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math.PR2022★ 1 cited
Geometric decomposition of flows generated by rough path differential equations
Pedro Catuogno, Lourival Lima, Paulo Ruffino
Whenever an Itô-Wentsel type of formula holds for composition of flows of a certain differential dynamics, there exists locally a decomposition of the corresponding flow according…
math.PR2020★ 2 cited
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…