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


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