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PROF. HALIL METE SONER (MATHEMATICS)

Monday, 22 November 2010 02:00 | Hits : 2906
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Prof. Halil Mete SONERalt
(Principal Member, 2002)

Place and Year of Birth: Ankara, 1958  

Address: 

Department of Mathematics
ETH (Swiss Federal Institute of Technology) Zurich
101 Ramistrasse, 8092 Zurich, Switzerland

E-posta: mete.soner@math.ethz.ch

Web adresi : http://www.math.ethz.ch/~hmsoner

Research Areas: Nonlinear partial differential equations and probability. Subfields are; Viscosity solutions and optimal stochastic control, noncovex variational calculus and Ginzburg-Landau functional, mathematical finance.

Selected Publications

  • Soner, H. M., Fleming, W.H. (1993) Controlled Markov Processes and Viscosity Solutions, Springer- Verlag.
  • Soner, H. M.,Broadie, M., Cvitanic, J. (1998) Optimal replication of contingent claims under portfolio constraints. Review of Financial Studies, 11, 59-79.
  • Soner, H. M., Ambrosio, L. (1996) Level set approach to mean curvature flow in arbitrary codimension. Journal of Differential Geometry, 43, 693-737.
  • Soner, H. M. (1995)Convergence of the phase field equations to the Mullins-Sekerka problem with a kinetic undercooling. Arc. Rat. Mech. An., 131, 139-197.
  • Soner, H. M. (1993)Motion of a set by the curvature of its boundary. J. Differential Equations, 101, 313-372.
  • Soner, H. M., Barles, G. , Souganidis, P.E. (1993)Front propagation and phase field theory. SIAM J. Cont. Opt., 2/31, (special issue dedicated to W. Fleming) 439-469.
  • Soner, H. M., Evans, L.C., Souganidis P. E. (1992) Phase transitions and generalized motion by mean curvature. Comm. in Pure and Applied Math., 65, 1097-1123.

Awards

TÜBİTAK-TWAS Sceince Award (2001)
Paul M. Wythes '55 Professor of Finance and Engineering (1998- Princeton)