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Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica (IMECC)
(Institutional affiliation for the last research proposal)

Birthplace:
Brazil

Bachelor's at Engenharia Eletrônica from Instituto Tecnológico de Aeronáutica (1989), master's at Mathematics from Universidade Estadual de Campinas (1992) and PhD. in Mathematics from University of Warwick, UK (1995). Has experience in Probability, focusing on Stochastic Analysis, acting on the following subjects: sistemas dinâmicos estocásticos, fluxos estocásticos, análise estocástica, sistemas de controle and geometria estocástica. (Source: Lattes Curriculum)

Research grants

- Dynamic phenomena in complex networks: basics and applications, AP.TEM
### Abstract

These theoretical studies will be intimately connected with the investigation of experimental and natural dynamical networks of increasing complexity starting from a few coupled lasers, via hybrid networks of neurons to the system Earth. The latter one is a special challenge for the network theory and it will be a focus of this project. A main topic will be the understanding of the func...

- Stochastic dynamics: analytical and geometrical aspects with applications, AP.TEM
### Abstract

Our research group in Mathematics Department -- UNICAMP focus on the study of intertwined properties of stochastic analysis, geometry and dynamical systems, mainly concerning the theory of continuous semimartingales (e.g. Brownian motion), and more recently including jumps (e.g. Lévy processes). This project, which connects researchers who use common techniques on probability and ergodi...

- Dynamical phenomena in complex networks: fundamentals and applications, AP.TEM
### Abstract

During the last decade, networks with complex topology have become a very powerful approach for understanding large complex systems in various fields of applications ranging from Neuroscience, via Engineering to Sociology and Economy. So far, most studies have concentrated on fixed topology, i.e. were strongly restricted in their applicability. Therefore, we study in this project princi...

- Hartman-grobman theorem along hyperbolic stationary trajectories, AR.EXT
- Salah eldin a mohammed | southern illinois university at carbondale - estados unidos, AV.EXT

(Only some records are available in English at this moment)

Scholarships in Brazil

- Functional stochastic analysis and applications, BP.PD
### Abstract

We will characterize the epsilon-controls for pairs trade strategies driven by Fractional Brownian motion. To do this, we will use the pathwise analysis and a discretization structure proposed by Leão and Ohashi (2013) together with measurable selection arguments obtained in the article Leão, Ohashi e Souza(2017). With these objects, we will be able to characterize the epsilon-optimal c...

- Random perturbations and statistical properties of dynamical systems, BP.PD
### Abstract

The study of statistical properties of Dynamical Systems is currently present in almost all fieldsof science, from fundamental Mathematics to applied modelling. One, for example, is interested in knowinghow robust the conclusions drawn from a model is. This task is particularly intricate when the dynamicsevolve under random bounded perturbations. In this case the study of statistical pr...

- Introduction to stochastic dynamics, BP.IC
### Abstract

This project intends to be the first step of the student into the large area of stochastic dynamical systems. Since the area is too wide, our strategy is to provide a background on two fronts: one more theoretical based on elements of stochastic analysis and a second one based on Markov chains, which demands less formalism.

- Stochastic dynamics in foliated spaces, BP.DD
### Abstract

This project concerns the education of a researcher on stochastic geometry and dynamics, more precisely on diffusions in a foliated space. In this area, the two main problems to focus the research are: 1) in a principal fibre bundle, to establish the dependence on the connection of the decomposition of stochastic flows according to complementary distributions (horizontal and vertical), ...

(Only some records are available in English at this moment)

Scholarships abroad

- Dynamics and geometry of stochastic flows, BE.PQ
### Abstract

Characterization of bifurcation in Markovian systems using the process of n-points, as in Kunita "Stochastic Flows and Stochastic Differential Equations", C.U.P. An average principle in Hamiltonian systems via decomposition of flows in a foliated manifold. Conjugacies of stochastic flows with random systems (cohomologies) that preserve tensor fields. (AU)

2 /
2
| Ongoing research grants |

5 /
4
| Completed research grants |

1 /
1
| Ongoing scholarships in Brazil |

10 /
4
| Completed scholarships in Brazil |

2 /
1
| Completed scholarships abroad |

20 /
12
| All research grants and scholarships |

Associated processes |

(References retrieved automatically from Web of Science and SciELO through information on FAPESP grants and their corresponding numbers as mentioned in the publications by the authors)

