Modelling with stochastic differential equations

使用随机微分方程建模

• 批准号: DP0881011
• 负责人: Prof Fima Klebaner
• 金额: $ 16.3万
• 依托单位: Monash University
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2008
• 资助国家: 澳大利亚
• 起止时间: 2008-06-01 至 2012-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP0881011
• 关键词: Modelling; stochastic; differential; equations

We will develop methodology for modelling and analysis of phenomena subjected to random and uncertain influences, such as behaviour of investors in the market, evolution of economy, values of stocks and ant colonies. This methodology will enable scientists to achieve more accurate description and analysis of their models and provide better understanding of these phenomena. Creating the tools for understanding such complex systems will have far reaching benefits both nationally and internationally and will allow Australia to strengthen its position in international research. The project will also provide for postgraduate training and international scientific exchange.

我们将开发建模和分析受随机和不确定影响的现象的方法，如投资者在市场中的行为、经济的演变、股票价值和蚁群。这种方法将使科学家能够更准确地描述和分析他们的模型，并更好地理解这些现象。创造工具来理解如此复杂的系统将在国内和国际上产生深远的好处，并将使澳大利亚加强其在国际研究中的地位。该项目还将提供研究生培训和国际科学交流。