Advanced search
Start date
Betweenand

An introduction to Brownian motion and its applications

Grant number: 17/26054-0
Support type:Scholarships in Brazil - Scientific Initiation
Effective date (Start): March 01, 2018
Effective date (End): February 29, 2020
Field of knowledge:Physical Sciences and Mathematics - Mathematics
Principal Investigator:Fabiano Borges da Silva
Grantee:Isidoro Rays Filho
Home Institution: Faculdade de Ciências (FC). Universidade Estadual Paulista (UNESP). Campus de Bauru. Bauru , SP, Brazil

Abstract

This project of scientific initiation has as objective to study the properties of a special case of stochastic Markov process, called Brownian motion, trying to understand its dynamic behavior when the process develops in continuous time. It is intended, through this study, to introduce concepts of stochastic dynamical systems and their applications in problems related to engineering, and provide the candidate a first contact with probability theory and stochastic processes. (AU)