Stochastic Analysis and Applied Probability(3.3.1): Topics in the Theory and Applications of Stochastic Analysis
Final rept. 11 May 2010-10 Mar 2015
NORTH CAROLINA UNIV AT CHAPEL HILL
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Research partially supported by this grant culminated in the submission of twenty eight new research papers twenty three of which have now been accepted for publication. Topics covered in this research include theory of large deviations, stochastic differential games, stochastic control, stochastic networks, random graphs, mean field models, and diffusion approximations. Four Ph.D. students Xin Liu, Dominik Reinhold, Jiang Chen and Xuan Wang completed their dissertation under the direction of the PI. Three other Ph.D. students Abhishek Pal Majumdar, Ruoyu Wu and Eric Friedlander continued work on their dissertations. Postdoctoral fellows C.Y.Lee, X.Song, S.Saha and L.Fan were partially supported by this grant. Research was disseminated through numerous invited presentations.
- Statistics and Probability
- Operations Research