# Halil Mete Soner

#19,291

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Turkish mathematician

## Halil Mete Soner's AcademicInfluence.com Rankings

Halil Mete Sonermathematics Degrees

Mathematics

#1513

World Rank

#2465

Historical Rank

Control Theory

#38

World Rank

#41

Historical Rank

Applied Mathematics

#88

World Rank

#101

Historical Rank

Statistics

#591

World Rank

#672

Historical Rank

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Mathematics

## Halil Mete Soner's Degrees

- PhD Mathematics Princeton University
- Masters Mathematics Bilkent University
- Bachelors Mathematics Bilkent University

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## Why Is Halil Mete Soner Influential?

(Suggest an Edit or Addition)According to Wikipedia, Halil Mete Soner is a Turkish American mathematician born in Ankara. Soner's current research interests are nonlinear partial differential equations; asymptotic analysis of Ginzburg-Landau type systems, viscosity solutions, and mathematical finance.

## Halil Mete Soner's Published Works

### Published Works

- Controlled Markov processes and viscosity solutions (1992) (3936)
- Optimal Investment and Consumption with Transaction Costs (1994) (610)
- Optimal control with state-space constraint I (1986) (582)
- Phase Transitions and Generalized Motion by Mean Curvature (1992) (551)
- Front propagation and phase field theory (1993) (407)
- Option pricing with transaction costs and a nonlinear Black-Scholes equation (1998) (344)
- There is no nontrivial hedging portfolio for option pricing with transaction costs (1995) (287)
- Wellposedness of second order backward SDEs (2010) (285)
- Level set approach to mean curvature flow in arbitrary codimension (1996) (266)
- Second‐order backward stochastic differential equations and fully nonlinear parabolic PDEs (2005) (256)
- Hedging in incomplete markets with HARA utility (1997) (230)
- The Jacobian and the Ginzburg-Landau energy (2002) (210)
- MOTION OF A SET BY THE CURVATURE OF ITS BOUNDARY (1993) (208)
- Martingale optimal transport and robust hedging in continuous time (2012) (202)
- Martingale Representation Theorem for the G-Expectation (2010) (195)
- Quasi-sure Stochastic Analysis through Aggregation (2010) (180)
- Dynamic programming for stochastic target problems and geometric flows (2002) (169)
- Dual Formulation of Second Order Target Problems (2010) (147)
- Option hedging for small investors under liquidity costs (2010) (143)
- Optimal Replication of Contingent Claims Under Portfolio Constraints (1996) (139)
- Stochastic Target Problems, Dynamic Programming, and Viscosity Solutions (2002) (138)
- Dynamics of Ginzburg‐Landau Vortices (1998) (129)
- Regularity of the value function for a two-dimensional singular stochastic control problem (1989) (118)
- An Optimal Stochastic Production Planning Problem with Randomly Fluctuating Demand (1987) (109)
- Convergence of the phase-field equations to the mullins-sekerka problem with kinetic undercooling (1995) (106)
- Homogenization and Asymptotics for Small Transaction Costs (2012) (87)
- Viscosity solutions and applications : lectures given at the 2nd session of the Centro internazionale matematico estivo (C.I.M.E.) held in Montecatini Terme, Italy, June 12-20, 1995 (1997) (86)
- Superreplication Under Gamma Constraints (2000) (84)
- Singularities and uniqueness of cylindrically symmetric surfaces moving by mean curvature (1993) (84)
- Superhedging and Dynamic Risk Measures Under Volatility Uncertainty (2010) (82)
- Backward stochastic differential equations with constraints on the gains-process (1998) (79)
- A measure theoretic approach to higher codimension mean curvature flows (1997) (78)
