Introduction to stochastic dynamics

• Grant number: 14/12334-3
• Support Opportunities: Scholarships in Brazil - Scientific Initiation
• Start date: September 01, 2014
• End date: December 10, 2014
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Analysis
• Principal Investigator: Paulo Regis Caron Ruffino
• Grantee: Mateus Revers Mendes
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated research grant: 12/18780-0 - Geometry of control systems, dynamical and stochastics systems, AP.TEM

Abstract

This project intends to be the first step of the student into the large area of stochastic dynamical systems. Since the area is too wide, our strategy is to provide a background on two fronts: one more theoretical based on elements of stochastic analysis and a second one based on Markov chains, which demands less formalism.