Research interests
Financial mathematics and stochastic analysis.

Ibrahim Ekren is an Assistant Professor of Mathematics in the Department of Mathematics. Prior to arriving at FSU in the Fall of 2018 he was a Byrne Research Post-Doctoral Assistant Professor in the Department of Mathematics at the University of Michigan (2017-2018) and postdoctoral research at ETH Zurich (2014-2017).

In 2014, he obtained his Ph.D. in mathematics from the University of Southern California, where he worked under the supervision of Prof Jianfeng Zhang. He received his master's degree from Universite Pierre et-Marie-Curie, Paris, in 2010 and Diplome d'ingenieur from Ecole Polytechnique in 2009.

In financial mathematics, his research interests include equilibrium and asymptotic results for market illiquidity and optimal transport duality. In stochastic analysis, his work includes viscosity solutions for non-Markovian stochastic systems, Malliavin calculus, rough paths and invariant measures for dispersive SPDEs.

Ibrahim Ekren
Ibrahim Ekren
Assistant Professor of Mathematics
Selected papers
K. Back, F. Cocquemas, I. Ekren, and A. Lioui, Optimal transport and risk aversion in Kyle's model of informed trading , arXiv:2006.09518, submitted.
P. Bank, I. Ekren, and J. Muhle-Karbe (2021), Liquidity in competitive dealers market , Mathematical Finance, 31(3), pp. 827-856.
E. Bayraktar, I. Ekren, and X. Zhang (2021), Prediction against limited adversary , Journal of Machine Learning Research 22 (72), pp.1-33.
I. Ekren and H. M. Soner, (2018), Constrained Optimal transport , Archive for Rational Mechanics and Analysis, Volume 227, Issue 3, pp. 929-965.
I. Ekren, C. Keller, N. Touzi, and J. Zhang, (2014), On Viscosity Solutions of Path Dependent PDEs , Annals of Probability, Volume 42, Number 1, 204-236.
Department of Mathematics

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