Epälineaaristen osittaisdifferentiaali/2


Main funder


Funds granted by main funder (€)

139 987,00


Funding program

Research costs of Academy Research Fellow, AoF (Academy of Finland)


Project timetable

Project start date: 01/09/2015

Project end date: 31/08/2017


Summary

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


Primary responsible unit


Fields of science


Related publications


Last updated on 2018-24-01 at 16:44