Projects funded by the NCN


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Sensitivity Analysis of Nonlocal Operators with Applications to Jump Processes

2018/31/G/ST1/02252

Keywords:

Lévy(-type) process non-local operator parametrix method global properties of jump processes statistics of stochastic processes approximation of jump processes

Descriptors:

  • ST1_13: Probability and statistics
  • ST1_11: Partial differential equations

Panel:

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

Host institution :

Politechnika Wrocławska

woj. dolnośląskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

prof. Krzysztof Bogdan 

Number of co-investigators in the project: 4

Call: BEETHOVEN 3 - announced on 2018-09-14

Amount awarded: 599 151 PLN

Project start date (Y-m-d): 2020-01-15

Project end date (Y-m-d): 2024-01-14

Project duration:: 36 months (the same as in the proposal)

Project status: Project completed

Project description

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