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 (EuroSciVoc)
                                                                                                            
                                            
                                            
                                                CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See:   The European Science Vocabulary.
                                                
                                            
                                        
                                                                                                
                            
                                                                                                CORDIS classifies projects with EuroSciVoc, a multilingual taxonomy of fields of science, through a semi-automatic process based on NLP techniques. See: The European Science Vocabulary.
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    Programme(s)
    
      
      
        Multi-annual funding programmes that define the EU’s priorities for research and innovation.
        
      
    
  
      
  Multi-annual funding programmes that define the EU’s priorities for research and innovation.
    Topic(s)
    
      
      
        Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
        
      
    
  
      
  Calls for proposals are divided into topics. A topic defines a specific subject or area for which applicants can submit proposals. The description of a topic comprises its specific scope and the expected impact of the funded project.
      Call for proposal
      
        
        
          Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
          
        
      
    
          Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
        FP7-PEOPLE-2013-IIF
          
            See other projects for this call
          
      
    Funding Scheme
    
      
      
        Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
        
      
    
  
  
Funding scheme (or “Type of Action”) inside a programme with common features. It specifies: the scope of what is funded; the reimbursement rate; specific evaluation criteria to qualify for funding; and the use of simplified forms of costs like lump sums.
Coordinator
SW7 2AZ London
United Kingdom
The total costs incurred by this organisation to participate in the project, including direct and indirect costs. This amount is a subset of the overall project budget.