Stochastic systems with applications to Biology and Finance

随机系统在生物学和金融中的应用

• 批准号: DP0451657
• 负责人: Prof Fima Klebaner
• 金额: $ 17.76万
• 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: 2004
• 资助国家: 澳大利亚
• 起止时间: 2004-01-01 至 2008-03-16
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP0451657
• 关键词: Stochastic; systems; applications; Biology; Finance

This project is concerned with stochastic systems. These mathematical systems, which are controlled by statistical uncertainty and variability, have profound importance in the fields of biology and finance. They are recognised worldwide as being of primary scientific importance. Important questions to be examined are: 1) Branching processes in DNA Polymerase Chain Reaction, 2) long term stationarity in metastable systems, and 3) Stochastic Volatility in Finance. The answers to these questions will underpin the statistical theory for potential breakthroughs in the respective areas. This project will contribute to the theory and applications of Stochastic Processes, as well as modelling in biology and finance.

这个项目涉及随机系统。这些数学系统受统计不确定性和可变性控制，在生物学和金融领域具有深远的重要性。 它们被全世界公认为具有重要的科学意义。要研究的重要问题是：1）DNA聚合酶链式反应中的分支过程，2）亚稳态系统中的长期平稳性，以及3）金融中的随机波动性。这些问题的答案将为统计理论在各自领域的潜在突破奠定基础。该项目将有助于随机过程的理论和应用，以及生物学和金融建模。