| On viscosity solutions of path dependent PDEs I Ekren, C Keller, N Touzi, J Zhang The Annals of Probability 42 (1), 204-236, 2014 | 253 | 2014 |
| Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part II I Ekren, N Touzi, J Zhang The Annals of Probability 44 (4), 2507-2553, 2016 | 196 | 2016 |
| Viscosity solutions of fully nonlinear parabolic path dependent PDEs: Part I I Ekren, N Touzi, J Zhang The Annals of Probability 44 (2), 1212-1253, 2016 | 177 | 2016 |
| Optimal stopping under nonlinear expectation I Ekren, N Touzi, J Zhang Stochastic Processes and Their Applications 124 (10), 3277-3311, 2014 | 92 | 2014 |
| Comparison of viscosity solutions for a class of second-order PDEs on the Wasserstein space E Bayraktar, I Ekren, X Zhang Communications in Partial Differential Equations, 1-44, 2025 | 39 | 2025 |
| Portfolio Choice with Small Temporary and Transient Price Impact I Ekren, J Muhle-Karbe Mathematical Finance 29 (4), 1066-1115, 2019 | 34 | 2019 |
| On the asymptotic optimality of the comb strategy for prediction with expert advice E Bayraktar, I Ekren, Y Zhang The Annals of Applied Probability 30 (6), 2517-2546, 2020 | 28 | 2020 |
| Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs I Ekren, J Zhang Probability, Uncertainty and Quantitative Risk 1 (1), 1-34, 2016 | 28 | 2016 |
| Constrained optimal transport I Ekren, HM Soner Archive for Rational Mechanics and Analysis 227 (3), 929-965, 2018 | 27 | 2018 |
| Liquidity in competitive dealer markets P Bank, I Ekren, J Muhle‐Karbe Mathematical Finance 31 (3), 827-856, 2021 | 26 | 2021 |
| Finite-time 4-expert prediction problem E Bayraktar, I Ekren, X Zhang Communications in Partial Differential Equations 45 (7), 714-757, 2020 | 26 | 2020 |
| Existence of invariant measures for the stochastic damped Schrödinger equation I Ekren, I Kukavica, M Ziane Stochastics and Partial Differential Equations: Analysis and Computations 5 …, 2017 | 22 | 2017 |
| Viscosity solutions of obstacle problems for fully nonlinear path-dependent PDEs I Ekren Stochastic Processes and their Applications, 2017 | 21 | 2017 |
| Optimal Transport and Risk Aversion in Kyle's Model of Informed Trading K Back, F Cocquemas, I Ekren, A Lioui arXiv preprint arXiv:2006.09518, 2020 | 19 | 2020 |
| A smooth variational principle on Wasserstein space E Bayraktar, I Ekren, X Zhang Proceedings of the American Mathematical Society 151 (09), 4089-4098, 2023 | 13 | 2023 |
| Utility‐based pricing and hedging of contingent claims in Almgren‐Chriss model with temporary price impact I Ekren, S Nadtochiy Mathematical Finance 32 (1), 172-225, 2022 | 13 | 2022 |
| Optimal rebalancing frequencies for multidimensional portfolios I Ekren, R Liu, J Muhle-Karbe Mathematics and Financial Economics 12, 165-191, 2018 | 13 | 2018 |
| Convergence rate of particle system for second-order PDEs on Wasserstein space E Bayraktar, I Ekren, X Zhang SIAM Journal on Control and Optimization 63 (3), 1768-1782, 2025 | 12 | 2025 |
| Prediction against a limited adversary E Bayraktar, I Ekren, X Zhang The Journal of Machine Learning Research 22 (1), 3374-3406, 2021 | 12 | 2021 |
| Existence of invariant measures for the stochastic damped KdV equation I Ekren, I Kukavica, M Ziane Indiana Univ. Math. J. 67 (3), 1221--1254, 2018 | 12 | 2018 |
Erhan BayraktarProfessor, University of Michigan, Department of MathematicsVerified email at umich.edu
