Probability measure-valued jump-diffusions in finance and related topics
type: CreativeWork
author: Svaluto-Ferro, Sara
language: en
keywords: 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
license: http://rightsstatements.org/page/InC-NC/1.0/
date published: 2018
date modified: 2026-07-27T19:29:08Z
provider: ETH Zürich
publisher: Networked Digital Library of Theses and Dissertations
type: WebPage
source organization: ETH Zurich

PropertyValue
property ID: Handle
value: http://hdl.handle.net/20.500.11850/303781

PropertyValue
property ID: DOI
value: 10.3929/ethz-b-000303781