Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Exit problems for reflected Levy processes and its applications

2016/23/N/ST1/01189

Keywords:

Lévy process drawdown and drawup stopping rules

Descriptors:

  • ST1_17: Applied mathematics
  • ST1_13: Probability and statistics
  • ST1_19: Other related subjects

Panel:

ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics

Host institution :

Uniwersytet Wrocławski, Wydział Matematyki i Informatyki

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

Joanna Tumilewicz 

Number of co-investigators in the project: 2

Call: PRELUDIUM 12 - announced on 2016-09-15

Amount awarded: 52 100 PLN

Project start date (Y-m-d): 2017-08-24

Project end date (Y-m-d): 2019-08-23

Project duration:: 24 months (the same as in the proposal)

Project status: Project settled

Project description

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Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.