Service Communautaire d'Information sur la Recherche et le Développement - CORDIS

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  • CORDIS
  • Projets et résultats
  • 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

De 2000-05-01 à 2002-04-30

Détails concernant le projet

Coût total:

Non disponible

Contribution de l'UE:

EUR 90 000

Coordonné à/au(x)/en:

Spain

Objectif

Coordinateur

University of Barcelona
Spain
Gran Via 585
08007 Barcelona
Spain
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Contact administratif: David NUALART
Tél.: +34-934021656
Fax: +34-934021606
E-mail

Participants

Humbold Universität zu Berlin
Germany
Unter den Linden 6
10099 Berlin
Germany
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Contact administratif: Peter IMKELLER
Tél.: +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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Contact administratif: Yurii Nikolaevich LIN'KOV
Tél.: +380-62-2552082
Fax: +380-62-2552263
E-mail
Kiev National Shevchenko University
Ukraine
Vladimirskaya str. 60
252601 Kiev
Ukraine
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Contact administratif: Yulija Stepanovna MISHURA
Tél.: +380-44-2662328
Fax: +380-44-4126874
E-mail
Russian Academy of Sciences
Russia
Gubkina 7
117966 Moscow
Russia
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Contact administratif: Alexander Alexandrovich GUSHCHIN
Tél.: +7-095-9383737
Fax: +7-095-9301880
E-mail
University of Helsinki
Finland
Yliopistonkatu 5
00100 Helsinki
Finland
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Contact administratif: Esko VALKEILA
Tél.: +358-0-19123742
Fax: +358-0-19123213
E-mail
University of Rennes 1
France
Campus de Beaulieu
35042 Rennes
France
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Contact administratif: Jean MEMIN
Tél.: +33-2-99286033
Fax: +33-2-99286790
E-mail