CV Lattes
Universidade Estadual de Campinas (UNICAMP). Instituto de Matemática, Estatística e Computação Científica (IMECC) (Institutional affiliation from the last research proposal) Birthplace: Brazil
bachelor's at Licenciatura en Ciencias Matematicas from Universidad Nacional de Mar del Plata (1983), master's at Mathematics from Universidade Estadual de Campinas (1992) and doctorate at Mathematics from Universidade Estadual de Campinas (1996). Has experience in Mathematics, focusing on Defferential Geometry, acting on the following subjects: global analysis, diffusion processes, differential geometry, stochastic analysis on manifolds and dynamical systems and ergodic theory. (Source: Lattes Curriculum)
| News published in Agência FAPESP Newsletter about the researcher |
| More itemsLess items |
| TITULO |
| Articles published in other media outlets ( ): |
| More itemsLess items |
| VEICULO: TITULO (DATA) |
| VEICULO: TITULO (DATA) |
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 time 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 e…
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 ergodic …
(Only some records are available in English at this moment)
We will study the noise regulation phenomenon in some stochastic hyperbolic equations, as for example in the transport equation, at this point our goal is to prove that the equation is well-posed while the deterministic equation is ill-posed.
erivatives pricing is a fundamental part of financial engineering. Derivatives are financial entities whose value derives from the value of other more concrete assets. Options and forward are two of the most popular types of derivatives. The objective of this project is to introduce the exchange student to the way in which financial markets in the real world are modeled and how derivative…
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…
(Only some records are available in English at this moment)
The aim of this research plan is to investigate the simultaneous vanishing limit of noise intensity and kinematic viscosity for the stochastic Burgers equation. It is well known that adding a viscosity term or stochastic forcing to first order partial differential equations (PDEs for short) usually turns the resulting solution more regular (non unique solutions become unique or smoother).…
| 1 / 1 | Ongoing grants |
| 4 / 4 | Completed research grants |
| 13 / 9 | Completed scholarships in Brazil |
| 1 / 1 | Completed scholarships abroad |
| 19 / 15 | All research grants and scholarships |
| Associated processes | |