Marco Rodrigues
Marco Rodrigues
Embedded Files
About me
About me
I am currently a postdoctoral researcher at TU Berlin and the Weierstrass Institute. I defended my doctoral thesis in August 2025 at the Department of Mathematics at ETH Zurich, under the supervision of Prof. Dr. Beatrice Acciaio and Prof. Dr. Dylan Possamaï.
My research focuses on applied probability and stochastic control, with applications ranging from financial mathematics to related optimization problems. More information can be found on my CV.
Contact data
Contact data
Research
Research
Google scholar, ResearchGate, ORCiD
Publications and preprints
Publications and preprints
J. H. Ricalde-Guerrero, M. Rodrigues and Chiara Rossato (2026):
Mean players: from Nash equilibria to the mean-field limit with jumps
PDF.D. Possamaï, M. Rodrigues, A. Saplaouras (2026):
Mind the jumps: when 2BSDEs meet semi-martingales
ArXiv preprint arXiv:2507.01767.D. Possamaï, M. Rodrigues, A. Saplaouras (2026):
Aggregation of value processes for semi-martingale BSDEs with jumps
ArXiv preprint arXiv:2609.25126.M. Rodrigues (2025):
Robust hedging of American options via aggregated Snell envelopes
SIAM Journal on Control and Optimization, to appear.B. Acciaio, D. Kršek, G. Pammer, M. Rodrigues (2025):
Absolutely continuous curves of stochastic processes
Bernoulli, to appear.D. Possamaï, M. Rodrigues (2024):
Reflections on BSDEs
Electronic Journal of Probability, vol. 29, no. 66, pp. 1-82.M. Rodrigues (2025):
Two approaches to stochastic control: BSDEs with jumps and adapted transport
Doctoral thesis ETH Zurich, Diss. ETH No. 31440.
Page updated
Google Sites
Report abuse
This site uses cookies from Google to deliver its services and to analyze traffic. Information about your use of this site is shared with Google. By using this site, you agree to its use of cookies.
Learn more
Got it