Halil Mete Soner

from Wikipedia, the free encyclopedia
Halil Mete Soner

Halil Mete Soner (* around 1959 in Ankara ) is a Turkish mathematician who studies partial differential equations , financial mathematics and stochastics .

Soner studied from 1977 at the Bogazici University in Istanbul with bachelor's degrees in mathematics and electrical engineering in 1981 and 1981 at the Brown University , where he received in 1983 his master's degree in Applied Mathematics and in 1985 Wendell Fleming received his doctorate (Optimal Control of Piecewise Deterministic Processes with State Space Constraint) . As a post-doctoral student , he was at the Institute for Mathematics and Applied Sciences in Minneapolis . In 1996 he became Assistant Professor, 1990 Associate Professor and 1992 Professor at Carnegie Mellon University . From 1998 to 2000 he was Paul M. Whytes 55 'Professor of Finance and Engineering at Princeton University . From 2000 to 2007 he was professor at the Koç University in Istanbul (and dean of the Faculty of Mathematics and Economics) and from 2007 to 2009 professor at the Sabancı University in Istanbul ( Isik Inselbag Professor ). Since 2009 he has been a professor at ETH Zurich and at the same time at the Swiss Finance Institute. He is one of the heads of the Stochastic Finance Group at ETH.

He published on nonlinear partial differential equations, viscosity solutions, stochastic optimal control, and financial mathematics.

In 2008 he was invited speaker at the European Congress of Mathematicians (ECM) in Amsterdam and in 2016 at the ECM in Berlin. In 2014 he received a Humboldt Research Award . In 2015 he became a Fellow of SIAM . He is a member of the Turkish Academy of Sciences (TUBAC).

He is co-editor of SIAM Journal of Financial Mathematics (SIFIN), Interfaces and Free Boundaries, Mathematics and Financial Economics (MAFE) and ESAIM Journal of Control, Optimization and Calculus of Variations (COCV). From 2011 to 2016 he was Executive Secretary of the Bachelier Finance Society.

Fonts (selection)

  • with Wendell Fleming: Controlled Markov Processes and Viscosity Solutions , Springer 1993, 2nd edition 2005.

Web links

Individual evidence

  1. ↑ Halil Mete Soner in the Mathematics Genealogy Project (English)Template: MathGenealogyProject / Maintenance / id used
personal data
SURNAME Soner, Halil Mete
BRIEF DESCRIPTION Turkish mathematician
DATE OF BIRTH around 1959
PLACE OF BIRTH Ankara