{"id":{"repo_id":"ethz","oai_identifier":"oai:www.research-collection.ethz.ch:20.500.11850/303781"},"canonical_url":"https://search.dev.ndltd.org/etd/ethz/oai:www.research-collection.ethz.ch:20.500.11850/303781","repository":{"repo_id":"ethz","name":"ETH Zürich","base_url":"https://www.research-collection.ethz.ch/oai/request"},"display":{"title":"Probability measure-valued jump-diffusions in finance and related topics","abstract":"","abstract_html":null,"abstract_has_math":false,"creators":["Svaluto-Ferro, Sara"],"institution":"ETH Zurich","degree_name":null,"degree_level":null,"degree_discipline":null,"degree_department":null,"school":null,"contributors":["Larsson, Martin","Teichmann, Josef","Kallsen, Jan"],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2018,"date_issued":"2018","date_published":"2018","updated_at":"2026-07-27T19:29:08Z","subjects":["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 invariance","info:eu-repo/classification/ddc/510","Mathematics"],"languages":["en"],"rights":["info:eu-repo/semantics/openAccess","In Copyright - Non-Commercial Use Permitted"],"rights_urls":["http://rightsstatements.org/page/InC-NC/1.0/"],"identifier_entries":[{"key":"dc:identifier","label":"Identifier","values":["https://doi.org/10.3929/ethz-b-000303781"],"render_values":[{"text":"https://doi.org/10.3929/ethz-b-000303781","href":"https://doi.org/10.3929/ethz-b-000303781","code":true}]}]},"links":{"outbound_url":"http://hdl.handle.net/20.500.11850/303781","outbound_label":"Handle","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor","label":"Contributor","values":["Larsson, Martin","Teichmann, Josef","Kallsen, Jan"]},{"key":"dc:creator","label":"Author","values":["Svaluto-Ferro, Sara"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date","label":"Dc Date","values":["2018"]},{"key":"dc:publisher","label":"Institution","values":["ETH Zurich"]},{"key":"dc:relation","label":"Dc Relation","values":["info:eu-repo/grantAgreement/SNF/Projekte MINT/163425"]},{"key":"dc:type","label":"Dc Type","values":["info:eu-repo/semantics/doctoralThesis"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["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 invariance","info:eu-repo/classification/ddc/510","Mathematics"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language","label":"Dc Language","values":["en"]},{"key":"dc:rights","label":"Dc Rights","values":["info:eu-repo/semantics/openAccess","http://rightsstatements.org/page/InC-NC/1.0/","In Copyright - Non-Commercial Use Permitted"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["http://hdl.handle.net/20.500.11850/303781","https://doi.org/10.3929/ethz-b-000303781"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:format","label":"Dc Format","values":["application/application/pdf"]},{"key":"dc:title","label":"Title","values":["Probability measure-valued jump-diffusions in finance and related topics"]}]}],"canonical_facts":{"dc:contributor":["Larsson, Martin","Teichmann, Josef","Kallsen, Jan"],"dc:creator":["Svaluto-Ferro, Sara"],"dc:date":["2018"],"dc:format":["application/application/pdf"],"dc:identifier":["http://hdl.handle.net/20.500.11850/303781","https://doi.org/10.3929/ethz-b-000303781"],"dc:language":["en"],"dc:publisher":["ETH Zurich"],"dc:relation":["info:eu-repo/grantAgreement/SNF/Projekte MINT/163425"],"dc:rights":["info:eu-repo/semantics/openAccess","http://rightsstatements.org/page/InC-NC/1.0/","In Copyright - Non-Commercial Use Permitted"],"dc:subject":["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 invariance","info:eu-repo/classification/ddc/510","Mathematics"],"dc:title":["Probability measure-valued jump-diffusions in finance and related topics"],"dc:type":["info:eu-repo/semantics/doctoralThesis"]},"updated_at":"2026-07-27T19:29:08Z"}