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An introduction to stochastic integration and its applications

Grant number: 20/15870-4
Support Opportunities:Scholarships in Brazil - Scientific Initiation
Start date: February 01, 2021
End date: February 28, 2022
Field of knowledge:Physical Sciences and Mathematics - Mathematics - Applied Mathematics
Principal Investigator:Fabiano Borges da Silva
Grantee:Elias Oliveira Vieira dos Santos
Host Institution: Faculdade de Ciências (FC). Universidade Estadual Paulista (UNESP). Campus de Bauru. Bauru , SP, Brazil

Abstract

This scientific initiation project aims to study the stochastic integration of Wiener and Itô, to understand concepts relevant to the development of this theory, such as the Markov property, Brownian movement and martingale, and to apply the Itô Formula to determine possible solutions of equations stochastic differentials. It is also intended to provide the candidatean experience with research in the area of stochastic dynamic systems.

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