soner, H. Mete; Touzi, Nizar
16
2003
Ginzburg-Landau equation and motion by mean curvature. II: Development of the initial interface. Zbl 0935.35061
Soner, Halil Mete
16
1997
Homogenization and asymptotics for small transaction costs: the multidimensional case. Zbl 1366.91144
Possamaï, Dylan; Soner, H. Mete; Touzi, Nizar
15
2015
Asymptotics for fixed transaction costs. Zbl 1336.91062
Altarovici, Albert; Muhle-Karbe, Johannes; Soner, Halil Mete
15
2015
Liquidity in a binomial market. Zbl 1277.91170
Gökay, Selim; Soner, Halil Mete
14
2012
A stochastic representation for the level set equations. Zbl 1036.49010
Soner, H. Mete; Touzi, Nizar
14
2002
Anisotropic motion of an interface relaxed by the formation of infinitesimal wrinkles. Zbl 0828.35054
Gurtin, M. E.; Soner, H. M.; Souganidis, P. E.
13
1995
Vortex density models for superconductivity and superfluidity. Zbl 1269.82070
Baldo, S.; Jerrard, R. L.; Orlandi, G.; Soner, H. M.
13
2013
A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces. Zbl 0745.49025
Cannarsa, Piermarco; Gozzi, Fausto; Soner, Halil Mete
12
1991
Regularity and convergence of crystalline motion. Zbl 0963.35082
Ishii, Katsuyuki; Soner, Halil Mete
12
1999
Liquidity models in continuous and discrete time. Zbl 1230.91201
Gökay, Selim; Roch, Alexandre F.; Soner, H. Mete
12
2011
Convergence of Ginzburg-Landau functionals in three-dimensional superconductivity. Zbl 1255.35201
Baldo, S.; Jerrard, R. L.; Orlandi, G.; Soner, H. M.
12
2012
A dynamic programming approach to nonlinear boundary control problems of parabolic type. Zbl 0823.49017
Cannarsa, Piermarco; Gozzi, Fausto; Soner, Halil Mete
11
1993
The dynamic programming equation for second order stochastic target problems. Zbl 1229.91324
Soner, H. Mete; Touzi, Nizar
11
2009
Turnpike sets and their analysis in stochastic production planning problems. Zbl 0770.90030
Sethi, S.; Soner, H. M.; Zhang, Q.; Jiang, J.
10
1992
Heavy traffic convergence of a controlled, multiclass queueing system. Zbl 0866.90061
Martins, L. F.; Shreve, S. E.; Soner, H. M.
10
1996
Resilient price impact of trading and the cost of illiquidity. Zbl 1295.91047
Roch, Alexandre; Soner, H. Mete
10
2013
Three-phase boundary motions under constant velocities. I: The vanishing surface tension limit. Zbl 0861.35122
Reitich, Fernando; Soner, H. Mete
9
1996
Optimal dividend policy with random interest rates. Zbl 1296.91274
Akyildirim, Erdinç; Güney, I. Ethem; Rochet, Jean-Charles; Soner, H. Mete
9
2014
An asymptotic analysis of hierarchical control of manufacturing systems under uncertainty. Zbl 0742.90037
Lehoczky, John; Sethi, Suresh P.; Soner, H. M.; Taksar, Michael I.
8
1991
Optimal consumption and investment with fixed and proportional transaction costs. Zbl 1372.49031
Altarovici, Albert; Reppen, Max; Soner, H. Mete
8
2017
Singular perturbations in manufacturing. Zbl 0778.90019
Soner, H. Mete
7
1993
Optimal investment and consumption with two bonds and transaction costs. Zbl 0900.90049
Shreve, S. E.; Soner, H. M.; Xu, G.-L.
