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Fernanda Cipriano is Full Professor at the Mathematics Department of NOVA School of Science and Technology, Lisbon, Portugal. She acts as researcher at Center for Mathematics and Applications (NOVA Math). Her main research areas are Partial Differential Equations in Fluid Mechanics, Asymptotic Analysis, Stochastic Differential Equations, Mathematical Finance and Optimal Control. She has 42 scientific publications in Mathscinet and regularly publishes in top journals. She obtained the Habilitation in Mathematics in 2020 from NOVA School of Science and Technology, the PhD in Mathematics in 2001 from the University of Lisbon Faculty of Sciences, the Master's degree in Mathematics in 1994 from the University of Lisbon Faculty of Sciences and the degree in Mathematics in 1990 from the University of Lisbon Faculty of Sciences. She supervised 2 Postdocs, 2 PhD students, 5 Master students as well as several undergraduate students. Currently she is supervising 1 Postdoc, 2 PhD students, 1 Master student.
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Identification

Personal identification

Full name
Maria Fernanda de Almeida Cipriano Salvador Marques

Citation names

  • Cipriano, Fernanda
  • Cipriano, F
  • F. Cipriano

Author identifiers

Ciência ID
4819-2682-2C07
ORCID iD
0000-0001-6385-8846
Google Scholar ID
https://scholar.google.com/citations?user=VJashG8AAAAJ&hl=pt-PT
Researcher Id
ABI-5594-2020
Scopus Author Id
23096844200

Knowledge fields

  • Exact Sciences - Mathematics

Languages

Language Speaking Reading Writing Listening Peer-review
French Advanced (C1) Advanced (C1) Advanced (C1) Advanced (C1)
English Advanced (C1) Advanced (C1) Advanced (C1) Advanced (C1)
Portuguese Proficiency (C2) Proficiency (C2) Proficiency (C2) Proficiency (C2)
Education
Degree Classification
2020/06/16
Concluded
 Matemática (Título de Agregado)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
 Aprovado por unanimidade
2001
Concluded
 Matemática (Doutoramento)
Universidade de Lisboa Faculdade de Ciências, Portugal
"Application of Stochastic Analysis Methods to the Study of Certain Equations of Hydrodynamics" (THESIS/DISSERTATION)
 Distinção e Louvor
1994
Concluded
 Matemática (Mestrado)
Universidade de Lisboa Faculdade de Ciências, Portugal
"Finite Element Method with Weights" (THESIS/DISSERTATION)
 Muito Bom
1990
Concluded
 Matemática (Licenciatura)
Universidade de Lisboa Faculdade de Ciências, Portugal
 16 valores
Affiliation

Teaching in Higher Education

Category
Host institution 		Employer
2024/02/01 - Current Full Professor (University Teacher) Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2018/09/10 - 2024/02/01 Associate Professor (University Teacher) Universidade Nova de Lisboa, Portugal
2001/01/26 - 2018/09/09 Assistant Professor (University Teacher) Universidade Nova de Lisboa, Portugal
1995 - 2001 Assistant (University Teacher) Universidade Nova de Lisboa, Portugal
1991 - 1995 Trainee Assistant (University Teacher) Universidade Nova de Lisboa, Portugal
Projects

Contract

Designation Funders
2010/03/01 - 2013/06/30 Probabilistic approach to finite and infinite dimensional dynamical systems
PTDC/MAT/104173/2008
Researcher
Universidade de Lisboa Grupo de Física Matemática, Portugal
 Fundação para a Ciência e a Tecnologia
Concluded
2010/02/01 - 2013/01/31 Stochastic Evolutions, Dissipative Evolutions and Statistical Mechanics
PTDC/MAT/100983/2008
Researcher
Fundação da Faculdade de Ciências da Universidade de Lisboa, Portugal
 Fundação para a Ciência e a Tecnologia
Concluded
2009/10/01 - 2012/09/30 Technology Management and Policy in the Telecommunications Industry
info:eu-repo/grantACMU-PT/NGN/0056/2008greement/FCT/3599-PPCDT/83918/PT
Researcher
Associação do Instituto Superior Técnico para a Investigação e Desenvolvimento, Portugal
 Fundação para a Ciência e a Tecnologia
Concluded
2007/09/01 - 2010/08/31 Mathematical Physics
PTDC/MAT/69635/2006
Researcher
Universidade de Lisboa Grupo de Física Matemática, Portugal
 Fundação para a Ciência e a Tecnologia
Concluded
2005/08/01 - 2008/06/30 Functional Integration and Applications
PPCDT/MAT/55977/2004
Researcher
Universidade de Lisboa Grupo de Física Matemática, Portugal
 Fundação para a Ciência e a Tecnologia
Concluded
2000 - 2005 Mathematical Methods in Classical and Quantum Dynamics
POCTI/MAT/34924/1999
Researcher
Universidade de Lisboa Grupo de Física Matemática, Portugal
 Fundação para a Ciência e a Tecnologia
Concluded
Outputs

