Objective
The proposed research will be concerned with applications of large deviations in areas of stochastic dynamical systems that exhibit discontinuities due to sudden changes in their parameters or due to the presence of heavy-tailed probability distributions. The goal is the understanding and analysis of the behaviour of these complex systems in time (focusing mostly in stability analysis) as well as in space (random graph models possessing nodes with a gigantic number of neighbours being a principal object of study). Besides analysis, the research will be concerned with applications to management and control via risk sensitive methods, i.e. to the design of stochastic systems. To this end, we will use methods available in other application areas for stochastic systems, such as financial markets. In the department af Actuarial Mathematics and Statistics at Heriot-Watt University there are active research groups in stability/performance of stochastic systems and in financial economics. The proposer will greatly b enefit by interactions with these two Heriot-Watt teams.
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 applied mathematics dynamical systems
- natural sciences mathematics pure mathematics discrete mathematics graph theory
- social sciences law
- natural sciences mathematics applied mathematics mathematical model
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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
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
Procedure for inviting applicants to submit project proposals, with the aim of receiving EU funding.
FP6-2004-MOBILITY-7
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Funding Scheme
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.
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.
IIF - Marie Curie actions-Incoming International Fellowships
Coordinator
EDINBURGH
United Kingdom
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