7
1991
Controlled Markov processes, viscosity solutions and applications to mathematical finance. Zbl 0889.35127
Soner, Halil Mete
7
1997
Stochastic representations for nonlinear parabolic PDEs. Zbl 1193.60079
Soner, H. Mete
7
2007
Rectifiability of the distributional Jacobian for a class of functions. Zbl 0946.49033
Jerrard, Robert Leon; Soner, Halil Mete
7
1999
Approximating stochastic volatility by recombinant trees. Zbl 1329.60248
Akyıldırım, Erdinç; Dolinsky, Yan; Soner, H. Mete
7
2014
Small time path behavior of double stochastic integrals and applications to stochastic control. Zbl 1099.60027
Cheridito, Patrick; Soner, H. Mete; Touzi, Nizar
6
2005
Optimal dividend policies with random profitability. Zbl 07200956
Reppen, A. Max; Rochet, Jean-Charles; Soner, H. Mete
6
2020
Merton problem with taxes: characterization, computation, and approximation. Zbl 1230.91166
Ben Tahar, Imen; Soner, H. Mete; Touzi, Nizar
5
2010
Mixing Markov chains and their images. Zbl 1134.68576
Barnsley, Michael F.; Berger, Marc A.; Soner, H. Meté
5
1988
Optimal control of a one-dimensional storage process. Zbl 0572.90021
Soner, Halil Mete
5
1985
Hedging under an expected loss constraint with small transaction costs. Zbl 1345.60030
Bouchard, Bruno; Moreau, Ludovic; Soner, H. Mete
5
2016
Constrained optimal transport. Zbl 1408.49030
Ekren, Ibrahim; Soner, H. Mete
5
2018
Stochastic optimal control in finance. Zbl 1073.91041
Soner, H. Mete
4
2004
The dynamic programming equation for the problem of optimal investment under capital gains taxes. Zbl 1147.91023
Ben Tahar, Imen; Soner, H. Mete; Touzi, Nizar
4
2007
Facelifting in utility maximization. Zbl 1369.91164
Larsen, Kasper; Soner, Halil Mete; Žitković, Gordan
4
2016
Hedging under gamma constraints by optimal stopping and face-lifting. Zbl 1278.91151
Soner, H. Mete; Touzi, Nizar
4
2007
Utility maximization in an illiquid market. Zbl 1284.91193
Soner, H. Mete; Vukelja, M.
4
2013
Martingale optimal transport duality. Zbl 1462.49072
Cheridito, Patrick; Kiiski, Matti; Prömel, David J.; Soner, Halil Mete
4
2021
A remark on the large deviations of an ergodic Markov process. Zbl 0638.60036
Fleming, W. H.; Sheu, S.-J.; Soner, H. M.
3
1987
Stochastic control for a class of random evolution models. Zbl 1056.60035
Hongler, Max-Olivier; Soner, Halil Mete; Streit, Ludwig
3
2004
Utility maximization in an illiquid market in continuous time. Zbl 1371.91169
Soner, H. Mete; Vukelja, Mirjana
3
2016
Large liquidity expansion of super-hedging costs. Zbl 1263.91017
Possamaï, Dylan; Soner, H. Mete; Touzi, Nizar
3
2012
Merton problem in a discrete market with frictions. Zbl 1254.91707
Chebbi, Souhail; Soner, Halil Mete
3
2013
Viscosity solutions for controlled McKean-Vlasov jump-diffusions. Zbl 1472.49054
Burzoni, Matteo; Ignazio, Vincenzo; Reppen, A. Max; Soner, H. M.
3
2020
The problem of super-replication under constraints. Zbl 1074.91021
Soner, H. Mete; Touzi, Nizar
2
2003
Some remarks on the Stefan problem with surface structure. Zbl 0763.35110
Gurtin, Morton E.; Soner, H. Mete
2
1992
A free boundary problem related to singular stochastic control. Zbl 0733.93083
Shreve, S. E.; Soner, H. M.
2
1990
Convex duality with transaction costs. Zbl 1414.91370
Dolinsky, Yan; Soner, H. Mete
2
2017
Martingale optimal transport duality. Zbl 1462.49072
Cheridito, Patrick; Kiiski, Matti; Prömel, David J.; Soner, Halil Mete
4
2021
Optimal dividend policies with random profitability. Zbl 07200956
Reppen, A. Max; Rochet, Jean-Charles; Soner, H. Mete
6
2020
Viscosity solutions for controlled McKean-Vlasov jump-diffusions. Zbl 1472.49054
Burzoni, Matteo; Ignazio, Vincenzo; Reppen, A. Max; Soner, H. M.
