Epälineaaristen osittaisdifferentiaaliyhtälöiden ja stokastisen peliteorian väliset yhteydet

Main funder

Funder's project number260791

Funds granted by main funder (€)

  • 407 272,00

Funding program

Project timetable

Project start date01/09/2012

Project end date31/08/2017


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)

Primary responsible unit

Fields of science

Related publications and other outputs

Last updated on 2024-17-04 at 12:49