Theory of rough path and applications to stochastic equations.

• Grant number: 23/06514-8
• Support Opportunities: Scholarships in Brazil - Master
• Start date: August 01, 2023
• End date: August 31, 2024
• Field of knowledge: Physical Sciences and Mathematics - Mathematics - Analysis
• Principal Investigator: Christian Horacio Olivera
• Grantee: Simón Hernán Chony Acosta
• 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

The research is directed towards the following objectives:1) Study rough path theory and rough equations 2) Solve stochastic transport equations using rough path theory.