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researcher

Dirk Becherer

4 papers hereh-index 10894 citations34 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author3

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR4
same name
  • Dirk Becherer — 2 papers, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20072026
most citedBounded solutions to backward SDE's with jumps for utility optimization and indifference hedging

130 citations · 130 across the 2 of their papers we have counts for

collaborators
Showing 2025Show all

1 paper · 1 filter

math.PR2025

Rough backward SDEs with discontinuous Young drivers

Dirk Becherer, Yuchen Sun

We study solutions to backward differential equations that are driven hybridly by a deterministic discontinuous rough path W of finite q-variation for q∈[1,2) and by Bro…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.