Discrete-type approximations for non-Markovian optimal stopping problems: Part II SC Bezerra, A Ohashi, F Russo, F de Souza
Methodology and Computing in Applied Probability, 1-35, 2020
12 2020 Can Drag Force Suppress Fermi Acceleration in a Bouncer Model? FA de Souza, LEA Simões, MR da Silva, ED Leonel
Mathematical Problems in Engineering 2009, 2009
9 2009 Stochastic Near-Optimal Controls for Path-Dependent Systems D Leão, A Ohashi, F Souza
arXiv preprint arXiv:1707.04976, 2017
7 2017 Solving non-Markovian Stochastic Control Problems driven by Wiener Functionals D Leão, A Ohashi, FA de Souza
arXiv preprint arXiv:2003.06981, 2020
5 2020 Stochastic near-optimal control: additive, multiplicative, non-Markovian and applications L Lima, P Ruffino, F Souza
The European Physical Journal Special Topics, 1-10, 2021
3 2021 uniform random walk-type approximation for Fractional Brownian motion with Hurst exponent A Ohashi, FA de Souza
Electronic Communications in Probability 25, 1-13, 2020
2020 uniform random walk-type approximation for Fractional Brownian motion with Hurst exponent A Ohashi, FA de Souza
Electronic Communications in Probability 25, 1-13, 2020
2020 Teoria das probabilidades e cadeias de Markov M Degani, P Ruffino, F Souza
Revista dos Trabalhos de Iniciação Científica da UNICAMP, 1-1, 2019
2019 Discrete-type approximations for non-Markovian optimal stopping problems: Part II CB S'ergio, A Ohashi, F Russo, F de Souza
arXiv. org Papers, 2019
2019 Controle de sistemas não-Markovianos FA Souza
Universidade de São Paulo, 2017
2017 Teste para avaliar a propriedade de incrementos independentes em um processo pontual FA Souza
Universidade de São Paulo, 2013
2013 MODELO FERMI-ULAM DISSIPATIVO COM PERTUBAÇÃO DO TIPO BIELA MANIVELA FA de Souza, LEA Simoões, MR da Silva, ED Leonel