Dylan Possamaï
Scholar

Dylan Possamaï

Google Scholar ID: lluPxVMAAAAJ
Full Professor, ETH Zürich, Mathematics
Probability theorystochastic calculusmathematical financecontract theorystochastic control and BSDEs
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Citations & Impact
All-time
Citations
1,733
 
H-index
23
 
i10-index
46
 
Publications
20
 
Co-authors
0
 
Contact
CVOpen ↗
Publications
3 items
Here, there and everywhere: state-dependent time-inconsistent stochastic control
2026
Cited
0
Variance strikes back: sub-game--perfect Nash equilibria in time-inconsistent $N$-player games, and their mean-field sequel
2025
Cited
0
One model to solve them all: 2BSDE families via neural operators
2025
Cited
0
Resume (English only)
Academic Achievements
  • More details can be found on his CV. You can also visit his Google Scholar, ArXiv, HAL, and Orcid pages.
Research Experience
  • Since August 2020, a Professor of Mathematics at ETH Zürich. Prior to that, an Assistant Professor in the IEOR department at Columbia University from 2017 to 2020, and an Assistant Professor at Université Paris Dauphine (CEREMADE), from 2012 to 2017.
Background
  • Research Interests: Stochastic analysis, backward stochastic differential equations, risk measures theory, model uncertainty, robust finance, stochastic control, contract theory, principal-agent problems, moral hazard, adverse selection, Malliavin calculus, transaction costs.
Co-authors
0 total
Co-authors: 0 (list not available)