Projects funded by the NCN
Exit problems and extremes of stochastic processes in view towards stochastic modelling
2015/17/B/ST1/01102
Keywords:
exit time Levy process Gaussian process reflected process supremum
Descriptors:
- 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
Principal investigator (from the host institution):
Number of co-investigators in the project: 5
Call: OPUS 9 - announced on 2015-03-16
Amount awarded: 483 920 PLN
Project start date (Y-m-d): 2016-02-15
Project end date (Y-m-d): 2019-08-14
Project duration:: 42 months (the same as in the proposal)
Project status: Project settled
Project description
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