Objective
Levy processes are one of the most important classes of stochastic processes which are used to model Random phenomena. The subclass of such processes which have stable laws are of particular Importance as the long tails of the distributions are well suited to modelling a wide range of Phenomena in such diverse fields as communications, economics, turbulence and finance. During the 1990's there has been spectacular progress in both theoretical and applied aspects of the subject and the purpose of this meeting is to review recent developments, discuss open problems and set the Agenda for further progress into the next century.
The conference will specifically focus on areas. Where significant recent advances have taken place. On the theoretical side, this includes fluctuation Theory for Levy processes, the structure of stationary stable processes, the flow property for solutions Of stochastic differential equations driven by Levy processes, the construction of Levy processes on Riemannian manifolds and the analysis of Levy-type Markov processes using pseudo- Differential operator. Applications will include statistical inference for linear stable processes, The construction of quantum fields using Levy processes, the analysis of term-structure models in Mathematical finance and the properties of visco-elastic materials. A goal of the conference is to Present a synthesis of recent progress while also identifying (particularly for young researchers). Those areas on which future research should concentrate.
ftp://ftp.cordis.lu/pub/improving/docs/HPCF-2000-00011-1.pdf(opens in new window)
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.
- social sciences economics and business economics econometrics
- natural sciences mathematics pure mathematics mathematical analysis differential equations
- social sciences law
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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
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Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
Funding Scheme
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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
United Kingdom
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