NUMERICAL APPROXIMATION AND ANALYSIS OF INTEGRO-PDES WITH APPLICATIONS INFINANCE

A PhD grant is available at the Department of Mathematical Sciencesat the Norwegian University of Science and Technology (NTNU). The grant,which is for three years, is funded by the Research Council of Norway. Thegrant period may be extended to four years in exchange for teaching dutiesat the department.

The PhD project focuses on development and analysis (theory) ofnumerical methods for integro-partial differential equations andapplications in finance. Related theoretical topics as boundary values andregularity of solutions may be considered additionally. The PhDcandidate will participate in the activities of the Integro-PDEs:Numerical methods, Analysis, and Applications project which is based atNTNU and at the University of Oslo.

More information can be found on the web page:
http://www.math.ntnu.no/~erj/nmaaf/index.php

For more information, please contact:

Associate Professor Espen R. Jakobsen
phone: +47 73 59 35 12
e-mail: erj@math.ntnu.no

Closing date: 2006-09-27.