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Last updated: 28.09.2017
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The most current publication list can be found in the MathSciNet of the American Mathematical Society, or in web of science, or in Google Scholar.


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Lecture Notes and Chapters in Books

  • Optimal control of jump-markov processes and viscosity solutions, Institute for Mathematics and Its Applications, Vol. 10, p. 501, (1986).
  • The problem of super-replication under constraints, (with N. Touzi) in Paris-Princeton Lectures on Mathematical Finance editors R.A. Carmona, E. Cinlar, I. Ekeland, E. Jouini, J. Scheinkman, N. Touzi, Lecture Notes in Mathematics 1814, Springer-Verlag, (2002).
  • Variational and Dynamic Problems for the Ginzburg-Landau Functional, in Mathematical Aspects of Evolving Interfaces, editors P. Colli and J.F. Rodrigues, Lecture Notes in Mathematics 1812, Springer-Verlag, (2000).
  • Dynamic Programming and Viscosity Solutions, Lectures in the Annual AMS 1999 Meeting in San Antonio, TX, (1999).
  • Convergence of the phase-field equations to the Mullins-Sekerka problem with kinetic undercooling, in Fundamental contributions to the continuum theory of evolving phase interfaces in solids, 413–471, Springer, Berlin, (1999).
  • Front Propagation, in Boundaries, interfaces, and transitions (Banff, AB, 1995) CRM Proc. Lecture Notes 13, AMS, 185–206, (1998).
  • Controlled Markov Processes, Viscosity Solutions and Applications to Mathematical Finance, in Viscosity Solutions and Applications, editors I. Capuzzo Dolcetta and P.L. Lions, Lecture Notes in Mathematics 1660, Springer-Verlag, (1997).
  • Flow by mean curvature of surfaces of any codimension, (with L. Ambrosio), in Variational methods for discontinuous structures, (Como, 1994), Progr. Nonlinear Differential Equations Appl., 25, Birkhäuser, Basel, 123–134, (1996).
  • Liquidity Models in Continuous and Discrete Time, (with S. Gökay and A.F. Roch), in Advanced Mathematical Methods for Finance, editors G. Di Nunno and B. Øksendal, Springer-Verlag, 333–366, (2011).