- Optimal Control of Jump-Markov Processes and Viscosity Solutions (1988) (76)
- Ginzburg-Landau equation and motion by mean curvature, II: Development of the initial interface (1993) (75)
- Robust hedging with proportional transaction costs (2013) (75)
- Hedging with temporary price impact (2015) (74)
- The multi-dimensional super-replication problem under gamma constraints (2005) (71)
- On the Singularities of the Viscosity Solutions to Hamilton-Jacobi-Bellman Equations (1985) (70)
- An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty (1991) (68)
- Martingale Optimal Transport in the Skorokhod Space (2014) (64)
- A Dynamic Programming Approach to Nonlinear Boundary Control Problems of Parabolic Type (1993) (64)
- Homogenization and Asymptotics for Small Transaction Costs: The Multidimensional Case (2012) (59)
- TRADING WITH SMALL PRICE IMPACT (2014) (58)
- A stochastic representation for mean curvature type geometric flows (2003) (57)
- A VISCOSITY SOLUTION APPROACH TO THE ASYMPTOTIC ANALYSIS OF QUEUEING SYSTEMS (1990) (55)
- On the propagation of singularities of semi-convex functions (1993) (53)
- Singular perturbations in manufacturing (1993) (53)
- Liquidity Models in Continuous and Discrete Time (2010) (49)
- Generalized one-sided estimates for solutions of Hamilton-Jacobi equations and applications (1989) (49)
- Resilient Price Impact of Trading and the Cost of Illiquidity (2011) (49)
- The Dynamic Programming Equation for Second Order Stochastic Target Problems (2009) (47)
- OPTIMAL CONTROL WITH STATE-SPACE CONSTRAINT II (2019) (47)
- A free boundary problem related to singular stochastic control: the parabolic case (1991) (46)
- Heavy Traffic Convergence of a Controlled, Multiclass Queueing System (1996) (46)
- Weak Approximation of G-Expectations (2011) (45)
- Turnpike Sets and Their Analysis in Stochastic Production Planning Problems (1992) (44)
- Limiting Behavior of the Ginzburg–Landau Functional (2002) (44)
- A STOCHASTIC REPRESENTATION FOR THE LEVEL SET EQUATIONS (2002) (43)
- Regularity and convergence of crystalline motion (1999) (40)
- Duality and convergence for binomial markets with friction (2011) (40)
- Anisotropic Motion of an Interface Relaxed by the Formation of Infinitesimal Wrinkles (1995) (40)
- Optimal Dividend Policy with Random Interest Rates (2012) (39)
- Scaling limits and regularity results for a class of Ginzburg-Landau systems (1999) (38)
- Asymptotics for fixed transaction costs (2013) (37)
- Mathematical Aspects of Evolving Interfaces (2003) (35)
- Three-phase boundary motions under constant velocities. I: The vanishing surface tension limit (1996) (35)
- Small time path behavior of double stochastic integrals and applications to stochastic control (2005) (34)
- The Dynamic Programming Equation for the Problem of Optimal Investment Under Capital Gains Taxes (2007) (34)
- LIQUIDITY IN A BINOMIAL MARKET (2012) (32)
- On the Hamilton-Jacobi-Bellman equations in Banach spaces (1988) (32)
- Controlled markov processes, viscosity solutions and applications to mathematical finance (1997) (30)
- A boundary-value problem for Hamilton-Jacobi equations in hilbert spaces (1991) (29)
- Viscosity Solutions for Controlled McKean-Vlasov Jump-Diffusions (2019) (28)
- Robust Hedging and Martingale Optimal Transport in Continuous Time (2012) (28)
- Asymptotic expansions for Markov processes with lévy generators (1989) (28)
- The Problem of Super-replication under Constraints (2003) (27)
- Vortex Density Models for Superconductivity and Superfluidity (2011) (27)
- Convergence of Ginzburg–Landau Functionals in Three-Dimensional Superconductivity (2011) (26)
- A free boundary problem related to singular stochastic control (1990) (26)
- Merton Problem with Taxes: Characterization, Computation, and Approximation (2010) (26)
