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H. M. Soner

46 papers hereh-index 4713.1k citations172 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author9
  • middle author11
  • last author26

Across the 46 of 46 papers where every author was matched, so the position is known.

fields
  • math.OC14
  • math.PR8
  • q-fin.PM7
  • q-fin.MF4
  • math.FA2
  • math-ph2
same name
  • H. M. Soner — 2 papers, h 10

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20052026
most citedMartingale Representation Theorem for the G-expectation

208 citations · 498 across the 31 of their papers we have counts for

collaborators
Showing 2019 · math.FAShow all

1 paper · 2 filters

math.FA2019★ 27 cited

Martingale optimal transport duality

Patrick Cheridito, Matti Kiiski, David J. Prömel +1

We obtain a dual representation of the Kantorovich functional defined for functions on the Skorokhod space using quotient sets. Our representation takes the form of a Choquet capac…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.