Decomposition of flows in averaging principles and stochastic transport equation

• Grant number: 22/13413-0
• Support Opportunities: Scholarships in Brazil - Post-Doctoral
• Start date: December 01, 2022
• Status: Discontinued
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Probability
• Principal Investigator: Paulo Regis Caron Ruffino
• Grantee: Josué Knorst
• 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
• Associated scholarship(s): 23/14629-0 - Mean-field limit of particle systems, McKean-Vlasov SDE, and Mean-field Games under common noise, BE.EP.PD

Abstract

We will study the decomposition of stochastic flows into a differentiable manifold and use the decomposition to obtain a kind of averaging principle. We will also study the existence and uniqueness of the nonlinear stochastic transport equation.

Scientific publications

(The scientific publications listed on this page originate from the Web of Science or SciELO databases. Their authors have cited FAPESP grant or fellowship project numbers awarded to Principal Investigators or Fellowship Recipients, whether or not they are among the authors. This information is collected automatically and retrieved directly from those bibliometric databases.)

KNORST, JOSUE; OLIVERA, CHRISTIAN; DE SOUZA, ALEXANDRE B.. Convergence rate for moderate interaction particles and application to mean field games. Journal of Mathematical Analysis and Applications, v. 549, n. 2, p. 20-pg., 2025-05-02. (22/13413-0, 20/04426-6, 22/03379-0)