3
2020
Second-order stochastic target problems with generalized market impact. Zbl 1430.91106
Bouchard, Bruno; Loeper, Grégoire; Soner, Halil Mete; Zhou, Chao
1
2019
Constrained optimal transport. Zbl 1408.49030
Ekren, Ibrahim; Soner, H. Mete
5
2018
Hedging with temporary price impact. Zbl 1409.91226
Bank, Peter; Soner, H. Mete; Voß, Moritz
26
2017
Optimal consumption and investment with fixed and proportional transaction costs. Zbl 1372.49031
Altarovici, Albert; Reppen, Max; Soner, H. Mete
8
2017
Convex duality with transaction costs. Zbl 1414.91370
Dolinsky, Yan; Soner, H. Mete
2
2017
Hedging under an expected loss constraint with small transaction costs. Zbl 1345.60030
Bouchard, Bruno; Moreau, Ludovic; Soner, H. Mete
5
2016
Facelifting in utility maximization. Zbl 1369.91164
Larsen, Kasper; Soner, Halil Mete; Žitković, Gordan
4
2016
Utility maximization in an illiquid market in continuous time. Zbl 1371.91169
Soner, H. Mete; Vukelja, Mirjana
3
2016
Martingale optimal transport in the Skorokhod space. Zbl 1337.91092
Dolinsky, Yan; Soner, H. Mete
30
2015
Homogenization and asymptotics for small transaction costs: the multidimensional case. Zbl 1366.91144
Possamaï, Dylan; Soner, H. Mete; Touzi, Nizar
15
2015
Asymptotics for fixed transaction costs. Zbl 1336.91062
Altarovici, Albert; Muhle-Karbe, Johannes; Soner, Halil Mete
15
2015
Martingale optimal transport and robust hedging in continuous time. Zbl 1305.91215
Dolinsky, Yan; Soner, H. Mete
88
2014
Robust hedging with proportional transaction costs. Zbl 1304.91189
Dolinsky, Yan; Soner, H. Mete
30
2014
Optimal dividend policy with random interest rates. Zbl 1296.91274
Akyildirim, Erdinç; Güney, I. Ethem; Rochet, Jean-Charles; Soner, H. Mete
9
2014
Approximating stochastic volatility by recombinant trees. Zbl 1329.60248
Akyıldırım, Erdinç; Dolinsky, Yan; Soner, H. Mete
7
2014
Hedging in an illiquid binomial market. Zbl 1293.91189
Gökay, Selim; Soner, Halil Mete
1
2014
Dual formulation of second order target problems. Zbl 1293.60063
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
53
2013
Homogenization and asymptotics for small transaction costs. Zbl 1280.91158
Soner, H. Mete; Touzi, Nizar
23
2013
Duality and convergence for binomial markets with friction. Zbl 1277.91157
Dolinsky, Yan; Soner, Halil Mete
20
2013
Vortex density models for superconductivity and superfluidity. Zbl 1269.82070
Baldo, S.; Jerrard, R. L.; Orlandi, G.; Soner, H. M.
13
2013
Resilient price impact of trading and the cost of illiquidity. Zbl 1295.91047
Roch, Alexandre; Soner, H. Mete
10
2013
Utility maximization in an illiquid market. Zbl 1284.91193
Soner, H. Mete; Vukelja, M.
4
2013
Merton problem in a discrete market with frictions. Zbl 1254.91707
Chebbi, Souhail; Soner, Halil Mete
3
2013
Wellposedness of second order backward SDEs. Zbl 1252.60056
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
118
2012
Superhedging and dynamic risk measures under volatility uncertainty. Zbl 1263.91026
Nutz, Marcel; Soner, H. Mete
29
2012
Weak approximation of \(G\)-expectations. Zbl 1259.60073
Dolinsky, Yan; Nutz, Marcel; Soner, H. Mete
20
2012
Liquidity in a binomial market. Zbl 1277.91170
Gökay, Selim; Soner, Halil Mete
14
2012
Convergence of Ginzburg-Landau functionals in three-dimensional superconductivity. Zbl 1255.35201
Baldo, S.; Jerrard, R. L.; Orlandi, G.; Soner, H. M.
