Projects funded by the NCN
Backward stochastic differential equations
2012/07/B/ST1/03508
Keywords:
backward stochastic differential equations reflected backward stochastic differential equations generalized backward stochastic differential equations doubly stochastic backward stochastic differential equations partial differential equations switching problem obstacle problem
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 :
Uniwersytet Mikołaja Kopernika, Wydział Matematyki i Informatyki
woj. kujawsko-pomorskie
Principal investigator (from the host institution):
Number of co-investigators in the project: 6
Call: OPUS 4 - announced on 2012-09-15
Amount awarded: 432 400 PLN
Project start date (Y-m-d): 2013-07-09
Project end date (Y-m-d): 2016-07-08
Project duration:: 36 months (the same as in the proposal)
Project status: Project settled