Dynamical Systems Perturbed by Lévy Processes

• Grant number: 18/06531-1
• Support Opportunities: Scholarships in Brazil - Post-Doctoral
• Start date: December 01, 2018
• Status: Discontinued
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Analysis
• Principal Investigator: Pedro Jose Catuogno
• Grantee: André de Oliveira Gomes
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated research grant: 15/07278-0 - Stochastic dynamics: analytical and geometrical aspects with applications, AP.TEM
• Associated scholarship(s): 19/21324-5 - Vanishing viscosity limits in the small noise regime for Burgers turbulence, BE.EP.PD

Abstract

We shall study the qualitative propeties such as existence, uniqueness, regularity and dynamic properties for systems perturbed by Lévy process in finite and infinite dimension.

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)

GOMES, ANDRE DE OLIVEIRA; HOEGELE, MICHAEL A.. The Kramers problem for SDEs driven by small, accelerated Levy noise with exponentially light jumps. Stochastics and Dynamics, v. 21, n. 04, JUN 2021. (18/06531-1)