H. Mete Soner

1. Second order backward stochastic differential equations and fully non-linear parabolic PDEs
   2005/09/14 by Patrick Cheridito, H. Mete Soner, H. Meté Soner +6 · 6 citations
   Economics, Econometrics and Finance · Mathematics · #35K55 #60H10 #60H30 #60H35 #Analysis of PDEs (math.AP) #Differential Equations and Numerical Methods #FOS: Mathematics #Nonlinear Partial Differential Equations #Probability (math.PR) #Stochastic processes and financial applications #math.AP #math.PR #msc:35K55 #msc:60H10 #msc:60H30 #msc:60H35
2. Viscosity Solutions for McKean-Vlasov Control on a torus
   2022/12/21 by H. Mete Soner, Qinxin Yan, Soner, H. Mete +1 · 6 citations
   Decision Sciences · #Risk and Portfolio Optimization
3. Deep Empirical Risk Minimization in finance: looking into the future
   2020/11/18 by A. Max Reppen, Reppen, A. Max, H. Mete Soner +1 · 2 citations
   Economics, Econometrics and Finance · Engineering · #49N35 #65C05 #91G60 #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Reservoir Engineering and Simulation Methods