This award will support the research activities of the principal investigators as well as the visitor program. The investigators and visitors conduct research in the broad area of stochastic processes and their applications. Specific research topics include non-guassian models and digital processing of random analog signals, infinite dimensional stochastic differential equations with applications to neuroscience; nonlinear filtering and random fields, and stochastic extremes and point processes. This project is being jointly supported by the Air Force Office of Scientific Research, the Army Research Office, the University of North Carolina, and the National Science Foundation. This award will support the research activities of the principal investigators as well as the visitor program. The investigators and visitors conduct research in the broad area of stochastic processes and their applications. The visitor program supports short- and long-term senior and junior visitors. This project is being jointly supported by the Air Force Office of Scientific Research, the Army Research Office, the University of North Carolina, and the National Science Foundation.