12
2012
Large liquidity expansion of super-hedging costs. Zbl 1263.91017
Possamaï, Dylan; Soner, H. Mete; Touzi, Nizar
3
2012
Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
90
2011
Quasi-sure stochastic analysis through aggregation. Zbl 1245.60062
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
56
2011
Liquidity models in continuous and discrete time. Zbl 1230.91201
Gökay, Selim; Roch, Alexandre F.; Soner, H. Mete
12
2011
Option hedging for small investors under liquidity costs. Zbl 1226.91072
Çetin, Umut; Soner, H. Mete; Touzi, Nizar
35
2010
Merton problem with taxes: characterization, computation, and approximation. Zbl 1230.91166
Ben Tahar, Imen; Soner, H. Mete; Touzi, Nizar
5
2010
The dynamic programming equation for second order stochastic target problems. Zbl 1229.91324
Soner, H. Mete; Touzi, Nizar
11
2009
Second-order backward stochastic differential equations and fully nonlinear parabolic PDEs. Zbl 1121.60062
Cheridito, Patrick; Soner, H. Mete; Touzi, Nizar; Victoir, Nicolas
86
2007
Stochastic representations for nonlinear parabolic PDEs. Zbl 1193.60079
Soner, H. Mete
7
2007
The dynamic programming equation for the problem of optimal investment under capital gains taxes. Zbl 1147.91023
Ben Tahar, Imen; Soner, H. Mete; Touzi, Nizar
4
2007
Hedging under gamma constraints by optimal stopping and face-lifting. Zbl 1278.91151
Soner, H. Mete; Touzi, Nizar
4
2007
Controlled Markov processes and viscosity solutions. 2nd ed. Zbl 1105.60005
Fleming, Wendell H.; Soner, H. Mete
589
2006
The multi-dimensional super-replication problem under gamma constraints. Zbl 1078.91010
Cheridito, Patrick; Soner, H. Mete; Touzi, Nizar
21
2005
Small time path behavior of double stochastic integrals and applications to stochastic control. Zbl 1099.60027
Cheridito, Patrick; Soner, H. Mete; Touzi, Nizar
6
2005
Stochastic optimal control in finance. Zbl 1073.91041
Soner, H. Mete
4
2004
Stochastic control for a class of random evolution models. Zbl 1056.60035
Hongler, Max-Olivier; Soner, Halil Mete; Streit, Ludwig
3
2004
A stochastic representation for mean curvature type geometric flows. Zbl 1080.60076
Soner, H. Mete; Touzi, Nizar
16
2003
The problem of super-replication under constraints. Zbl 1074.91021
Soner, H. Mete; Touzi, Nizar
2
2003
Variational and dynamic problems for the Ginzburg-Landau functional. Zbl 1056.35002
Soner, Halil Mete
1
2003
The Jacobian and the Ginzburg-Landau energy. Zbl 1034.35025
Jerrard, Robert L.; Soner, Halil Mete
96
2002
Dynamic programming for stochastic target problems and geometric flows. Zbl 1003.49003
Soner, H. Mete; Touzi, Nizar
44
2002
Functions of bounded higher variation. Zbl 1057.49036
Jerrard, R. L.; Soner, H. M.
