Stochastic analysis and its applications

Lines connect the coordinator with its partners.

Project objective

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.

Original text from CORDIS.

Participants

• IMPERIAL COLLEGE OF SCIENCE, TECHNOLOGY AND MEDICINE · LONDONCoordinatorUnited Kingdom
• HUMBOLDT-UNIVERSITAET BERLIN · BERLINGermany
• KUNGLIGA TEKNISKA HÖGSKOLAN · STOCKHOLMSweden
• UNIVERSITE DE PARIS-SUD XI · ORSAYFrance
• Universidad de Barcelona · BarcelonaSpain
• Universidade de Lisboa · LisboaPortugal
• Universität Bielefeld · BielefeldGermany
• Université de Paris VI (Université Pierre et Marie Curie) · ParisFrance
• Université de Toulouse III (Université Paul Sabatier) · ToulouseFrance

Links

• View on CORDIS