Stochastic analysis and its applications
4РП — Обучение и мобилност на изследователи
- Период
- 1996-10-01 → 2001-09-30
- Финансиране от ЕС
- —
- Участници
- 9
- Схема
- NET
Линиите свързват координатора с партньорите.
Накратко на български
Стохастичният анализ изследва случайни процеси в многомерни пространства, като например поведението на финансовите деривати. Тези математически модели помагат за по-доброто проектиране на големи комуникационни мрежи и управлението на финансови инструменти.
Кратко обяснение, генерирано от езиков модел по текста на CORDIS. Оригиналът е по-долу.
Цел на проекта
Young scientists will become deeply involved in stochastic analysis, dealing with infinite dimensional random phenomena; drawing on obtaining valuable experience in an essential and vibrant area. We have mathematical topics including harmonic analysis, probability theory, maximised the budget for this postdoc aspect of our project. We hope that potential theory, differential geometry, elliptic partial differential we will attract some really able young mathematicians to take there first equations, dynamical systems and evolution equations. Applications include job in Europe rather than in the VS. the design and control of large communications networks and the synthesis of financial derivatives. We expect progress to include the interrelated topics: infinite dimensional stochastic geometry, large deviations, random media, stochastic calculus and differential equations, stochastic dynamical systems, super processes, we also expect direct applications to finance (e.g. derivative securities), nonlinear filtering, telecommunications, etc. Our team is already strong, so by pooling skills, and with the resources for postdocs, we expect excellent scientific progress. Existing interaction demonstrates that we can work together effectively, our record in supervising graduate students, postdocs and the challenge of our science, suggests we will provide valuable training opportunities for able young workers.
Оригинален текст от CORDIS (на английски).
Участници
- IMPERIAL COLLEGE OF SCIENCE, TECHNOLOGY AND MEDICINE · LONDONКоординаторОбединеното кралство
- HUMBOLDT-UNIVERSITAET BERLIN · BERLINГермания
- KUNGLIGA TEKNISKA HÖGSKOLAN · STOCKHOLMШвеция
- UNIVERSITE DE PARIS-SUD XI · ORSAYФранция
- Universidad de Barcelona · BarcelonaИспания
- Universidade de Lisboa · LisboaПортугалия
- Universität Bielefeld · BielefeldГермания
- Université de Paris VI (Université Pierre et Marie Curie) · ParisФранция
- Université de Toulouse III (Université Paul Sabatier) · ToulouseФранция
Връзки
Данни: CORDIS, © Европейски съюз