- 1optimal Investment and Consumption with Two Bonds and Transaction Costs (1991) (25)
- Optimal Consumption and Investment with Fixed and Proportional Transaction Costs (2016) (24)
- MOTION BY MEAN CURVATURE (1991) (22)
- Stochastic optimal control in finance (2007) (22)
- Approximating Stochastic Volatility by Recombinant Trees (2012) (21)
- Viability and Arbitrage Under Knightian Uncertainty (2017) (20)
- Rectifiability of the distributional Jacobian for a class of functions (1999) (20)
- A Primer on Portfolio Choice with Small Transaction Costs (2016) (20)
- Optimal dividend policies with random profitability (2017) (19)
- Martingale optimal transport duality (2019) (19)
- Three-phase boundary motions under constant velocities. (1994) (17)
- Options hedging under liquidity costs (2006) (17)
- Wellposedness of second order backward SDEs (2011) (17)
- Uniqueness and singularities of cylindrically symmetric surfaces moving by mean curvature (1991) (17)
- HEDGING UNDER GAMMA CONSTRAINTS BY OPTIMAL STOPPING AND FACE‐LIFTING (2007) (16)
- Stochastic Control for a Class of Random Evolution Models (2004) (16)
- Hedging Under an Expected Loss Constraint with Small Transaction Costs (2013) (15)
- Stochastic Representations for Nonlinear Parabolic PDEs (2007) (15)
- Constrained Optimal Transport (2016) (14)
- Martingale optimal transport and robust hedging in continuous time (2013) (14)
- Some Remarks on the Stefan Problem with Surface Structure. Stability and Thermal Influences in Nonlinear Continuum Mechanics (1990) (13)
- CONVERGENCE OF GINZBURG-LANDAU FUNCTIONALS IN 3-D SUPERCONDUCTIVITY (2011) (13)
- Mixing Markov Chains and Their Images (1988) (13)
- Modeling continuous-time financial markets with capital gains taxes (2007) (13)
- Super-replication under Gamma Constraints 1 (1998) (12)
- A remark on the large deviations of an ergodic markov process (1987) (12)
- Optimal control of a one-dimensional storage process (1985) (11)
- Random walks generated by affine mappings (1988) (11)
- Large liquidity expansion of super-hedging costs (2012) (10)
- Utility maximization in an illiquid market (2013) (9)
- A brief history of mathematics in finance (2014) (9)
- Flow by Mean Curvature of Surfaces of Any Codimension (1996) (9)
- Facelifting in utility maximization (2014) (8)
- Hedging in an illiquid binomial market (2014) (8)
- Corrigendum to “Martingale optimal transport in the Skorokhod space” [Stochastic Process. Appl. 125(10) (2015) 3893–3931] (2016) (8)
- Convex Duality with Transaction Costs (2015) (7)
- Hedging with Transient Price Impact (2015) (7)
- Neural Optimal Stopping Boundary (2022) (6)
- An asymptotic analysis of hierarchical control of manufacturing systems (1988) (6)
- Martingale Optimal Transport (2015) (5)
- Deep empirical risk minimization in finance: Looking into the future (2020) (5)
- Second-Order Stochastic Target Problems with Generalized Market Impact (2018) (4)
- Utility maximization in an illiquid market in continuous time (2016) (4)
- Deep stochastic optimization in finance (2022) (4)
- Dynamic Programming and Viscosity Solutions (1998) (3)
- On solutions to the Ginzburg-Landau equations in higher dimensions (2002) (3)
- Turnpike Sets in Optimal Stochastic Production Planning Problems. (1986) (3)
- On the Hamilton-Jacobi-Bellman equations in Banach spaces (1988) (3)
- Synchronization in a Kuramoto Mean Field Game (2022) (3)
- Hedging with temporary price impact (2016) (3)
- Discrete Dividend Payments in Continuous Time (2018) (2)
- Turnpike sets in stochastic production planning problems (1990) (2)
- Conditional Davis pricing (2017) (2)
- A stochastic production planning problem with random demand (1985) (2)
