STABILITY AND NUMERICS FOR BSDES UNDER UNCERTAINTY AND APPLICATIONS (START)



Ref.No: 61511100
Start date: 12.03.2021
End date: 30.11.2024
Approval date: 12.03.2021
Department: APPLIED MATHEMATICAL & PHYSICAL SCIENCES
Sector: MATHEMATICS
Financier: ΕΛΙΔΕΚ-ΜΕΤΑΔΙΔΑΚΤΟΡΕΣ 2, ELIDEK
Budget: 124.000,00 €
Public key: ΨΠ2646ΨΖΣ4-Θ2Ν
Scientific Responsible: Assist. Prof. ANTONIOS PAPAPANTOLEON , ALEXANDROS SAPLAOURAS
Email: papapan@math.ntua.gr,alexandros.saplaouras@gmail.com
Description: THE PROPOSED WORK COMPRISES FOUR PROJECTS: (I) THE STABILITY PROPERTY OF SECOND ORDER BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH JUMPS (2BSDES). THE GOAL IS TO PROVIDE THE SUITABLE FRAMEWORK IN ORDER THAT THE AFOREMENTIONED PROPERTY CAN BE DERIVE
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