Hitting Times for Stochastic Processes
(HTSP)
Start date: Jan 21, 2015,
End date: Jan 20, 2017
PROJECT
FINISHED
"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."
Get Access to the 1st Network for European Cooperation
Log In
or
Create an account
to see this content
Coordinator
IMPERIAL COLLEGE OF SCIENCE TECHNOLOGY AND MEDICINE
€ 221 606,40- Alasya Brooke
- SOUTH KENSINGTON CAMPUS EXHIBITION ROAD SW7 2AZ LONDON (United Kingdom)
Details
- 100% € 221 606,40
-
FP7-PEOPLE
- Project on CORDIS Platform