Interfacial phenomena in stochastic reaction-diffusion systems & applications to mathematical finance

IPMAFIN

Τhe resarch project IPMAFIN is funded by the Hellenic Foundation for Research and Innovation (H.F.R.I.) under the "Basic Research Financing Action (Horizontal support of all Sciences), Subaction II, Greece 2.0".


Diffusion-driven deterministic and stochastic interfacial phenomena, such as phase boundary development and its qualitative properties, have received attention in a variety of fields over the last few decades. In recent years, there has been significant development of mathematical methods (both deterministic and stochastic) for understanding such phenomena. However, many fundamental questions remain open, which we need to investigate further to have a better understanding. Our research goals between others include study of Malliavin calculus, existence results for free boundary problems, asymptotics and several other aspects of nonlinear partial differential equations.