Objective 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. Fields of science natural sciencesmathematicsapplied mathematicsstatistics and probability Programme(s) FP7-PEOPLE - Specific programme "People" implementing the Seventh Framework Programme of the European Community for research, technological development and demonstration activities (2007 to 2013) Topic(s) FP7-PEOPLE-2013-IIF - Marie Curie Action: "International Incoming Fellowships" Call for proposal FP7-PEOPLE-2013-IIF See other projects for this call Funding Scheme MC-IIF - International Incoming Fellowships (IIF) Coordinator IMPERIAL COLLEGE OF SCIENCE TECHNOLOGY AND MEDICINE EU contribution € 221 606,40 Address SOUTH KENSINGTON CAMPUS EXHIBITION ROAD SW7 2AZ LONDON United Kingdom See on map Region London Inner London — West Westminster Activity type Higher or Secondary Education Establishments Administrative Contact Alasya Brooke (Ms.) Links Contact the organisation Opens in new window Website Opens in new window Total cost No data
