Projects funded by the NCN
Backward stochastic differential equations and their applications
2016/23/B/ST1/01543
Keywords:
backward stochastic differential equations reflected backward stochastic differential equations doubly stochastic backward differential equations partial differential equations stochastic partial differential equations obstacle problem Dynkin games
Descriptors:
- ST1_13: Probability and statistics
- ST1_11: Partial differential equations
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: 5
Call: OPUS 12 - announced on 2016-09-15
Amount awarded: 356 000 PLN
Project start date (Y-m-d): 2017-08-29
Project end date (Y-m-d): 2022-08-28
Project duration:: 60 months (the same as in the proposal)
Project status: Project settled
Project description
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