40
2002
Stochastic target problems, dynamic programming, and viscosity solutions. Zbl 1011.49019
Soner, H. Mete; Touzi, Nizar
37
2002
Limiting behavior of the Ginzburg-Landau functional. Zbl 1028.49015
Jerrard, Robert L.; Soner, Halil Mete
22
2002
A stochastic representation for the level set equations. Zbl 1036.49010
Soner, H. Mete; Touzi, Nizar
14
2002
Superreplication under gamma constraints. Zbl 0960.91036
Soner, H. Mete; Touzi, Nizar
26
2000
Scaling limits and regularity results for a class of Ginzburg-Landau systems. Zbl 0944.35006
Jerrard, Robert L.; Soner, Halil Mete
20
1999
Regularity and convergence of crystalline motion. Zbl 0963.35082
Ishii, Katsuyuki; Soner, Halil Mete
12
1999
Rectifiability of the distributional Jacobian for a class of functions. Zbl 0946.49033
Jerrard, Robert Leon; Soner, Halil Mete
7
1999
Option pricing with transaction costs and a nonlinear Black-Scholes equation. Zbl 0915.35051
Barles, Guy; Soner, Halil Mete
113
1998
Dynamics of Ginzburg-Landau vortices. Zbl 0923.35167
Jerrard, Robert Leon; Soner, Halil Mete
60
1998
Backward stochastic differential equations with constraints on the gains-process. Zbl 0935.60039
Cvitanić, Jakša; Karatzas, Ioannis; Soner, H. Mete
24
1998
Front propagation. Zbl 0914.35065
Soner, Halil Mete
1
1998
Hedging in incomplete markets with HARA utility. Zbl 0899.90026
Duffie, Darrell; Fleming, Wendell; Soner, H. Mete; Zariphopoulou, Thaleia
64
1997
A measure theoretic approach to higher codimension mean curvature flows. Zbl 1043.35136
Ambrosio, Luigi; Soner, Halil Mete
35
1997
Ginzburg-Landau equation and motion by mean curvature. I: Convergence. Zbl 0935.35060
Soner, Halil Mete
21
1997
Ginzburg-Landau equation and motion by mean curvature. II: Development of the initial interface. Zbl 0935.35061
Soner, Halil Mete
16
1997
Controlled Markov processes, viscosity solutions and applications to mathematical finance. Zbl 0889.35127
Soner, Halil Mete
7
1997
Level set approach to mean curvature flow in arbitrary codimension. Zbl 0868.35046
Ambrosio, Luigi; Soner, Halil Mete
83
1996
Heavy traffic convergence of a controlled, multiclass queueing system. Zbl 0866.90061
Martins, L. F.; Shreve, S. E.; Soner, H. M.
10
1996
Three-phase boundary motions under constant velocities. I: The vanishing surface tension limit. Zbl 0861.35122
Reitich, Fernando; Soner, H. Mete
9
1996
Flow by mean curvature of surfaces of any codimension. Zbl 0878.35053
Ambrosio, Luigi; Soner, Halil Mete
1
1996
There is no nontrivial hedging portfolio for option pricing with transaction costs. Zbl 0837.90012
Soner, H. M.; Shreve, S. E.; Cvitanić, J.
69
1995
Convergence of the phase-field equations to the Mullins-Sekerka problem with kinetic undercooling. Zbl 0829.73010
Soner, H. Mete
28
1995
Anisotropic motion of an interface relaxed by the formation of infinitesimal wrinkles. Zbl 0828.35054
Gurtin, M. E.; Soner, H. M.; Souganidis, P. E.
13
1995
Optimal investment and consumption with transaction costs. Zbl 0813.60051
Shreve, S. E.; Soner, H. M.
167
1994
Controlled Markov processes and viscosity solutions. Zbl 0773.60070
Fleming, Wendell H.; Soner, H. Mete
645
1993
Front propagation and phase field theory. Zbl 0785.35049
Barles, G.; Soner, H. M.; Souganidis, P. E.
136
1993
Motion of a set by the curvature of its boundary. Zbl 0769.35070
Soner, Halil Mete
76
1993
Singularities and uniqueness of cylindrically symmetric surfaces moving by mean curvature. Zbl 0804.53006
Soner, H. M.; Souganidis, P. E.
27
1993
On the propagation of singularities of semi-convex functions. Zbl 0874.49041
Ambrosio, L.; Cannarsa, P.; Soner, H. M.
21
1993
A dynamic programming approach to nonlinear boundary control problems of parabolic type. Zbl 0823.49017
Cannarsa, Piermarco; Gozzi, Fausto; Soner, Halil Mete
11
1993
Singular perturbations in manufacturing. Zbl 0778.90019
Soner, H. Mete
7
1993
Phase transitions and generalized motion by mean curvature. Zbl 0801.35045
Evans, L. C.; Soner, H. M.; Souganidis, P. E.