Publications

Book chapter
  1. Sílvia Guerra; Fernanda Cipriano; Isabel Natário. "An Application of Multivariate Random Fields and Systems of Stochastic Partial Differential Equations to Wind Velocity Data". 2025.
    10.1007/978-3-031-68949-9_10
  2. Sílvia Isabel Belo Guerra; Fernanda Cipriano; Isabel Natário. "Random gaussian fields and systems of stochastic partial differential equations". 3-24. Springer, 2024.
    10.1007/978-3-031-69622-0_1
Conference paper
  1. Chemetov, Nikolai. "The inviscid limit for slip boundary conditions". Paper presented in HYP2012 International Conference, Pádua, 2012.
    Published
  2. Fernanda Cipriano; Habib Ouerdiane; Soumaya Gheryani. "The Gibbs Conditioning Principle for White Noise Distributions: interacting and non-interacting cases". 2010.
  3. Fernanda Cipriano; Ana Bela Cruzeiro. "VARIATIONAL PRINCIPLE FOR DIFFUSIONS ON THE DIFFEOMORPHISM GROUP WITH THE H2 METRIC". Hammamet, 2005.
    10.1142/9789812770547_0007
  4. Cipriano, F.; Ouerdiane, H; Silva, J.L.; Vilela Mendes, R.. "A nonlinear stochastic equation of convolution type". Paper presented in International Conference on Mathematical Analysis of Random Phenomena, Hammamet, 2005.
    Published • 10.1142/9789812770547_0006
  5. Cipriano, Fernanda. "A stochastic variational principle for Burgers equation and its symmetries". Paper presented in Stochastic Analysis and Mathematical Physics II, Santiago, 2000.
    Published
Journal article
  1. João Boto; Fernanda Cipriano; Paulo Rocha. "Portfolio problem for the a-hypergeometric stochastic volatility model with consumption". Journal of Mathematical Analysis and Applications (2025): http://dx.doi.org/10.1016/j.jmaa.2024.128891.
    10.1016/j.jmaa.2024.128891
  2. Nikolai V. Chemetov; Fernanda Cipriano. "Optimal Control of Newtonian Fluids in a Stochastic Environment". SIAM Journal on Mathematical Analysis (2025): https://doi.org/10.1137/23M1623069.
    10.1137/23M1623069
  3. Yassine Tahraoui; Fernanda Cipriano. "Optimal control of third grade fluids with multiplicative noise". ESAIM: Control, Optimisation and Calculus of Variations (2025): https://doi.org/10.1051/cocv/2025002.
    10.1051/cocv/2025002
  4. Yassine Tahraoui; Fernanda Cipriano. "Invariant Measures for a Class of Stochastic Third-Grade Fluid Equations in 2D and 3D Bounded Domains". Journal of Nonlinear Science (2024): http://dx.doi.org/10.1007/s00332-024-10083-x.
    10.1007/s00332-024-10083-x
  5. Nikolai Chemetov; Fernanda Cipriano. "A Boundary Control Problem for Stochastic 2D-Navier–Stokes Equations". Journal of Optimization Theory and Applications (2024): http://dx.doi.org/10.1007/s10957-024-02416-3.
    10.1007/s10957-024-02416-3
  6. Nikolai V. Chemetov; Fernanda Cipriano. "Weak solution for stochastic Degasperis-Procesi equation". Journal of Differential Equations (2024): https://doi.org/10.1016/j.jde.2023.11.009.
    10.1016/j.jde.2023.11.009
  7. Yassine Tahraoui; Fernanda Cipriano. "Local strong solutions to the stochastic third grade fluid equations with Navier boundary conditions". Stochastics and Partial Differential Equations: Analysis and Computations (2023): http://dx.doi.org/10.1007/s40072-023-00314-9.
    10.1007/s40072-023-00314-9
  8. Yassine Tahraoui; Fernanda Cipriano. "Optimal control of two dimensional third grade fluids". Journal of Mathematical Analysis and Applications 523 2 (2023): 127032-127032. http://dx.doi.org/10.1016/j.jmaa.2023.127032.
    10.1016/j.jmaa.2023.127032
  9. Lynnyngs K. Arruda; Nikolai V. Chemetov; Fernanda Cipriano. "Solvability of the Stochastic Degasperis-Procesi Equation". Journal of Dynamics and Differential Equations (2023): https://doi.org/10.1007/s10884-021-10021-5.
    10.1007/s10884-021-10021-5
  10. Adilson Marques Almeida; Fernanda Cipriano. "A large deviation principle for fluids of third grade". Stochastics (2023): 1-35. http://dx.doi.org/10.1080/17442508.2023.2176231.
    10.1080/17442508.2023.2176231
  11. Adilson Marques Almeida; Nikolai V. Chemetov; Fernanda Cipriano. "Uniqueness for Optimal control problems of two-dimensional second grade fluids". Electronic Journal of Differential Equations 2022 22 (2022): 1-12. https://novaresearch.unl.pt/en/publications/f3c9d49b-fa86-40bf-9536-6c8b25202a61.
