Introduction to stochastic differential equations

• Grant number: 22/06128-8
• Support Opportunities: Scholarships in Brazil - Scientific Initiation
• Start date: July 01, 2022
• End date: June 30, 2023
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Analysis
• Principal Investigator: Pedro Jose Catuogno
• Grantee: Adair Antonio da Silva Neto
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
• Associated research grant: 20/04426-6 - Stochastic dynamics: analytical and geometrical aspects with applications, AP.TEM

Abstract

Stochastic differential equations are differential equations in which one or more of the terms (variables) is a stochastic process. As a result of this, the solution to which is also a stochastic process. These equations are used to model various phenomena of the basic sciences (such as systems of physical subjects subject to thermal fluctuations) and applications of cadavers. The project has as its main objective that the scholarship start studies in the area of differential equations following a basic bibliography and under the guidance of the advisor.(AU)