Stochastic dynamics: analytical and geometrical aspects with applications

• Grant number: 20/04426-6
• Support type: Research Projects - Thematic Grants
• Duration: November 01, 2020 - October 31, 2025
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Geometry and Topology
• Principal researcher: Paulo Regis Caron Ruffino
• Grantee: Paulo Regis Caron Ruffino
• Home Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Pesquisadores principais: Pedro Jose Catuogno
• Assoc. researchers: Christian da Silva Rodrigues ; Christian Horacio Olivera ; Diego Sebastian Ledesma
• Associated scholarship(s): 22/00176-0 - Assymptotic behavior of stochastic evolutionary equações, BP.PD; 22/00284-8 - Geometry of foliations via foliated Brownian motion, BP.DD

Abstract

Our research group in Mathematics Department -- UNICAMP focus on the study of intertwined properties of stochastic analysis, geometry and dynamical systems, mainly concerning the theory of continuous time semimartingales (e.g., Brownian motion), and more recently including jumps (e.g., Lévy processes). This project, which connects researchers who use common techniques on probability and ergodic theory is centred on the following items: stochastic dynamics on manifolds (bifurcation of Markov processes via $n$-point processes), properties of certain SPDEs, rough path theory, diffusions on foliated spaces, decomposition of stochastic flows (and its applications in dynamics and geometry of associated bundles), dynamics of measures. The project is guided mainly by the following actions: i) support the orientation of masters and PhDs/researchers; ii) improve further the national and international scientific connections, with a continuous flow of top researchers coming to visit the group, or members of the group going to congresses, visiting collaborators and centres of top reputation in the area. (AU)

Scientific publications

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

OLIVERA, CHRISTIAN; TUDOR, CIPRIAN A. Absolute continuity of the solution to the stochastic Burgers equation. CHAOS SOLITONS & FRACTALS, v. 153, n. 2 DEC 2021. Web of Science Citations: 0.

LIMA, LOURIVAL; RUFFINO, PAULO; SOUZA, FRANCYS. Stochastic near-optimal control: additive, multiplicative, non-Markovian and applications. European Physical Journal-Special Topics, v. 230, n. 14-15, p. 2783-2792, OCT 2021. Web of Science Citations: 1.