Discovery Projects - Grant ID: DP130103517

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/API/grants/DP130103517

Funding Status
Closed

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Funded Activity Summary

G-expectation and its applications to nonlinear risk management. This project will develop novel theories and methods for nonlinear risk management based on nonlinear expectations and Backward Stochastic Differential Equations. The expected outcomes of the project will place Australia in the forefront and the leading position of these fields.

Funded Activity Details

Start Date: 2013

End Date: 12-2018

Funding Scheme: Discovery Projects

Funding Amount: $405,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Calculus of Variations, Systems Theory and Control Theory | Financial Mathematics | Applied Mathematics | Stochastic Analysis and Modelling |

ANZSRC Socio-Economic Objective (SEO)

Command, Control and Communications | Investment Services (excl. Superannuation) | Expanding Knowledge in the Mathematical Sciences

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