Preprints:

• A. Richard, X. Tan and N. Touzi
  On the Root solution to the Skorokhod embedding problem given full marginals.

• S. Deng, X. Tan and X. Yu
  Utility maximization with proportional transaction costs under model uncertainty.

• N. El Karoui and X. Tan,
  Capacities, measurable selection and dynamic programming Part I: abstract framework.

• N. El Karoui and X. Tan,
  Capacities, Measurable Selection and Dynamic Programming Part II: Application in Stochastic Control Problems.

Accepted papers:

1. 22) B. Bouchard, X. Tan and X. Warin,
   Numerical approximation of general Lipschitz BSDEs with branching processes,
   ESAIM: Proceedings and Surveys, to appear.
   

1. 21)A. Aksamit, S. Deng, J. Obłój and X. Tan,
   Robust pricing-hedging duality for American options in discrete time financial markets,
   Mathematical Finance, to appear.
   

1. 20)B. Bouchard, S. Deng and X. Tan,
   Super-replication with proportional transaction cost under model uncertainty,
   Mathematical Finance, to appear.
   

1. 19)P. Henry-Labordère, N. Oudjane, X. Tan, N. Touzi and X. Warin,
   Branching diffusion representation of semilinear PDEs and Monte Carlo approximation,
   Annales de l’Institut Henri Poincaré (B) Probabilités et Statistiques, 55(1):184-210, 2019.
   

1. 18)B. Bouchard, D. Possamaï, X. Tan and C. Zhou,
   A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations
   Annales de l’Institut Henri Poincaré (B) Probabilités et Statistiques, 54(1):154-172, 2018.
   

1. 17)D. Possamaï, X. Tan and C. Zhou,
   Stochastic control for a class of nonlinear kernels and applications,
   Annals of Probability, 46(1):551-603, 2018.
   

1. 16)B. Bouchard, X. Tan, X. Warin and Y. Zou,
   Numerical approximation of BSDEs using local polynomial drivers and branching processes,
   Monte Carlo Methods and Applications, 23(4):241-263, 2017.
   

1. 15)P. Henry-Labordère, X. Tan and N. Touzi,
   Unbiased simulation of stochastic differential equations,
   Annals of Applied Probability, 27(6):1-37, 2017.
   

1. 14)Z. Ren and X. Tan,
   On the convergence of monotone schemes for path-dependent PDE,
   Stochastic Processes and their Applications, 127(6): 1738-1762, 2017.
   

1. 13)S. Källblad, X. Tan and N. Touzi,
   Optimal Skorokhod embedding given full marginals and Azema-Yor peacocks,
   Annals of Applied Probability, 27(2):686-719, 2017.
   

1. 12)G. Guo, X. Tan and N. Touzi,
   Tightness and duality of martingale transport on the Skorokhod space,
   Stochastic Processes and their Applications, 127(3):927-956, 2017.
   

1. 11)B. Bouchard, D. Possamaï and X. Tan,
   A general Doob-Meyer-Mertens decomposition for g-supermartingale systems,
   Electronic Journal of Probability, 21(36):1-21, 2016.
   

1. 10)G. Guo, X. Tan and N. Touzi,
   On the monotonicity principle of optimal Skorokhod embedding problem.,
   SIAM Journal on Control and Optimization, 54(5):2478-2489, 2016.
   

1. 9)G. Guo, X. Tan and N. Touzi,
   Optimal Skorokhod embedding under finitely-many marginal constraints,
   SIAM Journal on Control and Optimization, 54(4):2174-2201, 2016.
   

1. 8)P. Henry-Labordère, X. Tan and N. Touzi,
   An Explicit Martingale Version of the One-dimensional Brenier’s Theorem with Full Marginals Constraint,
   Stochastic Processes and their Applications, 126(9):2800-2834, 2016.
   

1. 7)J. Claisse, D. Talay and X. Tan,
   A pseudo-Markov property for controlled diffusion processes,
   SIAM Journal on Control and Optimization, 54(2):1017-1029, 2016
   

1. 6)D. Possamaï and X. Tan,
   Weak approximation of second order BSDEs,
   Annals of Applied Probability, 25(5):2535-2562, 2015.
   

1. 5)P. Henry-Labordère, X. Tan and N. Touzi,
   A numerical algorithm for a class of BSDEs via branching process,
   Stochastic Processes and their Applications, 124(2):1112-1140, 2014.
   

1. 4)X. Tan,
   Discrete-time probabilistic approximation of path-dependent stochastic control problems,
   Annals of Applied Probability, 24(5):1803-1834, 2014.
   

1. 3)X.Tan,
   A splitting method for fully nonlinear degenerate parabolic PDEs,
   Electron. J. Probab, 18(15):1-24, 2013.
   

1. 2)J.F. Bonnans and X. Tan,
   A model-free no-arbitrage price bound for variance options,
   Applied Mathematics & Optimization, Vol. 68, Issue 1, 43-73, 2013.
   

1. 1) X. Tan and N. Touzi,
   Optimal Transportation under Controlled Stochastic Dynamics,
   Annals of Probability, Vol. 41, No. 5, 3201-3240, 2013.
   

Thesis:

• PHD Thesis, 12th december 2011
  Stochastic control methods for optimal transportation and probabilistic numerical schemes for PDEs.

• HDR Thesis, 1st december 2017,
  Martingale Optimal Transport, Non Markovian Stochastic Control and Branching Diffusion Processes.