Mathematical Sciences: Coupling and Gradient Estimates, Conditional Brownian Motion

Information

  • NSF Award
  • 9002539
Owner
  • Award Id
    9002539
  • Award Effective Date
    7/1/1990 - 33 years ago
  • Award Expiration Date
    6/30/1992 - 31 years ago
  • Award Amount
    $ 24,000.00
  • Award Instrument
    Interagency Agreement

Mathematical Sciences: Coupling and Gradient Estimates, Conditional Brownian Motion

The principal investigator will conduct research in two areas of probability theory: coupling and gradient estimates, conditional Brownian motion. One goal of the first area is to give a new probabilistic approach to partial differential theory. The principal investigator will use coupling arguments to compare two or more stochastic averages for processes with differing initial distributions. He will use tools from differential geometry. The second area involves answering question in potential theory using probabilistic arguments.

  • Program Officer
    K Crank
  • Min Amd Letter Date
    6/12/1990 - 34 years ago
  • Max Amd Letter Date
    6/12/1991 - 33 years ago
  • ARRA Amount

Institutions

  • Name
    National Security Agency
  • City
    Fort George G Meade
  • State
    MD
  • Country
    United States
  • Address
    9800 Savage Road
  • Postal Code
    207556643

Investigators

  • First Name
    Marvin
  • Last Name
    Wunderlich
  • Start Date
    7/1/1990 12:00:00 AM

FOA Information

  • Name
    Other Applications NEC
  • Code
    99
  • Name
    Mathematics
  • Code
    21

Program Element

  • Text
    PROBABILITY
  • Code
    1263