Brownian Motion and Related Models
Brownian Motion and Related Models
批准号:
9700721
负责人:
Krzysztof Burdzy
金额:
$29.99万
依托单位:
依托单位国家:
美国
项目类别:
Continuing Grant
财政年份:
1997
资助国家:
美国
项目状态:
已结题
起止时间:
1997-07-01 至 2001-06-30
中文摘要
9700721巴斯概率论的四个领域的一些问题将被研究。第一个应用于偏微分方程,是利用普通布朗运动和迭代布朗运动对拉普拉斯平方的研究。第二个领域源于经济学和物理学,是一个随机分岔模型。有一个常微分方程,它的行为受随机过程控制。第三个领域是分形的扩散,以及对其性质的研究。这些在物理和偏微分方程中都有应用。最后,超过程的唯一性将被研究,从而应用于偏微分方程和数学生物学。概率技术将用于研究经济学、物理学和生物学中出现的许多不同的模型。这包括经济学中理性参与者的行为、物理学中的场论和生物学中的人口。所得结果也可应用于数学中的偏微分方程理论。
英文摘要
9700721 Bass A number of problems from four areas of probability theory are to be studied. The first, which has applications to partial differential equations, is an investigation into the squared Laplacian by means of both ordinary Brownian motion and by iterated Brownian motion. The second area arises out of both economics and physics and is a stochastic bifurcation model. One has an ordinary differential equation whose behavior is controlled by a stochastic process. The third area is diffusions on fractals, together with a study of their properties. These have applications to physics as well as partial differential equations. Finally, uniqueness for superprocesses will be investigated, resulting in applications to partial differential equations and to mathematical biology. Probabilistic techniques will be used to study a number of different models that arise in economics, physics, and biology. These include the behavior of rational players in economics, field theories in physics, and populations in biology. The results should also have applications to the theory of partial differential equations in mathematics.
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会议论文
2020 PIMS-CRM Summer School in Probability
-
批准号:1952466
-
项目类别:Standard Grant
-
资助金额:$4.09万
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财政年份:2020
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负责人:Krzysztof Burdzy
-
依托单位:
2017 PIMS-CRM Summer School in Probability
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批准号:1657187
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项目类别:Standard Grant
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资助金额:$2.85万
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财政年份:2016
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负责人:Krzysztof Burdzy
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依托单位:
PIMS Summer School in Probability 2014
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批准号:1404516
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项目类别:Standard Grant
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资助金额:$3.06万
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财政年份:2014
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负责人:Krzysztof Burdzy
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依托单位:
Foundations and Applications of Stochastic Analysis
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批准号:0906743
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项目类别:Continuing Grant
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资助金额:$43.5万
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财政年份:2009
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负责人:Krzysztof Burdzy
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依托单位:
PIMS Summer School 2010
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批准号:0946256
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项目类别:Standard Grant
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资助金额:$3.18万
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财政年份:2009
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负责人:Krzysztof Burdzy
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依托单位:
Topics in Stochastic Analysis
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批准号:0600206
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项目类别:Continuing Grant
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资助金额:$0.0万
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财政年份:2006
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负责人:Krzysztof Burdzy
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依托单位:
Seminar on Stochastic Processes 2004
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批准号:0341933
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项目类别:Standard Grant
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资助金额:$1.0万
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财政年份:2004
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负责人:Krzysztof Burdzy
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依托单位:
Stochastic Analysis and its Applications
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批准号:0303310
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项目类别:Continuing Grant
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资助金额:$24.8万
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财政年份:2003
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负责人:Krzysztof Burdzy
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依托单位:
Seminar on Stochastic Processes 2003
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批准号:0228824
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项目类别:Standard Grant
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资助金额:$1.1万
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财政年份:2003
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负责人:Krzysztof Burdzy
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依托单位:
Diffusion Processes and Stochastic Analysis
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批准号:0071486
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项目类别:Continuing Grant
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资助金额:$22.8万
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财政年份:2000
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负责人:Krzysztof Burdzy
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依托单位:
U.S.-U.K. Cooperative Research: Probabilistic Potential Theory
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批准号:9407760
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项目类别:Standard Grant
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资助金额:$1.0万
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财政年份:1994
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负责人:Krzysztof Burdzy
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依托单位:
Mathematical Sciences: Brownian Paths and Potential Theory
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批准号:8901255
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项目类别:Standard Grant
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资助金额:$4.0万
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财政年份:1989
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负责人:Krzysztof Burdzy
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依托单位:
海外基金