Halil Mete Soner

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Halil Mete Soner

Halil Mete Soner is a Turkish American mathematician born in Ankara.

After graduating from the Ankara Science High School (Ankara Fen Lisesi), he started his university education at the Middle East Technical University in Ankara, later transferred to Boğaziçi University, Istanbul in 1977. He received a B.Sc. in mathematics and another in electrical engineering simultaneously in 1981, both in first-rank. Soner then attended Brown University in Providence, RI, U.S. on a research fellowship, where he obtained his M.Sc. (1983) and Ph.D. (1986) in applied mathematics.[1]

In 1985, Soner was research associate at the Institute for Mathematics and Applied Sciences in Minneapolis, MN and, assistant professor and then professor between 1986-1998 in the Department of Mathematical Sciences at the Carnegie Mellon University in Pittsburgh, PA. During 1997-1998 he was Research Associate at the in Istanbul and visiting professor of Mathematics at the Boğaziçi University, Istanbul and the University of Paris, Paris, France. From 1998 for two years, Soner was “Paul M. Whythes `55” Professor of Finance and Engineering in the Department of Operations Research and Financial Engineering at Princeton University. Then, he moved to Koc University where he served as the Dean of the College of Administrative Sciences and Economics until September 2007. From 2007 until 2009 he was the Isik Inselbag Professor of Finance in Sabanci University. Currently he is a Professor of Financial Mathematics at ETH Zürich.[2]

Soner co-authored a book, with Wendell Fleming, on viscosity solutions and stochastic control; Controlled Markov Processes and Viscosity Solutions (Springer-Verlag) in 1993, which was listed among the most-cited researcher in mathematics by in 2004. He authored or co-authored papers on nonlinear partial differential equations, viscosity solutions, stochastic optimal control and mathematical finance.

He received the TÜBITAK-TWAS Science award in 2002, was the recipient of an ERC Advanced Investigators Grant in 2009 and the Alexander von Humboldt Foundation Research Award in 2014 and was elected as a SIAM Fellow in 2015.

Soner's current research interests are nonlinear partial differential equations; asymptotic analysis of Ginzburg-Landau type systems, viscosity solutions, and mathematical finance.

He is married to Serpil. They have a son Mehmet Ali.

References[]

  1. ^ "Mete Soner" (PDF).
  2. ^ "ETH". . Archived from the original on April 25, 2012. Retrieved November 12, 2011.

External links[]

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