Objetivo 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. Ámbito científico natural sciencesmathematicsapplied mathematicsstatistics and probability Programa(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) Tema(s) FP7-PEOPLE-2013-IIF - Marie Curie Action: "International Incoming Fellowships" Convocatoria de propuestas FP7-PEOPLE-2013-IIF Consulte otros proyectos de esta convocatoria Régimen de financiación MC-IIF - International Incoming Fellowships (IIF) Coordinador IMPERIAL COLLEGE OF SCIENCE TECHNOLOGY AND MEDICINE Aportación de la UE € 221 606,40 Dirección SOUTH KENSINGTON CAMPUS EXHIBITION ROAD SW7 2AZ LONDON Reino Unido Ver en el mapa Región London Inner London — West Westminster Tipo de actividad Higher or Secondary Education Establishments Contacto administrativo Alasya Brooke (Ms.) Enlaces Contactar con la organización Opens in new window Sitio web Opens in new window Coste total Sin datos
