Ziel
The main goal of this project is to develop a qualitative theory for describing the long term atypical behaviour of stochastic processes. An important characterization of such behaviour is given by atypically large values of the time (known as the hitting time) when the process enters a set. We aim to establish new results about the probabilities of large values for the hitting times of appropriate sets for a variety of important stochastic process arising in probability theory, physics and stochastic finance.
Wissenschaftliches Gebiet
Aufforderung zur Vorschlagseinreichung
FP7-PEOPLE-2013-IIF
Andere Projekte für diesen Aufruf anzeigen
Finanzierungsplan
MC-IIF - International Incoming Fellowships (IIF)Koordinator
SW7 2AZ LONDON
Vereinigtes Königreich