  12. Fernanda Cipriano; Philippe Didier; Sílvia Guerra. "Well-posedness of stochastic third grade fluid equation". Journal of Differential Equations (2021): https://doi.org/10.1016/j.jde.2021.03.017.
    10.1016/j.jde.2021.03.017
  13. Fernanda Cipriano; Nuno F. M. Martins; Diogo Pereira. "Optimal Portfolio for the $\alpha$-Hypergeometric Stochastic Volatility Model". SIAM Journal on Financial Mathematics 12 1 (2021): 226-253. https://doi.org/10.1137%2F19m1299165.
    10.1137/19m1299165
  14. Almeida, A.; Cipriano, F.. "Weak solution for 3D-stochastic third grade fluid equations". Water (Switzerland) 12 11 (2020): 1-16. http://www.scopus.com/inward/record.url?eid=2-s2.0-85096351030&partnerID=MN8TOARS.
    10.3390/w12113211
  15. Cipriano, Fernanda; Pereira, Diogo. "On the existence of optimal and ¿-optimal feedback controls for stochastic second grade fluids". Journal of Mathematical Analysis and Applications 475 2 (2019): 1956-1977. http://dx.doi.org/10.1016/j.jmaa.2019.03.064.
    10.1016/j.jmaa.2019.03.064
  16. Cipriano, F.. "On the asymptotic behaviour and stochastic stabilization of second grade fluids". Stochastics (2019): http://www.scopus.com/inward/record.url?eid=2-s2.0-85061447625&partnerID=MN8TOARS.
    10.1080/17442508.2019.1576687
  17. Cipriano, F.; Ouerdiane, H.; Vilela Mendes, R.. "Stochastic stability of invariant measures: The 2D Euler equation". International Journal of Modern Physics B 33 17 (2019): http://www.scopus.com/inward/record.url?eid=2-s2.0-85069448592&partnerID=MN8TOARS.
    10.1142/S0217979219501856
  18. Chemetov, N.; Cipriano, F.. "Injection-suction control for two-dimensional Navier-Stokes equations with slippage". SIAM Journal on Control and Optimization 56 2 (2018): 1253-1281. http://www.scopus.com/inward/record.url?eid=2-s2.0-85047209519&partnerID=MN8TOARS.
    10.1137/17M1121196
  19. Cipriano, F.; Costa, T.. "A large deviations principle for stochastic flows of viscous fluids". Journal of Differential Equations (2018): http://www.scopus.com/inward/record.url?eid=2-s2.0-85039924265&partnerID=MN8TOARS.
    10.1016/j.jde.2017.12.031
  20. Chemetov, N.; Cipriano, F.. "Optimal control for two-dimensional stochastic second grade fluids". Stochastic Processes and their Applications 128 8 (2018): 2710-2749. http://www.scopus.com/inward/record.url?eid=2-s2.0-85032219159&partnerID=MN8TOARS.
    10.1016/j.spa.2017.09.016
  21. Chemetov, N.; Cipriano, F.. "Well-posedness of stochastic second grade fluids". Journal of Mathematical Analysis and Applications 454 2 (2017): 585-616. http://www.scopus.com/inward/record.url?eid=2-s2.0-85019352183&partnerID=MN8TOARS.
    10.1016/j.jmaa.2017.04.060
  22. Cipriano, F.; Torrecilla, I.. "Inviscid limit for 2D stochastic Navier-Stokes equations". Stochastic Processes and their Applications 125 6 (2015): 2405-2426. http://www.scopus.com/inward/record.url?eid=2-s2.0-84939943164&partnerID=MN8TOARS.
    10.1016/j.spa.2015.01.005
  23. Chaari, S; Cipriano, F; Kuo, H.-H.; Ouerdiane, H. "Stokes formula on the space of tempered distributions". Communications on Stochastic Analysis 8 3 (2014): http://dx.doi.org/10.31390/cosa.8.3.06.
    10.31390/cosa.8.3.06
  24. Chemetov, N.V.; Cipriano, F.. "Inviscid limit for Navier-Stokes equations in domains with permeable boundaries". Applied Mathematics Letters 33 1 (2014): 6-11. http://www.scopus.com/inward/record.url?eid=2-s2.0-84896513806&partnerID=MN8TOARS.
    10.1016/j.aml.2014.02.012
  25. Chemetov, N.V.; Cipriano, F.. "Boundary layer problem: Navier-Stokes equations and Euler equations". Nonlinear Analysis: Real World Applications 14 6 (2013): 2091-2104. http://www.scopus.com/inward/record.url?eid=2-s2.0-84878777863&partnerID=MN8TOARS.
    10.1016/j.nonrwa.2013.03.003
  26. Chemetov, N.V.; Cipriano, F.. "The inviscid limit for the Navier-Stokes equations with slip condition on permeable walls". Journal of Nonlinear Science 23 5 (2013): 731-750. http://www.scopus.com/inward/record.url?eid=2-s2.0-84884672906&partnerID=MN8TOARS.
    10.1007/s00332-013-9166-5
