2012 Project-Team Activity Report
REGULARITY
Probabilistic modelling of irregularity and application to uncertainties management
Research centre:
Saclay - Île-de-France
In partnership with: Ecole centrale
In collaboration with: Laboratoire de Mathématiques Appliquées aux Systèmes (MAS)
In collaboration with: Laboratoire de Mathématiques Appliquées aux Systèmes (MAS)
Field: Applied Mathematics, Computation and Simulation
Theme: Stochastic Methods and Models
Theme: Stochastic Methods and Models
Keywords: Stochastic Modelling, Financial Mathematics, Signal And Image Processing, Stochastic Differential Equations