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7 312 (0,161s) •

Project

Stochastic systems in infinite dimensions (GA22-12790S)

, problems of parameter identification and control for such systems will be studied processes (both Gaussian and non-Gaussian) may be considered (for example, fractional Brownian motion and the Rosenblatt...

Statistics and probability

  • 2022 - 2024
    • •
  • 12 822 tis. Kč
    • •
  • 12 042 tis. Kč
    • •
  • GA ČR
Project

Analysis of Fractional Stochastic Volatility Models and their Grid Implementation (GA14-11559S)

. A special attention will be paid to models with fractional Brownian motion. We will study a long memory effect caused by fractional Brownian noise and its impact to calibrate the fractional stoc...

AH - Ekonomie

  • 2014 - 2016
    • •
  • 5 233 tis. Kč
    • •
  • 5 233 tis. Kč
    • •
  • GA ČR
Project

Fractional and fuzzy-fractional transport in disordered environments (GF24-10177L)

Fractional (fuzzy) calculus is a mathematical field with many applications in natural and socio-economic systems. It was recently used to model complex financial and physical phenomena, including large jumps and memory effects. Although some...

Applied mathematics

  • 2024 - 2027
    • •
  • 3 216 tis. Kč
    • •
  • 3 216 tis. Kč
    • •
  • GA ČR
Project

Infinite dimensional stochastic systems (GA201/07/0237)

-Markovian case) on equations where the driving process is a fractional Brownian motion spaces and equations driven by fractional noises. 2. Large time behaviour......

BA - Obecná matematika

  • 2007 - 2009
    • •
  • 892 tis. Kč
    • •
  • 892 tis. Kč
    • •
  • GA ČR
Project

Stochastic Space-Time Systems (GAP201/10/0752)

noises that are not semimartingales (typically, the fractional Brownian motion. The study of properties of the Brownian net and related measure-valued processes......

BA - Obecná matematika

  • 2010 - 2014
    • •
  • 2 094 tis. Kč
    • •
  • 2 094 tis. Kč
    • •
  • GA ČR
Project

Rough models of fractional stochastic volatility (GA18-16680S)

In this project we will focus on the analysis of fractional stochastic volatility (FSV) models. First and foremost, the option pricing task under rough FSV models will be analyzed. Since no closed pricing formulas are available, we will stud...

Statistics and probability

  • 2018 - 2021
    • •
  • 2 194 tis. Kč
    • •
  • 2 038 tis. Kč
    • •
  • GA ČR
Project

Stochastic equations in infinite dimensional spaces (GA201/04/0750)

the driving process is a fractional Brownian motion. 3. Infinite dimensional stochastic...

BA - Obecná matematika

  • 2004 - 2006
    • •
  • 628 tis. Kč
    • •
  • 628 tis. Kč
    • •
  • GA ČR
Project

Intensification of reaction-diffusion processes by magnetic nanomixing (GA18-14466S)

The project will investigate the influence of the Brownian relaxation of magnetic nanoparticles on local transport phenomena - the so-called nanomixing. This phenomenon is caused by rotational movement of magnetic nanoparticles induced by ex...

Chemical engineering (plants, products)

  • 2018 - 2022
    • •
  • 9 432 tis. Kč
    • •
  • 8 646 tis. Kč
    • •
  • GA ČR
Project

Identification of Nonlinear Fractional-Order Dynamical Systems (GA19-23815S)

from the Bayesian perspective and Laguerre-based identification of fractional orderThe project focuses on solving the problem of identification of nonlinear dynamical systems using models with fractional derivativ...

Automation and control systems

  • 2019 - 2023
    • •
  • 6 645 tis. Kč
    • •
  • 6 590 tis. Kč
    • •
  • GA ČR
Project

Stochastic Processes in Infinite Dimensional Spaces (GA15-08819S)

The project is concerned with mathematical theory of random processes evolving in infinite dimensional state spaces, in particular, with stochastic evolution equations modelled as stochastic differential equations in infinite dimensions, and with a ...

BA - Obecná matematika

  • 2015 - 2017
    • •
  • 5 904 tis. Kč
    • •
  • 5 904 tis. Kč
    • •
  • GA ČR
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