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Content archived on 2024-06-18

Hitting Times for Stochastic Processes

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)

Topic(s)

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
Region
London Inner London — West Westminster
Activity type
Higher or Secondary Education Establishments
Links
Total cost
No data