M. Kobylanski

2000–2012

A researcher in the Science corpus: 3 papers; trusts 2 researchers and is trusted by 49 researchers here, as inferred from the citation graph.

Whom M. Kobylanski trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ioannis Karatzas
2. Steven E. Shreve
3. M. Crandall
4. René A. Carmona

Who trusts M. Kobylanski overall

1. P. Briand
2. Ying Hu
3. Costis Skiadas
4. Nicole El Karoui
5. Revaz Tevzadze
6. Patrick Cheridito
7. Peter Imkeller
8. François Delarue
9. Thomas Lim
10. Pauline Barrieu

Papers from M. Kobylanski's perspective

Ordered by how strongly the researchers M. Kobylanski trusts endorse each paper. Same corpus, a different order for every researcher.

1. User’s guide to viscosity solutions of second order partial differential equations
2. OPTIMAL MULTIPLE STOPPING AND VALUATION OF SWING OPTIONS
3. Markov Processes: Characterization and Convergence
4. The Pricing of Options and Corporate Liabilities
5. Optimal arbitrage under model uncertainty.
6. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
7. Controlled Markov processes and viscosity solutions
8. Brownian Motion and Stochastic Calculus
9. Local times of ranked continuous semimartingales
10. Dyson's Brownian motions, intertwining and interlacing

Their papers

• Backward stochastic differential equations and partial differential equations with quadratic growth (2000) — 862 citations
• Optimal stopping time problem in a general framework (2012) — 62 citations
• Optimal multiple stopping time problem (2009) — 61 citations