  27. Fernanda Cipriano. "Problema de camada limite: equações de Navier-Stokes e de Euler". Boletim da Sociedade Portuguesa de Matemática Special Is NA (2012): 31–34-31–34. https://novaresearch.unl.pt/en/publications/3b99b091-07b0-49b4-887f-a9067c49de71.
  28. F Cipriano; S. Chaari; H.-H. Kuo; H. Ouerdiane. "SURFACE MEASURES ON THE DUAL SPACE OFTHE SCHWARTZ SPACE". Communications on Stochastic Analysis 4 3 (2010): 467-480. https://novaresearch.unl.pt/en/publications/52416c3b-13d0-41fb-b785-af51951ed79f.
  29. Chemetov, N.V.; Cipriano, F.; Gavrilyuk, S.. "Shallow water model for lakes with friction and penetration". Mathematical Methods in the Applied Sciences 33 6 (2010): 687-703. http://www.scopus.com/inward/record.url?eid=2-s2.0-77950671286&partnerID=MN8TOARS.
    10.1002/mma.1185
  30. CIPRIANO, F.; Vilela Mendes, R.; Ouerdiane, H.. "Stochastic solution of a KPP-type nonlinear fractional differential equation". Fractional Calculus and Applied Analysis 1 (2009): 47-56. https://novaresearch.unl.pt/en/publications/12068b39-c673-4bc4-8254-f629ceb620e9.
    Published
  31. Chaari, S.; Cipriano, F.; Gheryani, S.; Ouerdiane, H.. "Sanov's theorem for white noise distributions and application to the gibbs conditioning principle". Acta Applicandae Mathematicae 104 3 (2008): 313-324. http://www.scopus.com/inward/record.url?eid=2-s2.0-55149090710&partnerID=MN8TOARS.
    10.1007/s10440-008-9259-6
  32. Mendes, R.V.; Cipriano, F.. "Corrigendum to "A stochastic representation for the Poisson-Vlasov equation" [Commun. Nonlinear Sci. Numer. Simulat. 13 (2008) 221-226] (DOI:10.1016/j.cnsns.2007.05.008)". Communications in Nonlinear Science and Numerical Simulation 13 8 (2008): 1736-1736. http://www.scopus.com/inward/record.url?eid=2-s2.0-39149112780&partnerID=MN8TOARS.
    10.1016/j.cnsns.2007.11.017
  33. Mendes, R.V.; Cipriano, F.. "A stochastic representation for the Poisson-Vlasov equation". Communications in Nonlinear Science and Numerical Simulation 13 1 SPEC. IS (2008): 221-226. http://www.scopus.com/inward/record.url?eid=2-s2.0-34547537009&partnerID=MN8TOARS.
    10.1016/j.cnsns.2007.05.008
  34. Sonia Chaari; Fernanda Cipriano; Habib Ouerdiane. "Large deviation properties of solutions of nonlinear stochastic convolution equations". Advances in theoretical and applied mathematics 2 1 (2007): 1-14. https://novaresearch.unl.pt/en/publications/25d069fb-3735-4730-a7e8-8a7a9602a157.
  35. Cipriano, F.; Cruzeiro, A.B.. "Navier-Stokes equation and diffusions on the group of homeomorphisms of the torus". Communications in Mathematical Physics 275 1 (2007): 255-269. http://www.scopus.com/inward/record.url?eid=2-s2.0-34547864305&partnerID=MN8TOARS.
    10.1007/s00220-007-0306-3
  36. Cipriano, Fernanda; Chaari, Sonia; Ouerdiane, Habib. "Large deviation properties of solutions of nonlinear stochastic convolution equations". Advances in Theoretical and applied mathematics 2 1 (2007): 1-14.
    Published
  37. Sonia Chaari; Fernanda Cipriano; Habib Ouerdiane. "Large deviations for analytical distributions on infinite dimensional spaces". Advances in theoretical and applied mathematics 2-3 (2006): 173-187. https://novaresearch.unl.pt/en/publications/c3453879-4bd5-4ba0-871f-8f52a6693870.
  38. Chemetov, N.V.; Cipriano, F.. "The 2D euler equations and the statistical transport Equations". Communications in Mathematical Physics 267 2 (2006): 543-558. http://www.scopus.com/inward/record.url?eid=2-s2.0-33747848591&partnerID=MN8TOARS.
    10.1007/s00220-006-0078-1
  39. Cipriano, F.; Cruzeiro, A.B.. "Flows associated with irregular Rd - Vector fields". Journal of Differential Equations 219 1 (2005): 183-201. http://www.scopus.com/inward/record.url?eid=2-s2.0-27944453583&partnerID=MN8TOARS.
    10.1016/j.jde.2005.02.015
  40. Cipriano, F.; Cruzeiro, A.B.. "Flows Associated to Tangent Processes on the Wiener Space". Journal of Functional Analysis 166 2 (1999): 310-331. http://www.scopus.com/inward/record.url?eid=2-s2.0-0005474197&partnerID=MN8TOARS.
    10.1006/jfan.1999.3418
  41. Cipriano, F.. "The two dimensional Euler equation: A statistical study". Communications in Mathematical Physics 201 1 (1999): 139-154. http://www.scopus.com/inward/record.url?eid=2-s2.0-0033241458&partnerID=MN8TOARS.
    10.1007/s002200050552
Activities

