HTSP
Hitting Times for Stochastic Processes
| Coordinatore | IMPERIAL COLLEGE OF SCIENCE, TECHNOLOGY AND MEDICINE
Organization address
address: SOUTH KENSINGTON CAMPUS EXHIBITION ROAD contact info |
| Nazionalità Coordinatore | United Kingdom [UK] |
| Totale costo | 221˙606 € |
| EC contributo | 221˙606 € |
| Programma | FP7-PEOPLE
Specific programme "People" implementing the Seventh Framework Programme of the European Community for research, technological development and demonstration activities (2007 to 2013) |
| Code Call | FP7-PEOPLE-2013-IIF |
| Funding Scheme | MC-IIF |
| Anno di inizio | 2015 |
| Periodo (anno-mese-giorno) | 2015-01-21 - 2017-01-20 |
Partecipanti
| # | ||||
|---|---|---|---|---|
| 1 |
IMPERIAL COLLEGE OF SCIENCE, TECHNOLOGY AND MEDICINE
Organization address
address: SOUTH KENSINGTON CAMPUS EXHIBITION ROAD contact info |
UK (LONDON) | coordinator | 221˙606.40 |
Mappa
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Obiettivo del progetto (Objective)
'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.'