Projects funded by the NCN
Exit problems for reflected Levy processes and its applications
2016/23/N/ST1/01189
Keywords:
Lévy process drawdown and drawup stopping rules
Descriptors:
- ST1_17: Applied mathematics
- 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: 2
Call: PRELUDIUM 12 - announced on 2016-09-15
Amount awarded: 52 100 PLN
Project start date (Y-m-d): 2017-08-24
Project end date (Y-m-d): 2019-08-23
Project duration:: 24 months (the same as in the proposal)
Project status: Project settled
Project description
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