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Ibrahim Ekren, Ph.D. - Publications

Affiliations: 
2014 Mathematics University of Southern California, Los Angeles, CA, United States 
Area:
Mathematics
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12 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Bayraktar E, Cayé T, Ekren I. Asymptotics for Small Nonlinear Price Impact: a PDE Approach to the Multidimensional Case Mathematical Finance. DOI: 10.1111/Mafi.12283  0.433
2020 Bayraktar E, Ekren I, Zhang X. Finite-time 4-expert prediction problem Communications in Partial Differential Equations. 45: 714-757. DOI: 10.1080/03605302.2020.1712418  0.393
2019 Ekren I, Muhle-Karbe J. Portfolio Choice with Small Temporary and Transient Price Impact Mathematical Finance. 29: 1066-1115. DOI: 10.1111/Mafi.12204  0.301
2018 Ekren I, Kukavica I, Ziane M. Existence of invariant measures for the stochastic damped KdV equation Indiana University Mathematics Journal. 67: 1221-1254. DOI: 10.1512/Iumj.2018.67.7365  0.358
2018 Ekren I, Soner HM. Constrained Optimal Transport Archive For Rational Mechanics and Analysis. 227: 929-965. DOI: 10.1007/S00205-017-1178-0  0.342
2017 Ekren I. Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs Stochastic Processes and Their Applications. 127: 3966-3996. DOI: 10.1016/J.Spa.2017.03.016  0.583
2017 Ekren I, Kukavica I, Ziane M. Existence of invariant measures for some damped stochastic dispersive equations Comptes Rendus Mathematique. 355: 676-679. DOI: 10.1016/J.Crma.2017.04.018  0.438
2016 Ekren I, Touzi N, Zhang J. Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II Annals of Probability. 44: 1212-1253. DOI: 10.1214/15-Aop1027  0.585
2016 Ekren I, Touzi N, Zhang J. Viscosity solutions of fully nonlinear parabolic path dependent PDES: Part I Annals of Probability. 44: 1212-1253. DOI: 10.1214/14-AOP999  0.586
2016 Ekren I, Zhang J. Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs Probability, Uncertainty and Quantitative Risk. 1: 6. DOI: 10.1186/S41546-016-0010-3  0.58
2014 Ekren I, Keller C, Touzi N, Zhang J. On viscosity solutions of path dependent PDES Annals of Probability. 42: 204-236. DOI: 10.1214/12-Aop788  0.537
2014 Ekren I, Touzi N, Zhang J. Optimal stopping under nonlinear expectation Stochastic Processes and Their Applications. 124: 3277-3311. DOI: 10.1016/J.Spa.2014.04.006  0.511
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