Projects funded by the NCN
Truncated variation of stochastic process - its properties and applications
2011/01/B/ST1/05089
Keywords:
variation concentration of measure convergence of stochastic processes stochastic integral
Descriptors:
- ST1_13: Probability and statistics
Panel:
ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics
Host institution :
Szkoła Główna Handlowa w Warszawie, Kolegium Analiz Ekonomicznych
woj. mazowieckie
Principal investigator (from the host institution):
Number of co-investigators in the project: 3
Call: OPUS 1 - announced on 2011-03-15
Amount awarded: 117 450 PLN
Project start date (Y-m-d): 2011-12-01
Project end date (Y-m-d): 2013-11-30
Project duration:: 24 months (the same as in the proposal)
Project status: Project settled