Discovery Projects - Grant ID: DP0451657

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP0451657

Funding Status
Closed

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Funded Activity Summary

Stochastic systems with applications to Biology and 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.

Funded Activity Details

Start Date: 01-01-2004

End Date: 16-03-2008

Funding Scheme: Discovery Projects

Funding Amount: $255,000.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Stochastic Analysis And Modelling | Statistics | Risk Theory | Biological Mathematics

ANZSRC Socio-Economic Objective (SEO)

Finance and investment services | Biological sciences | Mathematical sciences |

Other Keywords

Biological Mathematics | Biological sciences | Finance and investment services | Mathematical sciences | Risk Theory | Statistics | Stochastic Analysis And Modelling

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