The National Science Foundation awarded a $152,899 Project Grant to Florida State University (FSU) under the Mathematical and Physical Sciences (CFDA 47.049) program. This grant supports research into stochastic analysis and numerical algorithms for stochastic dynamical systems, and their applications in machine learning and mathematical finance. Key focus areas include hypocoercivity and convergence analysis for degenerate and mean-field stochastic systems, and the study of non-Markovian stochastic models with path-dependent and mean-field features relevant to financial markets. The research aims to develop efficient algorithms for problems in areas such as AI safety, control robotics, image processing, and option/asset pricing under rough volatility conditions. The project will also provide research opportunities for graduate and undergraduate students. Work under this 28-month award is scheduled for completion by May 2026.
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