Halil Mete Soner | Academic Influence

Halil Mete Soner's AcademicInfluence.com Rankings

Halil Mete Soner

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

mathematics Degrees

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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?

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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.

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Halil Mete Soner's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

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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