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Infinite-Dimensional Stochastic Analysis and Harmonic Analysis

FunderNetherlands Organisation for Scientific Research (NWO)
Duration01 Jul 2007 - 29 Oct 2014
Project code639.033.604
Identifiers
Project timeline100%
corporate_fare4Partners

Description

Stochastische differentiaalvergelijkingen beschrijven processen die aan toevalsfactoren onderheving zijn, zoals verstoringen door een interne of externe ruisbron. Gebruikmakend van technieken uit de harmonische analyse ontwikkelen we nieuwe wiskundige methoden om de kwalitatieve eigenschappen van zulke processen beter te begrijpen.

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