Two approaches to stochastic control: BSDEs with jumps and adapted transport


Author / Producer

Date

2025

Publication Type

Doctoral Thesis

ETH Bibliography

yes

Citations

Altmetric

Data

Publication status

published

Editor

Contributors

Examiner : Acciaio, Beatrice
Examiner : Tan, Xiaolu
Examiner : Zhang, Jianfeng

Book title

Journal / series

Volume

Pages / Article No.

Publisher

ETH Zurich

Event

Edition / version

Methods

Software

Geographic location

Date collected

Date created

Subject

Organisational unit

09728 - Possamaï, Dylan / Possamaï, Dylan check_circle
09727 - Acciaio, Beatrice / Acciaio, Beatrice check_circle
02000 - Dep. Mathematik / Dep. of Mathematics

Notes

Funding

219818 - New paradigms for optimal control and contract theory (SNF)

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