Philipp Jettkant
Status
Postgraduate Student
Research groups
Address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG
Major / recent publications
Ben Hambly and Philipp Jettkant. "Semilinear BSPDEs and Applications to McKean--Vlasov Control with Killing" (2023). Preprint. https://arxiv.org/abs/2312.13468
Ben Hambly and Philipp Jettkant. "Control of McKean--Vlasov SDEs with Contagion through Killing at a State-Dependent Intensity" (2023). Preprint. https://arxiv.org/abs/2310.15854
Research interests
My research interests lie in the field probability theory, stochastic processes, and mathematical finance. My current focus are interacting particle systems, McKean--Vlasov SDEs, and stochastic optimal control.
Preferred address
Mathematical Institute
University of Oxford
Andrew Wiles Building
Radcliffe Observatory Quarter
Woodstock Road
Oxford
OX2 6GG