Jettkant, Philipp
- Control of McKean--Vlasov SDEs with Contagion Through Killing at a State-Dependent Intensity
2023/10/24 by Ben Hambly, Hambly, Ben, Philipp Jettkant +1 · 3 citations
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Market Dynamics and Volatility
- Optimal Control of the Nonlinear Stochastic Fokker--Planck Equation
2024/06/24 by Ben Hambly, Philipp Jettkant, Hambly, Ben +1 · 2 citations
Physics and Astronomy · Economics, Econometrics and Finance · #Advanced Thermodynamics and Statistical Mechanics #Stochastic processes and financial applications #Statistical Mechanics and Entropy
- Semilinear BSPDEs and Applications to McKean-Vlasov Control with Killing
2023/12/20 by Ben Hambly, Philipp Jettkant, Hambly, Ben +1 · 1 citation
Economics, Econometrics and Finance · Mathematics · Physics and Astronomy · #93E20 #FOS: Mathematics #Mathematical Biology Tumor Growth #Primary 60H15 #Probability (math.PR) #Statistical Mechanics and Entropy #Stochastic processes and financial applications #secondary 60H30
- Control of Conditional Processes and Fleming--Viot Dynamics
2024/09/23 by Jettkant, Philipp · 1 citation
#FOS: Mathematics #Probability (math.PR)
- Particle Systems and McKean--Vlasov Dynamics with Singular Interaction through Local Times
2025/03/11 by Graeme Baker, Ben Hambly, Baker, Graeme +3 · 3 citations
Physics and Astronomy · Economics, Econometrics and Finance · #Advanced Thermodynamics and Statistical Mechanics #Statistical Mechanics and Entropy #Complex Systems and Time Series Analysis