List of Grants
My research has been funded by SFI, IRCSET and Enterprise Ireland through a number of grants.
- 2008-2011: SFI MI2007. € 995,260. ``Edgeworth Centre
for Financial Mathematics. Co-principal investigator, Prof. B. Hanzon, UCC.
- 2005-2008: SFI RFP. € 91,483. ``Stochastic Functional
Differential Equations with Long Memory''. Collaborator, Prof. X. Mao,
Strathclyde)
- 2006-2009: IRCSET Postgraduate Research Scholarship
Scheme. € 72,009. ``Simulation and Analysis of Non-standard
Discrete Time Financial Market Models''. Collaborator, Prof. X. Mao, Strathclyde, Prof. A. Rodkina Kingston.
- 2007-2010: IRCSET Postgraduate Research Scholarship
Scheme. € 72,009. ``Explosions in stochastic dynamical systems
applied to finance'', Prof. A. Rodkina, Kingston.
- 2008-2011: IRCSET Postgraduate Research Scholarship
Scheme. € 72,009. ``Volatility modelling in inefficient
markets
- 2003-2006: IRCSET Postgraduate Research Scholarship
Scheme. € 57,150. ``Asymptotic Behaviour of Volterra Equations''. Collaborator, Dr. D. Reynolds, DCU.
- 2004-2012: DCU Albert College Research Fellowship, ``Non-exponential asymptotic
behaviour of stochastic delay dynamical systems''. € 34,000.
- 2003-2004: Enterprise Ireland International Collaboration with A. Rodkina, € 5100.
john.appleby{at}dcu.ie
http://webpages.dcu.ie/~applebyj/funding