Special sessions

Stochastic Systems: Analysis, Numerics and Applications


  • 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, This email address is being protected from spambots. You need JavaScript enabled to view it. 


  • Monday 12, 12:00 to 16:00 UTC-3.
  • Tuesday 13, 12:00 to 16:00 UTC-3.
  • Thursday 22, 16:00 to 20:00 UTC-3.

Monday, July 12, 12:00 ~ 16:00
No confirmed lectures in this slot.
Tuesday, July 13, 12:00 ~ 16:00
No confirmed lectures in this slot.
Thursday, July 22, 16:00 ~ 20:00
No confirmed lectures in this slot.
Date not confirmed
Numerical scheme for differential equation driven by fractional Brownian motion with power diffusion
Héctor Araya - Universidad de Valparaíso, Chile
Stochastic Evolution Equations with Lévy Noise in Spaces of Distributions
Christian Fonseca-Mora - University of Costa Rica, Costa Rica
Cutoff thermalization for Ornstein-Uhlenbeck systems with small Lévy noise in the Wasserstein distance
Michael Hoegele - Universidad de los Andes, Colombia
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
Initial-boundary value problem for stochastic transport equations
Wladimir Neves - Universidade Federal do Rio de Janeiro, Brazil
Solving non-Markovian Stochastic Control Problems driven by Wiener Functionals
Alberto Ohashi - Universidade de Brasília, Brasil
Stochastic Volterra Equations
Sergio Pulido - ENSIIE, Universite Paris-Saclay, LaMME, Evry, France
Decomposition of stochastic flows generated by Stratonovich SDEs with jumps
Paulo Ruffino - University of Campinas, Brazil
PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations
Yuri Saporito - School of Applied Mathematics, Getulio Vargas Foundation, Brazil
Titre: Behavior of the Wishart rsndom matrix with entries in Wiener chaos
Ciprian Tudor - University of Lille, France
Yule's "nonsense correlation" for Gaussian random walks
Frederi Viens - Michigan State University, United States
Mean square analysis of fractional linear differential equations
Laura Villafuerte Altuzar - University of Texas at Austin, United States


All abstracts

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