Oral presentation

Presentation title Event name
Host (Event location)
2023/07/12 Optimal control of non-Newtonian fluids Seminário
Universidade Federal do Rio de Janeiro (Rio de Janeiro, Brazil)
2023/07 A boundary control problem for stochastic 2D Navier-Stokes equations 14th ISAAC Congress 2023
Universidade de São Paulo, Campus de Ribeirão Preto (Ribeirão Preto, Brazil)
2023/05 On stochastic Degasperis-Procesi equation III Academy Workshop, Stochastic Analysis and Applications: Physics and Finance
Academia das Ciências de Lisboa (Lisboa, Portugal)
2022/06/29 Optimal portfolio for the $\alpha$-Hypergeometric stochastic volatility model Seminário
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia (Caparica, Portugal)
2022/05 Optimal portfolio for the alpha-Hypergeometric stochastic volatility model On the Interplay between Finance and Insurance Mathematics.
ISEG - Universidade de Lisboa (Lisboa, Portugal)
2022/05 Injection-suction control for 2D stochastic Navier-Stokes equations with slippage FGP - Conference on Optimization 2022
Universidade do Porto (Porto, Portugal)
2021/12 Optimal control problems: Fluid Mechanics and Finance Celebration of Zambrini's 70th birthday
Universidade de Lisboa Faculdade de Ciências (Lisboa, Portugal)
2019/08 On the optimal feedback controls for stochastic second grade fluids 12th International ISAAC Congress.
Universidade de Aveiro (Aveiro, Portugal)
2019/07 Optimal control of stochastic second grade fluids 1st WM2 Women in Mathematics Meeting
(Lisboa, Portugal)
2019/06/25 Optimal portfolio for the alpha-Hypergeometric stochastic volatility model Portuguese Meeting on Optimal Control 2019
(Porto, Portugal)
2018/10 On the optimal feedback controls for stochastic second grade fluids International Conference on Control, Games and Stochastic Analysis
(Hammamet, Tunisia)
2018/07/02 Fluxo estocástico de um fluído viscoso e comportamento assintótico Ciência 2018
(Lisboa, Portugal)
2018/06/18 Optimal control for two-dimensional stochastic second grade fluids Portuguese Meeting on Optimal Control 2018
(Coimbra, Portugal)
2018/06 A large deviations principle for stochastic flows of viscous fluids
LSAA2018 Stochastic Analysis and Applications (Växjö, Sweden)
2017/10 Optimal control for two-dimensional stochastic second grade fluids International Conference on Stochastic Analysis, Stochastic Control and Applications
(Hammamet, Tunisia)
2016/08 Well-posedness and optimal control for stochastic second grade fluids Fluids under Pressure, Summer School and Workshop
(Praga, Czech Republic)
2016/07 Well-posedness and optimal control for stochastic second grade fluids Encontro Nacional da SPM 2016
(Barreiro, Portugal)
2016/06/29 Well-posedness and optimal control for stochastic second grade fluids Seminário
GFM-Universidade de Lisboa (Lisboa, Portugal)
2013/03 Inviscid limit for 2D stochastic Navier-Stokes equations International Conference and Advanced School Planet Earth, Mathematics of Energy and Climate Change
(Lisboa, Portugal)
2012/11/21 The inviscid limit for the Navier-Stokes equations with slip conditions on permeable walls Seminário
IPFN, Instituto Superior Técnico (Lisboa, Portugal)
2012/07 Boundary layer problem: Navier-Stokes equations and Euler equations The 9th AIMS Conference on Dynamical Systems, Differential Equations and Applications
(Orlando (Florida), United States)
2012/07 On the 2D-dimensional stochastic Navier-Stokes equations with Navier friction condition UT- Austin Portugal Summer School and Workshop in Mathematics. Mathematical Finance and Stochastic Control