222
1992
Turnpike sets and their analysis in stochastic production planning problems. Zbl 0770.90030
Sethi, S.; Soner, H. M.; Zhang, Q.; Jiang, J.
10
1992
Some remarks on the Stefan problem with surface structure. Zbl 0763.35110
Gurtin, Morton E.; Soner, H. Mete
2
1992
A free boundary problem related to singular stochastic control: The parabolic case. Zbl 0746.35058
Soner, H. M.; Shreve, S. E.
17
1991
A boundary-value problem for Hamilton-Jacobi equations in Hilbert spaces. Zbl 0745.49025
Cannarsa, Piermarco; Gozzi, Fausto; Soner, Halil Mete
12
1991
An asymptotic analysis of hierarchical control of manufacturing systems under uncertainty. Zbl 0742.90037
Lehoczky, John; Sethi, Suresh P.; Soner, H. M.; Taksar, Michael I.
8
1991
Optimal investment and consumption with two bonds and transaction costs. Zbl 0900.90049
Shreve, S. E.; Soner, H. M.; Xu, G.-L.
7
1991
A viscosity solution approach to the asymptotic analysis of queueing systems. Zbl 0715.60035
Dupuis, Paul; Ishii, Hitoshi; Soner, H. Meté
23
1990
A free boundary problem related to singular stochastic control. Zbl 0733.93083
Shreve, S. E.; Soner, H. M.
2
1990
Regularity of the value function for a two-dimensional singular stochastic control problem. Zbl 0685.93076
Soner, H. Mete; Shreve, Steven E.
43
1989
Asymptotic expansions for Markov processes with Lévy generators. Zbl 0713.60085
Fleming, W. H.; Soner, H. M.
33
1989
Generalized one-sided estimates for solutions of Hamilton-Jacobi equations and applications. Zbl 0681.49030
Cannarsa, Piermarco; Soner, Halil Mete
22
1989
Optimal control of jump-Markov processes and viscosity solutions. Zbl 0850.93889
Soner, Halil Mete
23
1988
On the Hamilton-Jacobi-Bellmann equations in Banach spaces. Zbl 0622.49010
Soner, H. Mete
16
1988
Mixing Markov chains and their images. Zbl 1134.68576
Barnsley, Michael F.; Berger, Marc A.; Soner, H. Meté
5
1988
Random walks generated by affine mappings. Zbl 0644.60064
Berger, Marc A.; Soner, H. Mete
1
1988
...and 6 more Documents
all top 5

Cited by 3,129 Authors

