Mathematical Sciences: Stochastic Processes and the Theory of Mathematical Finance

主要研究人员将致力于解决 随机微分方程与随机控制 数学金融的应用 这将包括一项研究 完全市场中的一般均衡问题，以及如何 市场特征受消费者偏好的影响 个体代理人。 投资理论的数学研究对于 加强经济科学的基础设施。 一 连续时间中小投资者行为合理性理论 金融市场是数学如何 成功地促进了杰出重要经济 问题

The principal investigators will work on problems in stochastic differential equations and stochastic control with applications to mathematical finance. This will include a study of the problem of general equilibrium in complete markets and how market characteristics are affected by the preferences of the individual agents. Mathematical studies of investment theory are important for strengthening the infrastructure of the economic sciences. A reasonable theory of small investor behavior in a continuous time financial market is one example of how mathematics can successfully contribute to outstanding important economic problems.