An introduction to the stochastic calculus

• Grant number: 19/12841-6
• Support Opportunities: Scholarships in Brazil - Scientific Initiation
• Start date: August 01, 2019
• End date: February 28, 2021
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Applied Mathematics
• Principal Investigator: Fabiano Borges da Silva
• Grantee: Giovanna Sboldrim Pascolat
• Host 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 topics of stochastic calculation, as for example, concepts of probability theory, stochastic Markov processes, Brownian motion, martingales and Itô integral. It is intended, through this study, to introduce relevant concepts and results in the area of stochastic dynamic systems, and to provide the candidate first contact with advanced math topics and with research.