Open access
Autor(in)
Datum
2018Typ
- Doctoral Thesis
ETH Bibliographie
yes
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Persistenter Link
https://doi.org/10.3929/ethz-b-000303781Publikationsstatus
publishedExterne Links
Printexemplar via ETH-Bibliothek suchen
Verlag
ETH ZurichThema
probability measure-valued processes; polynomial processes; Fleming–Viot type processes; interacting particle systems; martingale problem; maximum principle; dual process; unit simplex; stochastic models with jumps; Wright- Fisher diffusion; stochastic invarianceOrganisationseinheit
09546 - Larsson, Martin (ehemalig) / Larsson, Martin (former)
Förderung
163425 - Tractable Stopping Problems in Finance (SNF)
Zugehörige Publikationen und Daten
Has part: https://doi.org/10.1214/17-AAP1363
ETH Bibliographie
yes
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