Obiettivo
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.
Campo scientifico
Invito a presentare proposte
FP7-PEOPLE-2013-IIF
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Meccanismo di finanziamento
MC-IIF - International Incoming Fellowships (IIF)Coordinatore
SW7 2AZ LONDON
Regno Unito