Projects funded by the NCN
Reflected backward stochastic differential equations with optional barriers
2018/31/N/ST1/00417
Keywords:
backward stochastic differential equations optional processes Dynkin games
Descriptors:
- ST1_13: Probability and statistics
- ST1_17: Applied mathematics
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: 2
Call: PRELUDIUM 16 - announced on 2018-09-14
Amount awarded: 77 280 PLN
Project start date (Y-m-d): 2019-08-05
Project end date (Y-m-d): 2022-08-04
Project duration:: 36 months (the same as in the proposal)
Project status: Project settled
Project description
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