Projects funded by the NCN
Non-random equivalent characterizations of sample boundedness
2022/47/B/ST1/02114
Keywords:
Stochastic Processes Path Properties Sample Boundedness Process Supremum Mean Value Canonical Processes Empirical Processes Selectors Sudakov Minoration Truncated Variation
Descriptors:
- ST1_013:
Panel:
ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics
Host institution :
Uniwersytet Warszawski, Wydział Matematyki, Informatyki i Mechaniki
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 3
Call: OPUS 24 - announced on 2022-07-15
Amount awarded: 397 000 PLN
Project start date (Y-m-d): 2023-06-27
Project end date (Y-m-d): 2026-06-26
Project duration:: 36 months (the same as in the proposal)
Project status: Project completed
Project description
Download the project description in a pdf file
Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.
Information in the final report
- Publication in academic press/journals (2)
- Local times of deterministic paths and self-similar processes with stationary increments as normalized numbers of interval crossingsAuthors:Witold Bednorz Purba Das Rafał ŁochowskiAcademic press:AIHP (rok: 2025, tom: 62, strony: 523-547), Wydawca: IMSStatus:PublishedDOI:10.1214/24-AIHP1519 - link to the publication
- BDG inequalities and their applications for model-free continuous price paths with instant enforcementAuthors:Rafał ŁochowskiAcademic press:Modern Stochastics (rok: 2023, tom: 10, strony: 425-457), Wydawca: VMSTAStatus:PublishedDOI:10.15559/23-VMSTA233 - link to the publication