Community Research and Development Information Service - CORDIS

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  • Stochastic calculus, statistics and limit theorems for stochastic processes and fields of semi- and nonsemimartingale type; asymptotics of random evolutions and of solutions of stochastic equations, applications to mathematical finance

Stochastic calculus, statistics and limit theorems for stochastic processes and fields of semi- and nonsemimartingale type; asymptotics of random evolutions and of solutions of stochastic equations, applications to mathematical finance

From 2000-05-01 to 2002-04-30

Project details

Total cost:

Not available

EU contribution:

EUR 90 000

Coordinated in:

Spain

Objective

Coordinator

University of Barcelona
Spain
Gran Via 585
08007 Barcelona
Spain
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Administrative contact: David NUALART
Tel.: +34-934021656
Fax: +34-934021606
E-mail

Participants

Humbold Universität zu Berlin
Germany
Unter den Linden 6
10099 Berlin
Germany
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Administrative contact: Peter IMKELLER
Tel.: +49-302-0935850
Fax: +49-302-0935848
E-mail
Institute of Applied Mathematics and Mechanics
Ukraine
Rosa Luxemburg street 74
340114 Donetsk
Ukraine
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Administrative contact: Yurii Nikolaevich LIN'KOV
Tel.: +380-62-2552082
Fax: +380-62-2552263
E-mail
Kiev National Shevchenko University
Ukraine
Vladimirskaya str. 60
252601 Kiev
Ukraine
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Administrative contact: Yulija Stepanovna MISHURA
Tel.: +380-44-2662328
Fax: +380-44-4126874
E-mail
Russian Academy of Sciences
Russia
Gubkina 7
117966 Moscow
Russia
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Administrative contact: Alexander Alexandrovich GUSHCHIN
Tel.: +7-095-9383737
Fax: +7-095-9301880
E-mail
University of Helsinki
Finland
Yliopistonkatu 5
00100 Helsinki
Finland
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Administrative contact: Esko VALKEILA
Tel.: +358-0-19123742
Fax: +358-0-19123213
E-mail
University of Rennes 1
France
Campus de Beaulieu
35042 Rennes
France
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Administrative contact: Jean MEMIN
Tel.: +33-2-99286033
Fax: +33-2-99286790
E-mail
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