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Profile
| Academic position | Full Professor |
|---|---|
| Research fields | General and overarching topics in Mathematics; collections,Stochastics, Probability Theory |
| Keywords | Mathematical Finance, Nonlinear parabolic partial differential equations, Portfolio Management, Stochastic Optimal Control, Viscosity Slutions |
Current contact address
| Country | Switzerland |
|---|---|
| City | Zürich |
| Institution | ETH Zürich |
| Institute | Departement Mathematik |
Host during sponsorship
| Prof. Dr. Peter Bank | Institut für Mathematik, Technische Universität Berlin, Berlin |
|---|---|
| Start of initial sponsorship | 01/09/2014 |
Programme(s)
| 2013 | Humboldt Research Award Programme |
|---|
Nominator's project description
| Mete Soner is a world leading expert for mathematical problems in stochastic optimal control and for viscosity solutions of partial differential equations. He contributed to the convergence analysis for the Ginzburg-Landau equations arising in solidification problems and also in super-conductivity and in Bose-Einstein condensation. He also developed new mathematical concepts and ideas for the analysis of probabilistic models of financial markets. During his stay in Germany he will investigate in particular stochastic optimization problems arising in nonlinear financial market models with frictions. |