52 Soner, Halil Mete
37 Touzi, Nizar
27 Pham, Huyên
26 Bouchard, Bruno
24 Bayraktar, Erhan
24 Muhle-Karbe, Johannes
21 Barles, Guy
21 Cannarsa, Piermarco
21 Jerrard, Robert Leon
21 Possamaï, Dylan
20 Gozzi, Fausto
20 Orlandi, Giandomenico
19 Dolinsky, Yan
18 Nutz, Marcel
18 Zhang, Qing
17 Giga, Yoshikazu
17 Guo, Junyi
17 Kurzhanskiĭ, Aleksandr Borisovich
17 Tan, Xiaolu
17 Zhang, Jianfeng
16 Beiglböck, Mathias
16 Cardaliaguet, Pierre
16 Hu, Mingshang
16 Young, Virginia R.
15 Smets, Didier
15 Yang, Hailiang
14 Bethuel, Fabrice
14 Kupper, Michael
14 Souganidis, Panagiotis E.
13 Frankowska, Hélène
13 Goreac, Dan
13 Liang, Zhibin
13 Lions, Pierre-Louis
13 Novaga, Matteo
13 Peng, Shige
13 Wang, Falei
13 Yuen, Kam Chuen
13 Zidani, Hasnaa
12 Bai, Lihua
12 Bank, Peter
12 Bellettini, Giovanni
12 Camilli, Fabio
12 Ishii, Hitoshi
12 Josa-Fombellida, Ricardo
12 Liu, Zuhan
12 Serfaty, Sylvia
12 Świȩch, Andrzej
12 Taksar, Michael I.
11 Chen, Xinfu
11 Dupuis, Paul G.
11 Ferrari, Giorgio
11 Jin, Zhuo
11 Rincón-Zapatero, Juan Pablo
10 Cesaroni, Annalisa
10 Dai, Min
10 Gomes, Diogo Luís Aguiar
10 Guasoni, Paolo
10 Jakobsen, Espen Robstad
10 Lin, Yiqing
10 Ponsiglione, Marcello
10 Ren, Zhenjie
10 Rong, Ximin
10 Song, Yongsheng
10 Spirn, Daniel P.
10 Zhou, Chao
9 Azcue, Pablo
9 Barron, Emmanuel Nicholas
9 Bokanowski, Olivier
9 Federico, Salvatore
9 Feng, Xiaobing
9 Ji, Shaolin
9 Kharroubi, Idris
9 Krylov, Nicolaĭ Vladimirovich
9 Kurzke, Matthias W.
9 Ley, Olivier
9 Loeper, Grégoire
9 Muler, Nora E.
9 Neufeld, Ariel David
9 Obloj, Jan K.
9 Sethi, Suresh P.
9 Yi, Fahuai
9 Yoshioka, Hidekazu
9 Zhou, Ming
9 Zhu, Weiqiu
8 Atar, Rami
8 Bian, Baojun
8 Chambolle, Antonin
8 Cox, Alexander Matthew Gordon
8 Fleming, Wendell Helms
8 Fuhrman, Marco
8 Guo, Xin
8 Hartmann, Carsten
8 Henry-Labordère, Pierre
8 Hynd, Ryan
8 Mikami, Toshio
8 Morimoto, Hiroaki
8 Perthame, Benoît
8 Quaas, Alexander
8 Schachermayer, Walter
8 Weerasinghe, Ananda P. N.
...and 3,029 more Authors
all top 5

Cited in 403 Serials

99 Stochastic Processes and their Applications
91 The Annals of Applied Probability
89 Applied Mathematics and Optimization
89 SIAM Journal on Control and Optimization
84 Finance and Stochastics
73 Insurance Mathematics & Economics
69 Journal of Optimization Theory and Applications
61 Archive for Rational Mechanics and Analysis
61 Journal of Mathematical Analysis and Applications
50 Journal of Differential Equations
50 Journal of Economic Dynamics & Control
50 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
46 International Journal of Theoretical and Applied Finance
45 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
43 Mathematics and Financial Economics
40 Communications in Partial Differential Equations
40 Mathematical Finance
39 Calculus of Variations and Partial Differential Equations
39 SIAM Journal on Financial Mathematics
38 Journal of Computational and Applied Mathematics
38 Quantitative Finance
33 The Annals of Probability
32 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
31 Automatica
31 Stochastic Analysis and Applications
31 European Journal of Operational Research
30 Stochastics
28 Journal of Computational Physics
28 SIAM Journal on Mathematical Analysis
28 NoDEA. Nonlinear Differential Equations and Applications
26 Transactions of the American Mathematical Society
24 Journal of Functional Analysis
23 Mathematical Methods of Operations Research
22 Applied Mathematics and Computation
21 Journal of Mathematical Economics
21 Systems & Control Letters
20 Probability Theory and Related Fields
19 Journal of Industrial and Management Optimization
18 Discrete and Continuous Dynamical Systems
18 Comptes Rendus. Mathématique. Académie des Sciences, Paris
17 Journal of Statistical Physics
17 Nonlinear Analysis. Theory, Methods & Applications
16 Computers & Mathematics with Applications
16 Communications on Pure and Applied Mathematics
16 Japan Journal of Industrial and Applied Mathematics
15 Communications in Mathematical Physics
15 Journal of Economic Theory
15 Mathematische Annalen
15 Journal of Scientific Computing
