| Capacities, measurable selection and dynamic programming part II: application in stochastic control problems N El Karoui, X Tan arXiv preprint arXiv:1310.3364, 2013 | 143 | 2013 |
| Optimal transportation under controlled stochastic dynamics X Tan, N Touzi The annals of probability, 3201-3240, 2013 | 143 | 2013 |
| A numerical algorithm for a class of BSDEs via the branching process P Henry-Labordere, X Tan, N Touzi Stochastic Processes and their Applications 124 (2), 1112-1140, 2014 | 123 | 2014 |
| Branching diffusion representation of semilinear PDEs and Monte Carlo approximation P Henry-Labordere, N Oudjane, X Tan, N Touzi, X Warin | 101 | 2019 |
| Stochastic control for a class of nonlinear kernels and applications D Possamaï, X Tan, C Zhou The Annals of Probability 46 (1), 551-603, 2018 | 77 | 2018 |
| McKean–Vlasov optimal control: the dynamic programming principle MF Djete, D Possamaï, X Tan The Annals of Probability 50 (2), 791-833, 2022 | 75 | 2022 |
| A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations B Bouchard, D Possamaï, X Tan, C Zhou | 55 | 2018 |
| An explicit martingale version of the one-dimensional Brenier’s theorem with full marginals constraint P Henry-Labordère, X Tan, N Touzi Stochastic Processes and their Applications 126 (9), 2800-2834, 2016 | 55 | 2016 |
| McKean–Vlasov optimal control: limit theory and equivalence between different formulations MF Djete, D Possamaï, X Tan Mathematics of Operations Research 47 (4), 2891-2930, 2022 | 52 | 2022 |
| A splitting method for fully nonlinear degenerate parabolic PDEs X Tan | 52 | 2013 |
| Optimal Skorokhod embedding given full marginals and Azéma–Yor peacocks S Källblad, X Tan, N Touzi | 51 | 2017 |
| A pseudo-Markov property for controlled diffusion processes J Claisse, D Talay, X Tan SIAM Journal on Control and Optimization 54 (2), 1017-1029, 2016 | 43 | 2016 |
| Tightness and duality of martingale transport on the Skorokhod space G Guo, X Tan, N Touzi Stochastic Processes and their Applications 127 (3), 927-956, 2017 | 42 | 2017 |
| Unbiased simulation of stochastic differential equations P Henry-Labordere, X Tan, N Touzi | 41* | 2017 |
| Optimal Skorokhod embedding under finitely many marginal constraints G Guo, X Tan, N Touzi SIAM Journal on Control and Optimization 54 (4), 2174-2201, 2016 | 41 | 2016 |
| Numerical approximation of BSDEs using local polynomial drivers and branching processes B Bouchard, X Tan, X Warin, Y Zou Monte Carlo Methods and Applications 23 (4), 241-263, 2017 | 39 | 2017 |
| On the convergence of monotone schemes for path-dependent PDEs Z Ren, X Tan Stochastic Processes and their Applications 127 (6), 1738-1762, 2017 | 39 | 2017 |
| The robust pricing–hedging duality for American options in discrete time financial markets A Aksamit, S Deng, J Obłój, X Tan Mathematical Finance 29 (3), 861-897, 2019 | 38* | 2019 |
| Discrete-time simulation of stochastic Volterra equations A Richard, X Tan, F Yang Stochastic Processes and their Applications 141, 109-138, 2021 | 32 | 2021 |
| On the monotonicity principle of optimal Skorokhod embedding problem G Guo, X Tan, N Touzi SIAM Journal on Control and Optimization 54 (5), 2478-2489, 2016 | 30 | 2016 |
TOUZI NizarEcole PolytechniqueVerified email at polytechnique.edu