(Lisboa, Portugal)
2012/01/10 Stochastic variational principle for Navier-Stokes equations Seminário
Louisiana State University (Baton Rouge, United States)
2012/01 On the 2D Navier-Stokes and Euler equations: a statistical study AMS Special Session on Stochastic Analysis (in honor of Hui-Hsiung Kuo)
(Boston, United States)
2011/10/21 Boundary layer problem: Navier-Stokes equations and Euler equations Seminário
GFM-Universidade de Lisboa (Lisboa, Portugal)
2011/10 On the vanishing viscosity limit for the 2D Navier-Stokes equations International Conference on Stochastic Analysis and Applications
(Hammamet, Tunisia)
2010/11 Stochastic methods and variational principles Stochastic methods for Navier-Stokes, MHD and Gyrokinetic simulations
(Cadarache, France)
2010/01 Statistical solutions for the 2D Euler equation First CIRM-HCM Joint Meeting: Stochastic Analysis, SPDEs, Particle Systems, Optimal Transport
(Levico (Trento), Italy)
2009/12 Statistical solutions for the 2D Euler equation SIAM Conference on Analysis of Partial Differential Equations
(Miami, United States)
2009/10 Statistical study of the 2D Euler equation International Conference on Stochastic Analysis and Applications
(Hammamet, Tunisia)
2009/09/10 Statistical solutions for the two dimensional Euler equation Seminário
Louisiana State University (Baton Rouge, United States)
2008/10 Stochastic solutions of a nonlinear fractional differential equation 29th Conference on Quantum Probability and Related Topics
(Hammamet, Tunisia)
2008/09 Navier-Stokes equation and diffusions on the group of homeomorphisms of the torus Calculus of Variations and its Applications from Engineering to Economy
(Lisboa, Portugal)
2008/07/09 Modelo de "shallow-water"para lagos com fricção e entrada de fluido Seminário
FCT NOVA (Lisboa, Portugal)
2007/11 Shallow water model for lakes with friction and penetration International Conference on Stochastic Analysis and Applications
(Hammamet, Tunisia)
2006/09 A stochastic variational derivation of the Navier-Stokes equation Stochastic Analysis in Mathematical Physics
(Lisboa, Portugal)
2006/06 The 2D Euler equations and the statistical transport equation Encontro Nacional da Sociedade Portuguesa de Matemática
(Lisboa, Portugal)
2006/02/22 Soluções estatísticas para a equação de Euler bidimensional Semiário
FCT NOVA (Lisboa)
2005/09 A nonlinear stochastic equation of convolution type International Conference on Mathematical Analysis of Random Phenomena
(Hammamet, Tunisia)
2005/05/24 The 2D Euler equations and the statistical transport equations Seminário
Faculté des Sciences de Tunis (Tunis, Tunisia)
2003/04/28 Um problema inverso para a equação de Burgers Seminário
Instituto Superior Técnico (Lisboa, Portugal)
2002/08 Invariant measures for two dimensional Euler equations and the corresponding weak solutions First Sino-German Conference on Stochastic Analysis (Satellite Conference of the ICM 2002)
(Pequim, China)
2001/04/04 The 2-dimensional Euler equation: a statistical study Seminário
Scuola Normal Superiore (Pisa, Italy)
2000/01 Stochastic variational principle for the classical Burgers equation Fourth International Workshop on Stochastic Analysis and Mathematical Physics
(Santiago do Chile, Chile)
1999/05 Invariant surface measures for two-dimensional Euler flows Stochastic Evolution Equations
(Lisboa, Portugal)
1998/05 Invariant surface measures for two-dimensional Euler flows Stochastic Analysis and its Applications
(Paris, France)