15 Journal of Mathematical Sciences (New York)
15 Applied Mathematical Finance
15 Discrete and Continuous Dynamical Systems. Series B
15 Dynamic Games and Applications
14 The Journal of Geometric Analysis
14 Scandinavian Actuarial Journal
14 Differential Equations
14 Mathematical Control and Related Fields
13 Physica D
13 Journal de Mathématiques Pures et Appliquées. Neuvième Série
12 Mathematics of Operations Research
12 Numerische Mathematik
12 Mathematical Problems in Engineering
12 Annals of Finance
11 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV
11 Acta Mathematicae Applicatae Sinica. English Series
11 Annals of Operations Research
11 Journal of the European Mathematical Society (JEMS)
11 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
10 MCSS. Mathematics of Control, Signals, and Systems
10 Abstract and Applied Analysis
10 Discrete Dynamics in Nature and Society
10 Probability, Uncertainty and Quantitative Risk
9 Advances in Applied Probability
9 Journal of Mathematical Physics
9 Applied Numerical Mathematics
9 Communications in Statistics. Theory and Methods
9 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
9 Bernoulli
9 Acta Mathematica Sinica. English Series
9 Communications in Contemporary Mathematics
9 Journal of Systems Science and Complexity
8 Mathematics of Computation
8 European Journal of Applied Mathematics
8 International Journal of Computer Mathematics
8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
8 Interfaces and Free Boundaries
8 The ANZIAM Journal
8 North American Actuarial Journal
7 Computer Methods in Applied Mechanics and Engineering
7 International Journal of Control
7 Chaos, Solitons and Fractals
7 Duke Mathematical Journal
7 SIAM Journal on Numerical Analysis
7 Queueing Systems
7 Stochastics and Stochastics Reports
7 ASTIN Bulletin
6 Physica A
6 Advances in Mathematics
6 Optimal Control Applications & Methods
6 Mathematical and Computer Modelling
...and 303 more Serials
all top 5

Cited in 50 Fields

1,267 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1,032 Probability theory and stochastic processes (60-XX)
1,013 Partial differential equations (35-XX)
961 Calculus of variations and optimal control; optimization (49-XX)
897 Systems theory; control (93-XX)
319 Numerical analysis (65-XX)
259 Operations research, mathematical programming (90-XX)
141 Differential geometry (53-XX)
130 Statistical mechanics, structure of matter (82-XX)
72 Global analysis, analysis on manifolds (58-XX)
70 Ordinary differential equations (34-XX)
63 Mechanics of deformable solids (74-XX)
57 Operator theory (47-XX)
56 Statistics (62-XX)
55 Fluid mechanics (76-XX)
51 Biology and other natural sciences (92-XX)
46 Dynamical systems and ergodic theory (37-XX)
44 Integral equations (45-XX)
38 Mechanics of particles and systems (70-XX)
37 Real functions (26-XX)
36 Classical thermodynamics, heat transfer (80-XX)
34 Computer science (68-XX)
28 Functional analysis (46-XX)
27 Measure and integration (28-XX)
20 Quantum theory (81-XX)
15 Optics, electromagnetic theory (78-XX)
12 Difference and functional equations (39-XX)
12 Convex and discrete geometry (52-XX)
12 Information and communication theory, circuits (94-XX)
9 Approximations and expansions (41-XX)
7 General topology (54-XX)
6 Potential theory (31-XX)
5 Combinatorics (05-XX)
5 Functions of a complex variable (30-XX)
5 Several complex variables and analytic spaces (32-XX)
5 Geophysics (86-XX)
4 Integral transforms, operational calculus (44-XX)
4 Geometry (51-XX)
3 General and overarching topics; collections (00-XX)
3 Algebraic topology (55-XX)
2 History and biography (01-XX)
2 Mathematical logic and foundations (03-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Mathematics education (97-XX)
1 Number theory (11-XX)
1 Group theory and generalizations (20-XX)
1 Topological groups, Lie groups (22-XX)
1 Special functions (33-XX)
1 Manifolds and cell complexes (57-XX)
1 Relativity and gravitational theory (83-XX)

Citations by Year

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