Stochastic equations for infinite systems

• Grant number: 13/15310-5
• Support Opportunities: Research Grants - Visiting Researcher Grant - International
• Start date: December 01, 2013
• End date: December 13, 2013
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Probability
• Principal Investigator: Nancy Lopes Garcia
• Grantee: Nancy Lopes Garcia
• Visiting researcher: Thomas Gordon Kurtz
• Visiting researcher institution: University of Wisconsin-Madison (UW-Madison), United States
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil

Abstract

Infinite systems such as birth and death processes can be obtained as solutions of stochastic equations. We search for conditions under which there is existence and uniqueness of such solutions. (AU)