Epälineaaristen osittaisdifferentiaaliyhtälöiden ja stokastisen peliteorian väliset yhteydet

Main funder

Funds granted by main funder (€)

407 272,00

Funding program

Research post as Academy Research Fellow, AoF (Academy of Finland)

Project timetable

Project start date: 01/09/2012

Project end date: 31/08/2017


This project concentrates on connections between the nonlinear partial differential equations and stochastic game theory. In the linear theory, the interplay has several real-world applications such as stock market fluctuations leading to the mathematical option pricing and portfolio management. This connection has also been crucial in several breakthroughs in pure mathematics. We utilize a recently discovered nonlinear mean value approach related to a dynamic programming principle.

Principal Investigator

Other persons related to this project (JYU)

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Last updated on 2018-24-01 at 16:42