Ibrahim Ekren, Ph.D.
Affiliations: | 2014 | Mathematics | University of Southern California, Los Angeles, CA, United States |
Area:
MathematicsGoogle:
"Ibrahim Ekren"Parents
Sign in to add mentor| Jianfeng Zhang | grad student | 2014 | USC | |
| (Path dependent partial differential equations and related topics.) | ||||
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Publications
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| Bayraktar E, Cayé T, Ekren I. (2020) Asymptotics for Small Nonlinear Price Impact: a PDE Approach to the Multidimensional Case Mathematical Finance |
| Bayraktar E, Ekren I, Zhang X. (2020) Finite-time 4-expert prediction problem Communications in Partial Differential Equations. 45: 714-757 |
| Ekren I, Muhle-Karbe J. (2019) Portfolio Choice with Small Temporary and Transient Price Impact Mathematical Finance. 29: 1066-1115 |
| Ekren I, Kukavica I, Ziane M. (2018) Existence of invariant measures for the stochastic damped KdV equation Indiana University Mathematics Journal. 67: 1221-1254 |
| Ekren I, Soner HM. (2018) Constrained Optimal Transport Archive For Rational Mechanics and Analysis. 227: 929-965 |
| Ekren I. (2017) Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs Stochastic Processes and Their Applications. 127: 3966-3996 |
| Ekren I, Kukavica I, Ziane M. (2017) Existence of invariant measures for some damped stochastic dispersive equations Comptes Rendus Mathematique. 355: 676-679 |
| Ekren I, Touzi N, Zhang J. (2016) Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II Annals of Probability. 44: 1212-1253 |
| Ekren I, Touzi N, Zhang J. (2016) Viscosity solutions of fully nonlinear parabolic path dependent PDES: Part I Annals of Probability. 44: 1212-1253 |
| Ekren I, Zhang J. (2016) Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs Probability, Uncertainty and Quantitative Risk. 1: 6 |