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Marie Curie Initial Training Network (ITN)

Call: FP7-PEOPLE-2007-1-1-ITN, no. 213841-2

Deterministic and Stochastic Controlled Systems and Applications


Our project unites teams of six different universities (Iasi - Romania, Brest - France, Jena - Germany, Manchester - United Kingdom, Marrakech - Morocco, Milano - Italy) with their complementary competences in

a) Controlled Systems: Deterministic and Stochastic Control, Game Theory,

b) Stochastic Equations: Stochastic Differential Equations (SDE), Stochastic Partial Differential Equations (SPDE), Backward Stochastic Differential Equations (BSDE), and

c) Levy processes as well as fractal processes,

in order to investigate problems arising in the interaction between these competences and allowing to study, in cooperation with our industrial partners,

- BELTIOS GmbH (German consulting firm specialized in expert advices in quantitative risk management of live assurance companies),

- Crédit Mutuel de Bretagne (bridge-head of the group CM Arkea, 2nd regional bank and financial group in France),

- ERGO Insurance Group (one of the major insurance groups in Europe and Germany including, in particular, the insurance companies Hamburg-Mannheimer and Victoria),

- Optima Finance Consulting (Moroccan consulting firm specialized in risk management, asset management, asset/liability management (A.L.M.) and the audit of financial and operational risks) and

- PROVINZIAL NordWest Konzern (one of the leading regional insurance companies based in Kiel and operating in the northern and western parts of Germany),

related problems and applications in

d) Finance and Insurance.

Moreover, particular attention will also be paid for applications in

e) Natural Sciences, namely, the problem of transport in porous media.

The network is expected to be launched on October 1, 2008 for a period of four years, subject to the entry into force of the grant agreement.

We refer also to the following web pages of the European Community, which concern Marie Curie projects as well as available positions in European projects: