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Christian Keller
Christian Keller
Verified email at ucf.edu
Title
Cited by
Cited by
Year
On viscosity solutions of path dependent PDEs
I Ekren, C Keller, N Touzi, J Zhang
2252014
Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients
C Keller, J Zhang
Stochastic Processes and Their Applications 126 (3), 735-766, 2016
262016
Path-dependent Hamilton–Jacobi equations in infinite dimensions
E Bayraktar, C Keller
Journal of Functional Analysis 275 (8), 2096-2161, 2018
252018
Fully nonlinear stochastic and rough PDEs: Classical and viscosity solutions
R Buckdahn, C Keller, J Ma, J Zhang
Probability, Uncertainty and Quantitative Risk 5, 1-59, 2020
16*2020
Viscosity solutions of path-dependent integro-differential equations
C Keller
Stochastic Processes and their Applications 126 (9), 2665-2718, 2016
112016
Path-Dependent Hamilton--Jacobi Equations with Super-Quadratic Growth in the Gradient and the Vanishing Viscosity Method
E Bayraktar, C Keller
SIAM Journal on Control and Optimization 60 (3), 1690-1711, 2022
42022
Price Discovery for Derivatives
C Keller, M Tseng
arXiv preprint arXiv:2302.13426, 2023
2023
Mean viability theorems and second-order Hamilton-Jacobi equations
C Keller
arXiv preprint arXiv:2208.13276, 2022
2022
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