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ETH Zurich

Probability measure-valued jump-diffusions in finance and related topics

dc:creator Svaluto-Ferro, Sara

dc:date2018

Degree

thesis:*

Grantor dc:publisher: ETH Zurich
Year dc:date: 2018

Author and committee

dc:creator, dc:contributor.*

Author dc:creator: Svaluto-Ferro, Sara
Contributors dc:contributor: Larsson, Martin
Teichmann, Josef
Kallsen, Jan

Subjects

dc:subject × 3

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

Rights

dc:rights

Statement dc:rights: info:eu-repo/semantics/openAccess

In Copyright - Non-Commercial Use Permitted
Licence: http://rightsstatements.org/page/InC-NC/1.0/
Language dc:language: en

Identifiers

dc:identifier.*

Identifier: https://doi.org/10.3929/ethz-b-000303781
OAI identifier oai:identifier: oai:www.research-collection.ethz.ch:20.500.11850/303781

Chain of custody

source

Harvested from: ETH Zürich
Base URL: www.research-collection.ethz.ch/oai/request
Last updated: 2026-07-27
Source record: OAI-PMH GetRecord

related terms

citation

Svaluto-Ferro, Sara. Probability measure-valued jump-diffusions in finance and related topics. ETH Zurich, 2018. http://hdl.handle.net/20.500.11850/303781

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