Supervision

Thesis Title
Role 		Degree Subject (Type)
Institution / Organization
2022/09 - Current Well-posedness, Asymptotic Behavior and Control Problem for Stochastic Differential Equations with Applications
Supervisor
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2019 - Current Optimal control of stochastic differential equations and applications
Co-supervisor
 Matemática (PhD)
Universidade de Lisboa Faculdade de Ciências, Portugal
2022 - 2023/01/05 Análise Assintótica de Opções no Modelo de Volatilidade Estocástica alpha-Hipergeométricos
Co-supervisor
ISCTE-Instituto Universitário de Lisboa, Portugal
2018 - 2022/07/26 Non-Newtonian Fluids Equations: a Stochastic Approach and Control
Supervisor
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2018/02/01 - 2018/11/18 Portfolio optimization of stochastic volatility models through the dynamic programming equations
Supervisor
 Matemática e Aplicações (Master)
Universidade Nova de Lisboa Faculdade de Ciências Médicas, Portugal
2017 - 2017/12/07 Application of the Malliavin Calculus to the Study of the Greeks
Supervisor
 Matemática e Aplicações (Master)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2017 - 2017 Equations of motion for incompressible fluids. Stochastic Perturbations
Supervisor
 Projeto de Iniciação à Investigação Científica (Scientific initiation)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2017 - 2017 Price of a European option
Supervisor
 Projeto de Iniciação à Investigação Científica (Scientific initiation)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2016 - 2017 Monte Carlo for the Hamilton-Jacobi-Bellman equation
Supervisor
 Programa Estímulo à Investigação, 2016. Projecto financiado pela Fundação Calouste Gulbenkian (Scientific initiation)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2016 - 2016 Itô Integral and applications to Finance
Supervisor
 Projecto de Iniciação à Investigação Científica (Scientific initiation)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2016 - 2016 From the Brownian Motion to the Black-Scholes formula
Supervisor
 Projecto de Iniciação à Investigação Científica (Scientific initiation)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2014 - 2015/11/26 Large Deviations Principle for Stochastic Flows of Viscous Fluids
Supervisor
 Matemática e Aplicações (Master)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal

Event organisation

Event name
Type of event (Role) 		Institution / Organization
2023/07/24 - 2023/07/28 43rd Conference on Stochastic Processes and their Applications (2023/07/24 - 2023/07/28)
Conference (Member of the Organising Committee)
2023/07/17 - 2023/07/21 Co-organizer of the session "Stochastic Processes" in the 14th ISAAC Congress 2023 (2023/07/17 - 2023/07/21)
2022/07/18 - 2023/07/20 Membro da Comissão Científica do ENSPM 2022. (2022/07/18 - 2022/07/20)
Conference (Member of the Scientific Committee)
2023/04/14 - 2023/04/15 "Lisbon Young Mathematicians Conference - LYMC 2023" (2023/04/14 - 2023/04/15)
Conference (Member of the Scientific Committee)
 Universidade Aberta, Portugal
2022/07/29 - 2022/07/30 Organizadora da Sessão Paralela "Optimal Control and Optimization in Finance, Commodity Trade, Insurance and Pension Fund Systems" na conferência "19th Workshop on Advances in Continuous Optimization" (2022/07/29 - 2022/07/30)
Conference (Other)
2022/04/13 - 2022/04/13 Lisbon Young Mathematicians Conference - LYMC 2022 (2022/04/13 - 2022/04/14)
Conference (Member of the Scientific Committee)
 Universidade de Lisboa Faculdade de Ciências, Portugal
2021/06/28 - 2021/06/29 Portuguese Meeting on Optimal Control - EPCO 2021 (2021/06/28 - 2021/06/29)
Conference (Member of the Organising Committee)
 Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2021/06/12 - 2021/06/16 Organizadora da Sessão Paralela "Stochastic Processes" no Encontro Nacional da Sociedade Portuguesa de Matemática - ENSPM 2021 (online) (2021/06/12 - 2021/06/16)
Conference (Other)
2021/04/24 - 2021/04/24 Lisbon Young Mathematicians Conference - LYMC 2021 (2021/04/24 - 2021/04/24)
Conference (Member of the Scientific Committee)
 Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2014/06/30 - 2014/07/05 Advances in Mathematical Fluid Mechanics, Stochastic and Deterministic Methods http://gfm.cii.fc.ul.pt/amfm2014/organizers.html (2014/06/30 - 2014/07/05)
Conference (Member of the Organising Committee)
2012/07/02 - 2012/07/13 UT- Austin Portugal Summer School and Workshop in Mathematics. Mathematical Finance and Stochastic Control (2012/07/02 - 2012/07/13)
Conference (Member of the Scientific Committee)

Jury of academic degree

Topic
Role 		Candidate name (Type of degree)
Institution / Organization
2022/07/26 Non-Newtonian Fluids Equations: a Stochastic Approach and Control
Supervisor
 Adilson Almeida (PhD)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2022/07/19 Stochastic Partial Differential Equations and Applications in Bayesian Inference
Supervisor
 Sílvia Guerra (PhD)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2021/04/28 Aproximação Numérica de Equações Diferenciais Parciais Não Lineares com Aplicações em Finanças
(Thesis) Arguer
 Teófilo Domingos Chihaluca (PhD)
Universidade da Beira Interior, Portugal
2021/02/03 Análise Comparativa de Investimentos com Utilização de Métodos Algorítmicos e Indicadores Técnicos e Fundamentais
President of the jury
 Filipe Semanas. (Master)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2020/11/24 Option pricing in Iliquid markets with jumps
(Thesis) Main arguer
 José Manuel Teixeira dos Santos Cruz (PhD)
Universidade de Lisboa Instituto Superior de Economia e Gestão, Portugal
2020/11/11 Option pricing in exponential Lévy models with transaction costs
(Thesis) Main arguer
 Nicola Cantarutti (PhD)
Universidade de Lisboa Instituto Superior de Economia e Gestão, Portugal
2020/03/02 On the Isoperimetric Problem for the Laplacian with Robin and Wentzell Boundary Conditions
Thesis Member
 James Bernard Kennedy (PhD)
Universidade de Lisboa Faculdade de Ciências, Portugal
2019/07/25 A Bitcoin como Moeda
President of the jury
 Maria Madalena Rosado (Master)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2019/04/23 Finite-State Mean-Field Games, Crowd Motion Problems, and its Numerical Methods
Thesis Member
 Roberto Machado Velho (PhD)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2018/09/28 Dynamic Asset Allocation Using Option-Implied Distributions in an Exponentially Tempered Stable Lévy Market
Thesis Member
 Zachary Polaski (Master)
Universidade de Lisboa Instituto Superior de Economia e Gestão, Portugal
2018/01/12 Forward-Backward Stochastic Differential Equations and Application.
(Thesis) Main arguer
 Rui Sá Pereira (PhD)
Universidade do Porto Faculdade de Ciências, Portugal
2017/12/07 Aplicação do Cálculo de Malliavin ao Estudo dos Gregos
Supervisor
 Ângelo Tavares Martins (Master)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2015/10/26 Princípio dos Grandes Desvios para Fluxos Estocásticos de Fluídos Viscosos
Supervisor
 Tiago João Páscoa Costa (Master)
Universidade Nova de Lisboa Faculdade de Ciências e Tecnologia, Portugal
2011/12/12 Forward Backward Stochastic Differential Equations: Existence, Uniqueness, a Large Deviations Principle and Connections with Partial Differential Equations
(Thesis) Main arguer
 André Gomes (Master)
Universidade de Lisboa Faculdade de Ciências, Portugal