Here is my latest CV and you may find my google scholar page here.
Research Interests:  Stochastic Control Theory
 Stochastic Partial Differential Equations
 Partial Differential Equations
 Mathematical Finance
 Rough Paths
 Malliavin Calculus
Publications and Preprints: P. Bank, I. Ekren, and J. MuhleKarbe, A dynamic equilibrium model for brokerage fees, in preparation.
I. Ekren and M. Reppen, Branching process representation for stochastic control problems with friction, in preparation.
E. Bayraktar, T. Caye and I. Ekren, Multidimensional utility maximization with small nonlinear price impact, in preparation.
I. Ekren and J. MuhleKarbe (2017), Portfolio choice with small temporary and transient price
impact, submitted. R. Chhaibi and I. Ekren (2016), The Hormander condition for delayed
stochastic differential equations, submitted. I. Ekren and H. M. Soner, (2016), Constrained Optimal transport, accepted to Archive for Rational Mechanics and Analysis. I. Ekren, I. Kukavica and M. Ziane, (2017), Existence of invariant
measures for some damped stochastic dispersive equations,
Comptes Rendus Mathematique, Volume 355, Issue 6, 676679. I. Ekren, R. Liu and J. MuhleKarbe,
(2017), Optimal rebalancing frequency for
Multidimensional Portfolios, accepted to Mathematics and
Financial Economics. I. Ekren, I. Kukavica and M. Ziane,
(2017), Existence of invariant measures for
the stochastic damped KDV equation, accepted to the Indiana University Mathematics Journal. I. Ekren, (2017) Viscosity
solutions of obstacle problems for Fully nonlinear pathdependent PDEs, Stochastic Processes and their Applications, Volume 127, Issue 12, 39663996.
I. Ekren, I. Kukavica and M. Ziane, (2017), Existence of invariant measures for the stochastic damped Schrodinger equation, Stoch PDE: Anal Comp. Volume 5, Issue 3, 343367. I. Ekren and J. Zhang, (2016), Pseudo Markovian Viscosity Solutions of Fully Nonlinear Degenerate PPDEs, Probability, Uncertainty and Quantitative Risk 1:6 DOI 10.1186/s4154601600103.
I. Ekren, N. Touzi, and J. Zhang,
(2016), Viscosity
Solutions of Fully Nonlinear Parabolic Path Dependent PDEs: Part II,
Annals of probability, Volume 44, Number 4, 25072553. I. Ekren, N. Touzi, and J. Zhang,
(2016), Viscosity
Solutions of Fully Nonlinear Parabolic Path Dependent PDEs: Part I,
Annals of probability, Volume 44, Number 2, 12121253. I. Ekren, N. Touzi, and J. Zhang,
(2014), Optimal
Stopping under Nonlinear Expectation, Stochastic processes and
their applications, Volume 124, Issue 10, 32773311. I. Ekren, C. Keller, N. Touzi, and J.
Zhang, (2014), On
Viscosity Solutions of Path Dependent PDEs, Annals of
Probability, Volume 42, Number 1, 204236.

