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Theory of rough path and applications to stochastic equations.

Grant number: 23/06514-8
Support Opportunities:Scholarships in Brazil - Master
Effective date (Start): August 01, 2023
Effective date (End): July 31, 2025
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.

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