- On Existence of the Dominant Eigenfunction and its Application to the Large Deviation Properties of an Ergodic Markov Process (1986) (2)
- Robust hedging with proportional transaction costs (2014) (2)
- Optimal investment strategies with a reallocation constraint (2010) (2)
- Asymptotics for fixed transaction costs (2015) (2)
- On Delay-Independent Stability of Large-Scale Systems with Time Delays (1995) (2)
- Dividends with random profitability rate (2017) (1)
- Nonlinear Analysis : Real World Applications (2013) (1)
- Viscosity Solutions for McKean-Vlasov Control on a torus (2022) (1)
- Viscosity Solutions for McKean-Vlasov Control I: one-dimensional torus (2022) (1)
- Asymptotics for Ginzburg-Landau energies in 3-D condensed matter physics (2011) (1)
- Variational and Dynamic Problems for the Ginzburg-Landau Functional (2003) (1)
- Super-replication via Dynamic Programming and Backward Stochastic Differential Equations (2009) (1)
- Duality and Convergence for Binomial Markets (2011) (1)
- Utility maximization in an illiquid market in continuous time (2016) (1)
- Facelifting in utility maximization (2015) (1)
- Leveraged Exchange-Traded Funds with Market Closure and Frictions (2022) (0)
- Controlled Diffusion Approximations for Controlled Queueing Systems (1998) (0)
- Asymptotic analysis of manufacturing systems (1990) (0)
- Vortex Density Models for Superconductivity and Superfluidity (2012) (0)
- FUNCTIONS OF BOUNDED HIGHER VARIATION R. L. JERRARD AND H. M. SONER (1999) (0)
- Leveraged ETFs with Market Closure and Frictions (2021) (0)
- Martingale optimal transport duality (2020) (0)
- Limit Theorems for Measure-Valued Diffusion Processes that Arise in Wave Propagation in a Randomly Inhomogenous Ocean (1987) (0)
- Continuous-time financial markets with capital gains taxes : a first order approximation ∗ (2007) (0)
- Special Issue on Optimization and Stochastic Control in Finance (2018) (0)
- Corrigendum to “A brief history of mathematics in finance” [Borsa Istanbul Rev 14 (2014) 57–63] (2014) (0)
- Special Issue: Optimization and Stochastic Control in Finance, Journal of Optimization Theory and Applications (2018) (0)
- On the Hamilton~acobi-B ellman Equations in Banach Spaces la (1988) (0)
- Lecture Notes on Stochastic Optimal Control DO NOT CIRCULATE: Preliminary Version (2009) (0)
- Limiting Behaviorof the Ginzburg2Landau Functional (2002) (0)
- Price and Risk (2012) (0)
- CYLINDRICALLY SYMMETRIC SURFACES MOVING BY MEAN CURVATURE (2020) (0)
- N ov 2 01 9 Martingale Optimal Transport Duality ∗ (2019) (0)
- Asymptotic parametrization of Wasserstein balls and perturbed Markovian transition semigroups (2022) (0)
- i A FREl BOUNDARY PROBLEM RELATED TO SflGULAR STOCHASTIC (2005) (0)
- PR ] 2 M ar 2 01 1 Weak Approximation of G-Expectations (2018) (0)
- Markov Chain Approximations for Deter- Ministic Control Problems with Aane Dynamics and Quadratic Cost In (1998) (0)
- Special Issue: Optimization and Stochastic Control in Finance, Journal of Optimization Theory and Applications (2018) (0)
- Convergence of Ginzburg–Landau Functionals in Three-Dimensional Superconductivity (2012) (0)
- Does Monetary Policy Impact Market Integration? Evidence from Developed and Emerging Markets (2017) (0)
- Discrete Time Markets With Finite Horizon (2021) (0)
- Discrete Time Markets With Finite Horizon (2021) (0)
- Front Propogation (2004) (0)
- FLA NONLINEAR MONOTONE SEMIGROUPS AND VISCOSITY SOLUTIONS (2001) (0)
- Duality and convergence for binomial markets with friction (2012) (0)
- Stochastic control for a class of random evolution models (2004) (0)
- Constrained Optimal Transport (2017) (0)
- OPTIMAL INVESTMENT AND CONSUMPTION WITH TRANSACTION COSTS PART II: TWO BONDS (2005) (0)

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