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 | 11 | 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 | 10 | 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 | | |