Stochastic Analysis and Applied Probability(3.3.1): Topics in the Theory and Applications of Stochastic Analysis

Abstract

Research partially supported by this grant culminated in the submission of twenty eight new research papers twenty three of which have now been accepted for publication. Topics covered in this research include theory of large deviations, stochastic differential games, stochastic control, stochastic networks, random graphs, mean field models, and diffusion approximations. Four Ph.D. students (Xin Liu, Dominik Reinhold, Jiang Chen and Xuan Wang) completed their dissertation under the direction of the PI. Three other Ph.D. students (Abhishek Pal Majumdar, Ruoyu Wu and Eric Friedlander) continued work on their dissertations. Postdoctoral fellows C.Y.Lee, X.Song, S.Saha and L.Fan were partially supported by this grant. Research was disseminated through numerous invited presentations.

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Document Details

Document Type
Technical Report
Publication Date
Aug 13, 2015
Accession Number
ADA625850

Entities

People

  • Amarjit Budhiraja

Organizations

  • University of North Carolina at Chapel Hill

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computational Fluid Dynamics
  • Computational Science
  • Computer Programs
  • Differential Equations
  • Diffusion Coefficient
  • Equations
  • Lyapunov Functions
  • Markov Chains
  • Markov Processes
  • Multiscale Models
  • Operations Research
  • Partial Differential Equations
  • Probability
  • Random Variables
  • Statistical Analysis
  • Stochastic Processes
  • Students

Readers

  • Mathematical Modeling and Probability Theory.
  • Military History
  • Research Science/Academic Research