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Stochastic dynamics: analytical and geometrical aspects with applications

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)

Articles published in Agência FAPESP Newsletter about the research grant:
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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.

Please report errors in scientific publications list by writing to: cdi@fapesp.br.