Publications | 21 |

Citations | 25 |

Cit./Article | 1.2 |

Data from Web of Science |

GONZALES-GARGATE, IVAN I.; RUFFINO, PAULO R.. AN AVERAGING PRINCIPLE FOR DIFFUSIONS IN FOLIATED SPACES.** ANNALS OF PROBABILITY**, v. 44, n. 1, p. 567-588, JAN 2016. Web of Science Citations: 6. (11/50151-0, 12/03992-1)

MOLLINEDO, DAVID A. C.; OLIVERA, CHRISTIAN. Well-Posedness of the Stochastic Transport Equation with Unbounded Drift.** BULLETIN OF THE BRAZILIAN MATHEMATICAL SOCIETY**, v. 48, n. 4, p. 663-677, DEC 2017. Web of Science Citations: 0. (15/07278-0, 15/04723-2)

HOEGELE, MICHAEL; RUFFINO, PAULO. Averaging along foliated Levy diffusions.** NONLINEAR ANALYSIS-THEORY METHODS & APPLICATIONS**, v. 112, p. 1-14, JAN 2015. Web of Science Citations: 5. (11/50151-0, 12/03992-1)

MORGADO, LEANDRO; RUFFINO, PAULO R.. Extension of time for decomposition of stochastic flows in spaces with complementary foliations.** Electronic Communications in Probability**, v. 20, p. 1-9, MAY 17 2015. Web of Science Citations: 1. (11/50151-0, 11/14797-2, 12/18780-0)

LEDESMA, DIEGO SEBASTIAN; DA SILVA, FABIANO BORGES. Invariance of 0-currents under diffusions.** Stochastics and Dynamics**, v. 17, n. 2, APR 2017. Web of Science Citations: 0. (15/07278-0)

DA COSTA, PAULO HENRIQUE P.; RUFFINO, PAULO R.. Degenerate Semigroups and Stochastic Flows of Mappings in Foliated Manifolds.** POTENTIAL ANALYSIS**, v. 43, n. 3, p. 461-480, OCT 2015. Web of Science Citations: 0. (11/50151-0, 12/03992-1)

D. LEAO JR.; M. FRAGOSO; P. RUFFINO. REGULAR CONDITIONAL PROBABILITY, DISINTEGRATION OF PROBABILITY AND RADON SPACES.** Proyecciones**, v. 23, n. 1, p. 15-29, Maio 2004.

CATUOGNO, PEDRO J.; LEDESMA, DIEGO S.; RUFFINO, PAULO R.. Harmonic measures in embedded foliated manifolds.** Stochastics and Dynamics**, v. 17, n. 4, AUG 2017. Web of Science Citations: 0. (15/07278-0, 11/50151-0)

MOLLINEDO, DAVID A. C.; OLIVERA, CHRISTIAN. Stochastic continuity equation with nonsmooth velocity.** Annali di Matematica Pura ed Applicata**, v. 196, n. 5, p. 1669-1684, OCT 2017. Web of Science Citations: 3. (15/07278-0, 15/04723-2)

MELO, ALISON M.; MORGADO, LEANDRO B.; RUFFINO, PAULO R.. DECOMPOSITION OF STOCHASTIC FLOWS GENERATED BY STRATONOVICH SDES WITH JUMPS.** DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B**, v. 21, n. 9, SI, p. 3209-3218, NOV 2016. Web of Science Citations: 0. (11/50151-0, 15/07278-0, 11/14797-2, 12/18780-0)

MELO, ALISON M.; MORGADO, LEANDRO; RUFFINO, PAULO R.. Topology of Foliations and Decomposition of Stochastic Flows of Diffeomorphisms.** Journal of Dynamics and Differential Equations**, v. 30, n. 1, p. 39-54, MAR 2018. Web of Science Citations: 0. (11/50151-0, 11/14797-2, 12/18780-0)

CATUOGNO, PEDRO; MOLINA, SANDRA; OLIVERA, C.. Generalized functions and Laguerre expansions.** MONATSHEFTE FUR MATHEMATIK**, v. 184, n. 1, p. 51-75, SEP 2017. Web of Science Citations: 0. (15/07278-0, 15/04723-2)

FERRARIO, BENEDETTA; OLIVERA, CHRISTIAN. 2D Navier-Stokes equation with cylindrical fractional Brownian noise.** Annali di Matematica Pura ed Applicata**, v. 198, n. 3, p. 1041-1067, JUN 2019. Web of Science Citations: 0. (15/07278-0, 17/17670-0)

