2 papers
math.DS2022
Geometric aspects of Young Integral: decomposition of flows
Lourival Lima, Paulo Ruffino, Pedro Catuogno
In this paper we study geometric aspects of dynamics generated by Young differential equations (YDE) driven by -Hölder trajectories with . We present a number of…
math.PR2020
Stochastic near-optimal control: additive, multiplicative, non-Markovian and applications
Lourival Lima, Paulo Ruffino, Francys Souza
In this survey we present the near-optimal stochastic control problem according to some recent tools in the literature. In particular, we focus on the approach of a discretization…