1 citations · 2 across the 3 of their papers we have counts for
4 papers
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…
A strong averaging principle for Lévy diffusions in foliated spaces with unbounded leaves
Paulo-Henrique da Costa, Michael A. Högele, Paulo R. Ruffino
This article extends a strong averaging principle for Lévy diffusions which live on the leaves of a foliated manifold subject to small transversal Lévy type perturbation to the cas…
Stochastic delay differential equations with jumps in differentiable manifolds
Leandro Morgado, Paulo R. Ruffino
In this article we propose a model for stochastic delay differential equation with jumps (SDDEJ) in a differentiable manifold endowed with a connection . In our model,…
Harmonic measures in embedded foliated manifolds
Pedro J. Catuogno, Diego S. Ledesma, Paulo R. Ruffino
We study harmonic and totally invariant measures in a foliated compact Riemannian manifold isometrically embedded in an Euclidean space. We introduce geometrical techniques for sto…