HTSP

Hitting Times for Stochastic Processes

Coordinatore	IMPERIAL COLLEGE OF SCIENCE, TECHNOLOGY AND MEDICINE    more  Organization address address: SOUTH KENSINGTON CAMPUS EXHIBITION ROAD city: LONDON postcode: SW7 2AZ contact info Titolo: Ms. Nome: Alasya Cognome: Brooke Email: send email Telefono: +44 207 594 1181 Fax: +44 207 594 1418
Nazionalità Coordinatore	United Kingdom [UK]
Totale costo	221˙606 €
EC contributo	221˙606 €
Programma	FP7-PEOPLE Specific programme "People" implementing the Seventh Framework Programme of the European Community for research, technological development and demonstration activities (2007 to 2013)
Code Call	FP7-PEOPLE-2013-IIF
Funding Scheme	MC-IIF
Anno di inizio	2015
Periodo (anno-mese-giorno)	2015-01-21   -   2017-01-20

 Partecipanti

#	participant	country	role	EC contrib. [€]
1	IMPERIAL COLLEGE OF SCIENCE, TECHNOLOGY AND MEDICINE  Organization address address: SOUTH KENSINGTON CAMPUS EXHIBITION ROAD city: LONDON postcode: SW7 2AZ contact info Titolo: Ms. Nome: Alasya Cognome: Brooke Email: send email Telefono: +44 207 594 1181 Fax: +44 207 594 1418	UK (LONDON)	coordinator	221˙606.40

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 Obiettivo del progetto (Objective)

'The main goal of this project is to develop a qualitative theory for describing the long term atypical behaviour of stochastic processes. An important characterization of such behaviour is given by atypically large values of the time (known as the hitting time) when the process enters a set. We aim to establish new results about the probabilities of large values for the hitting times of appropriate sets for a variety of important stochastic process arising in probability theory, physics and stochastic finance.'