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Stochastic analysis via regularization

Grant number: 14/08069-2
Support type:Research Grants - Visiting Researcher Grant - International
Duration: August 14, 2014 - August 23, 2014
Field of knowledge:Physical Sciences and Mathematics - Mathematics
Principal Investigator:Christian Horacio Olivera
Grantee:Christian Horacio Olivera
Visiting researcher: Francesco Russo
Visiting researcher institution: ParisTech, France
Home Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil

Abstract

Study the problem of definer a good theory of stochastic integration for multiparameter processes, through regularization. In particular, we are interest in to study stochastic integration for the space-time white noise (AU)