Sesiones

  2. Inicio
  3. Sesiones
  4. Stochastic Systems: Analysis, Numerics and Applications

Stochastic Systems: Analysis, Numerics and Applications

Organizers:

  • Hugo de la Cruz Cancino, Fundação Getulio Vargas, Brazil
  • Christian Olivera, Universidade Estadual de Campinas, Brazil
  • Soledad Torres, Universidad de Valparaíso, Chile

Contact organizer:

  • Hugo de la Cruz Cancino, Fundação Getulio Vargas, Esta dirección de correo electrónico está siendo protegida contra los robots de spam. Necesita tener JavaScript habilitado para poder verlo. 

Schedule:

  • Monday 12, 12:00 to 16:00 UTC-3.
  • Tuesday 13, 11:00 to 16:00 UTC-3.
  • Friday 16, 11:00 to 16:00 UTC-3.

Monday, July 12, 12:00 ~ 16:00
No confirmed lectures in this slot.
Tuesday, July 13, 11:00 ~ 16:00
11:00 ~ 11:35 Titre: Behavior of the Wishart rsndom matrix with entries in Wiener chaos
Ciprian Tudor - University of Lille, France
11:40 ~ 12:15 Stochastic Volterra Equations
Sergio Pulido - ENSIIE, Universite Paris-Saclay, LaMME, Evry, France
13:00 ~ 13:35 PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations
Yuri Saporito - School of Applied Mathematics, Getulio Vargas Foundation, Brazil
14:00 ~ 14:35 Solving non-Markovian Stochastic Control Problems driven by Wiener Functionals
Alberto Ohashi - Universidade de Brasília, Brasil
14:40 ~ 15:15 Numerical scheme for differential equation driven by fractional Brownian motion with power diffusion
Héctor Araya - Universidad de Valparaíso, Chile
15:20 ~ 15:55 Optimal control for two-dimensional stochastic second grade fluids
Nikolai V. Chemetov - University of São Paulo, Brasil
Friday, July 16, 11:00 ~ 16:00
11:20 ~ 11:55 Convex topological algebras via linear vector fields and Cuntz algebras.
Mikhail Neklyudov - UFAM, Brasil
12:00 ~ 12:35 Stratonovich type integration with respect to fractional Brownian motion with Hurst parameter less than 1/2
Jorge A. León - Departamento de Control Automático, Cinvestav-IPN, Mexico
12:40 ~ 13:15 Yule's "nonsense correlation" for Gaussian random walks
Frederi Viens - Michigan State University, United States
13:20 ~ 13:55 Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
Michael Hoegele - Universidad de los Andes, Colombia
14:15 ~ 14:50 Decomposition of stochastic flows generated by Stratonovich SDEs with jumps
Paulo Ruffino - University of Campinas, Brazil
14:55 ~ 15:30 Initial-boundary value problem for stochastic transport equations
Wladimir Neves - Universidade Federal do Rio de Janeiro, Brazil
15:35 ~ 16:10 Stochastic Evolution Equations with Lévy Noise in Spaces of Distributions
Christian Fonseca-Mora - University of Costa Rica, Costa Rica

 

All abstracts

View all abstracts of this session

back to top