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Stochastic analysis and its applications

Objective



Young scientists will become deeply involved in stochastic analysis, dealing with infinite dimensional random phenomena; drawing on obtaining valuable experience in an essential and vibrant area. We have mathematical topics including harmonic analysis, probability theory, maximised the budget for this postdoc aspect of our project. We hope that potential theory, differential geometry, elliptic partial differential we will attract some really able young mathematicians to take there first equations, dynamical systems and evolution equations. Applications include job in Europe rather than in the VS. the design and control of large communications networks and the synthesis of financial derivatives. We expect progress to include the interrelated topics: infinite dimensional stochastic geometry, large deviations, random media, stochastic calculus and differential equations, stochastic dynamical systems, super processes, we also expect direct applications to finance (e.g. derivative securities), nonlinear filtering, telecommunications, etc. Our team is already strong, so by pooling skills, and with the resources for postdocs, we expect excellent scientific progress. Existing interaction demonstrates that we can work together effectively, our record in supervising graduate students, postdocs and the challenge of our science, suggests we will provide valuable training opportunities for able young workers.

Funding Scheme

NET - Research network contracts

Coordinator

Imperial College of Science Technology and Medicine
Address
Queen's Gate
SW7 2BZ London
United Kingdom

Participants (8)

HUMBOLDT-UNIVERSITAET BERLIN
Germany
Address
Unter Den Linden 6
10099 Berlin
Kungliga Tekniska Högskolan
Sweden
Address

100 44 Stockholm
UNIVERSITE DE PARIS-SUD XI
France
Address
Université De Paris 11, Bètiment 425
91405 Gometz La Ville
Universidad de Barcelona
Spain
Address
Gran Vòa De Les C. Catalanes
08007 Barcelona
Universidade de Lisboa
Portugal
Address
Avenida Prof. Gama Pinto
1699 Lisboa
Universität Bielefeld
Germany
Address
Universitätsstraùe
33615 Bielefeld
Université de Paris VI (Université Pierre et Marie Curie)
France
Address
4 Place Jussieu
75252 Paris
Université de Toulouse III (Université Paul Sabatier)
France
Address
118 Route De Narbonne
31062 Toulouse