Cel
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.
Zaproszenie do składania wniosków
FP7-PEOPLE-2013-IIF
Zobacz inne projekty w ramach tego zaproszenia
System finansowania
MC-IIF - International Incoming Fellowships (IIF)Koordynator
SW7 2AZ LONDON
Zjednoczone Królestwo