Comparison for semi-continuous Viscosity Solutions for second order PDEs on the Wasserstein Space, with Erhan Bayraktar, Ibrahim Ekren, and Xihao He. [ArXiv]
Scaling Limits for Exponential Hedging in the Brownian Framework, with Yan Dolinsky. [ArXiv]
The Wasserstein Space of Stochastic Processes in Continuous Time, with Daniel Bartl, Mathias Beiglböck, Gudmund Pammer, Stefan Schrott. [ArXiv]
Viscosity Solutions of Fully second-order HJB Equations in the Wasserstein Space, with Erhan Bayraktar, Hang Cheung, Ibrahim Ekren, Jinniao Qiu, Ho Man Tai. [ArXiv]
Exciting games and Monge-Ampère equations, with Julio Backhoff and Zhizhang Wang. [ArXiv]
Specific Wasserstein Divergence between Continuous Martingales, with Julio Backhoff. [ArXiv]
Representing General Stochastic Processes as Martingale Laws, with Mathias Beiglböck, Gudmund Pammer, Stefan Schrott. [ArXiv]
Walsh Spider Diffusions as Time Changed Multi-parameter Processes, with Erhan Bayraktar and Jingjie Zhang, Stochastic Processes and their Applications, 188, 1-14,2025. [ArXiv] [Article]
Convergence Rate of Particle System for Second-order PDEs On Wasserstein Space, with Erhan Bayraktar and Ibrahim Ekren, SIAM Journal on Control and Optimization, 63(3), 1768-1782, 2025. [ArXiv] [Article]
Comparison of Viscosity Solutions for a Class of Second Order PDEs on the Wasserstein Space, with Erhan Bayraktar and Ibrahim Ekren, Communications in Partial Differential Equations, 54(4), 570-613, 2025. [ArXiv] [Article]
k-core in Percolated Dense Graph Sequences, with Erhan Bayraktar and Suman Chakraborty, Journal of Applied Probability, 62(1), 298-318, 2025. [ArXiv] [Article]
Stability and Sample Complexity of Divergence Regularized Optimal Tranposrt, with Erhan Bayraktar and Stephan Eckstein, Bernoulli, 31(1), 213-239, 2025. [ArXiv] [Article]
A PDE Approach for Regret Bounds under Partial Monitoring, with Erhan Bayraktar and Ibrahim Ekren, Journal of Machine Learning Research, 24(299), 1-24, 2023. [ArXiv] [Article]
Propagation of Chaos of Forward-Backward Stochastic Differential Equations with Graphon Interactions, with Erhan Bayraktar and Ruoyu Wu, Applied Mathematics and Optimization, 88(1), 1-44, 2023. [ArXiv] [Article]
A Smooth Variational Principle on Wasserstein Space, with Erhan Bayraktar and Ibrahim Ekren, Proceedings of the American Mathematical Society, 151(9), 4089-4098, 2023. [ArXiv] [Article]
Dynamic Cournot-Nash Equilibrium: the Non-Potential Case, with Julio Backhoff, Mathematics and Financial Economics, 17(2), 153-174, 2023. [ArXiv] [Article]
Solvability of Infinite Horizon McKean-Vlasov FBSDEs in Mean Field Control Problems and Games, with Erhan Bayraktar, Applied Mathematics and Optimization, 87(13), 1-26, 2023. [ArXiv] [Article]
Prediction Against a Limited Adversary, with Erhan Bayraktar and Ibrahim Ekren, Journal of Machine Learning Research, 22(72), 1-33, 2021. [ArXiv] [Article]
Embedding of Walsh Brownian Motion, with Erhan Bayraktar, Stochastic Processes and their Applications, 134, 1-28, 2021. [ArXiv] [Article]
Malicious Experts Versus the Multiplicative Weights Algorithm in Online Prediction, with Erhan Bayraktar and H. Vincent Poor, IEEE Transactions on Information Theory, 67(1), 559-565, 2021. [ArXiv] [Article]
Transport Plans with Domain Constraints, with Erhan Bayraktar and Zhou Zhou, Applied Mathematics and Optimization, 84, 1131-1158, 2021. [ArXiv] [Article]
On Non-uniqueness in Mean Field Games, with Erhan Bayraktar, Proceedings of the American Mathematical Society, 148(9), 4091-4106, 2020. [ArXiv] [Article]
Finite-Time 4-Expert Prediction Problem, with Erhan Bayraktar and Ibrahim Ekren, Communications in Partial Differential Equations, 45(7), 714–757, 2020. [ArXiv] [Article]