OLIVERA, CHRISTIAN; TUDOR, CIPRIAN. Density for solutions to stochastic differential equations with unbounded drift.** BRAZILIAN JOURNAL OF PROBABILITY AND STATISTICS**, v. 33, n. 3, p. 520-531, AUG 2019. Web of Science Citations: 0. (15/07278-0, 17/17670-0)

CATUOGNO, PEDRO J.; LEDESMA, DIEGO SEBASTIAN; RUFFINO, PAULO R. C.. Relative rotation number for stochastic systems: dynamical and topological applications.** DYNAMICAL SYSTEMS-AN INTERNATIONAL JOURNAL**, v. 23, n. 4, p. 425-435, 2008. Web of Science Citations: 1. (02/10246-2)

RUFFINO‚ P.R.C.. Decomposition of stochastic flows and rotation matrix.** Stochastics and Dynamics**, v. 2, n. 01, p. 93-107, 2002.

COAYLA-TERAN, EDSON A.; MOHAMMED, SALAH-ELDIN A.; RUFFINO, PAULO RÉGIS C.. Hartman-Grobman theorems along hyperbolic stationary trajectories.** DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS**, v. 17, n. 2, p. 281-292, Feb. 2007. (02/01095-0)

OHASHI, ALBERTO. FRACTIONAL TERM STRUCTURE MODELS: NO-ARBITRAGE AND CONSISTENCY.** ANNALS OF APPLIED PROBABILITY**, v. 19, n. 4, p. 1553-1580, AUG 2009. Web of Science Citations: 8.

CATUOGNO, P.; COLOMBEAU, J. F.; OLIVERA, C.. Generalized solutions of the multidimensional stochastic Burgers equation.** Journal of Mathematical Analysis and Applications**, v. 464, n. 2, p. 1375-1382, AUG 15 2018. Web of Science Citations: 1. (15/07278-0, 15/04723-2, 12/18940-7)

FERRARIO, BENEDETTA; OLIVERA, CHRISTIAN. L-p-solutions of the Navier-Stokes equation with fractional Brownian noise.** AIMS MATHEMATICS**, v. 3, n. 4, p. 539-553, 2018. Web of Science Citations: 0. (15/07278-0, 17/17670-0)

RUFFINO, PAULO R.. Exploring a Fourier-Malliavin numerical model.** SAO PAULO JOURNAL OF MATHEMATICAL SCIENCES**, v. 11, n. 1, p. 125-132, JUN 2017. Web of Science Citations: 0. (11/50151-0, 15/07278-0)

SIMON, MARIELLE; OLIVERA, CHRISTIAN. Non-local Conservation Law from Stochastic Particle Systems.** Journal of Dynamics and Differential Equations**, v. 30, n. 4, p. 1661-1682, DEC 2018. Web of Science Citations: 0. (15/07278-0, 15/04723-2)

MOLLINEDO, DAVID A. C.; OLIVERA, CHRISTIAN; TUDOR, CIPRIAN A.. Existence and Smoothness of the Density for the Stochastic Continuity Equation.** Results in Mathematics**, v. 74, n. 1, MAR 2019. Web of Science Citations: 0. (15/07278-0, 17/17670-0)

OLIVERA, CHRISTIAN; TUDOR, CIPRIAN A.. Existence and Besov regularity of the density for a class of SDEs with Volterra noise.** COMPTES RENDUS MATHEMATIQUE**, v. 357, n. 7, p. 636-645, JUL 2019. Web of Science Citations: 0. (15/07278-0, 17/17670-0)

(References retrieved automatically from State of São Paulo Research Institutions)

MORGADO, Leandro Batista. Dinâmica de semimartingales com saltos : decomposição e retardo. 2015. Tese (Doutorado) – Instituto de Matemática, Estatística e Computação Científica. Universidade Estadual de Campinas. (11/14797-2)

ANDRADE, Alexandre de. Calculo de Malliavin e analise no espaço de Wiener. 1999. Dissertação (Mestrado) - Instituto de Matemática, Estatística e Computação Científica. Universidade Estadual de Campinas. (97/09178-2)

LEDESMA, Diego Sebastian. Calculo estocastico em variedades folheadas. 2009. Tese (Doutorado) – Instituto de Matemática Estatística e Computação Científica. Universidade Estadual de Campinas. (04/13758-0)

SILVA, Fabiano Borges da. Aplicações harmonicas e martingales em variedades. 2005. Dissertação (Mestrado) - Instituto de Matematica, Estatistica e Computação Cientifica. Universidade Estadual de Campinas. (02/12488-3)

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