portrait mete soner

Last updated: 24.07.2018
picture maths


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.


book cover

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).