???global.info.a_carregar???
Ana Bela Cruzeiro. Title of Agregado in Mathematics, 1991 by the University of Lisbon, Faculty of Sciences, PhD in Mathematics, 1985, by Université Pierre et Marie Curie. Full professor at Instituto Superior Técnico, Department of Mathematics. President of the Group of Matematical Physics, Instituto Superior Técnico (2024- ). Correspondant member of the Academy of Sciences Lisbon. Member of the General Council of the University of Lisbon (2021- ). Member of the Scientific Council of Instituto Superior Técnico. (2021-2024) Member of the Scientific Council for Exact Sciences and Engineering of FCT (2017-2023). President of the Portuguese Mathematical Society (2000-2004). Published 93 articles in specialized journals. Participated and was Principal Researcher in various projects. Organized/co-organized many scientific events. Area: Stochastic Analysis and applications in Mathematical Physics
Ler resumo completo ↓
Identificação

Identificação pessoal

Nome completo
Ana Bela Cruzeiro

Nomes de citação

  • Cruzeiro, Ana Bela

Identificadores de autor

Ciência ID
B417-3091-268B
ORCID iD
0000-0001-5256-1174

Endereços de correio eletrónico

  • ana.cruzeiro@tecnico.ulisboa.pt (Profissional)

Telefones

Telefone
  • 218417063 (Profissional)

Moradas

  • Grupo de Física-Matemática e Dep. de Matemática IST. Av. Rovisco Pais, 1049-001, Lisboa, Lisboa, Portugal (Profissional)

Websites

  • https://fisica-matematica.pt/people/ana-bela-cruzeiro/ (Profissional)

Domínios de atuação

  • Ciências Exatas - Matemática

Idiomas

Idioma Conversação Leitura Escrita Compreensão Peer-review
Francês Utilizador proficiente (C1) Utilizador proficiente (C1) Utilizador proficiente (C1) Utilizador proficiente (C1)
Inglês Utilizador proficiente (C1) Utilizador proficiente (C1) Utilizador proficiente (C1) Utilizador proficiente (C1)
Português (Idioma materno)
Formação
Grau Classificação
1991
Concluído
 Matemática (Título de Agregado)
Universidade de Lisboa, Portugal
 Perguntar
1985/07
Concluído
 Matemática (Doutoramento)
Sorbonne Université Campus Pierre et Marie Curie, França
 Perguntar
Percurso profissional

Docência no Ensino Superior

Categoria Profissional
Instituição de acolhimento 		Empregador
2002/02/15 - Atual Professor Catedrático (Docente Universitário) Universidade de Lisboa Instituto Superior Técnico Departamento de Matemática, Portugal
Universidade de Lisboa Instituto Superior Técnico, Portugal
1995 - 2002 Professor Associado (Docente Universitário) Universidade de Lisboa Faculdade de Ciências, Portugal
1986 - 1995 Professor Auxiliar (Docente Universitário) Universidade de Lisboa Faculdade de Ciências, Portugal
1985/09/01 - 1986/02/28 Professor Auxiliar (Docente Universitário) Université Paris-Saclay Département de Mathématiques d'Orsay, França
Projetos

Projeto

Designação Financiadores
2018/10/01 - 2021/09/30 Schroedinger problem and Optimal Transport: a multidisciplinary perspective
PTDC/MAT-STA/28812/2017
Investigador
Fundação da Faculdade de Ciências da Universidade de Lisboa, Portugal
Em curso
2016/05/15 - 2019/06/09 From Stochastic Geometric Mechanics to Mass Transportation Problems
PTDC/MAT-STA/0975/2014
Investigador responsável
Fundação da Faculdade de Ciências da Universidade de Lisboa, Portugal
 Fundação para a Ciência e a Tecnologia
Concluído
2012/02/01 - 2015/01/31 Probability and Partial Differential Equations in Mathematical Physics
PTDC/MAT/120354/2010
Investigador
Concluído
2013 - 2015 Desenvolvimentos em EDPs não lineares: das equações não degeneradas ao controlo estocástico e aos jogos de campo médio
PTDC/MATCAL/0749/2012
Investigador
Associação do Instituto Superior Técnico para a Investigação e Desenvolvimento, Portugal
Concluído
2011/06/09 - 2014/12/31 Análise Estocástica e Aproximações Numéricas em Matemática Financeira (SANAF)
UTA_CMU/MAT/0006/2009
Fundação Gaspar Frutuoso, Portugal

Universidade de Lisboa Instituto Superior Técnico, Portugal

Universidade Nova de Lisboa NOVAMath, Portugal

Universidade de Lisboa Centro de Matematica Aplicada à Previsão e Decisão Económica, Portugal
Fundação para a Ciência e a Tecnologia
Concluído
2009 - 2014 ANR ProbaGeo
ANR
Investigador
Université de Bourgogne, França
Concluído
2010/03/01 - 2013/06/30 Probabilistic approach to finite and infinite dimensional dynamical systems
info:eu-repo/grantAgreement/FCT/3599-PPCDT/104173/PT
Investigador responsável
Fundação para a Ciência e a Tecnologia
2010/01/01 - 2012/12/31 Novos algoritmos numéricos paralelos para os actuais e futuros supercomputadores de alto desempenho
PTDC/EIA-CCO/098910/2008
Universidade Nova de Lisboa NOVAMath, Portugal

Universidade de Lisboa Instituto Superior Técnico, Portugal
Fundação para a Ciência e a Tecnologia
Concluído
2010/01/01 - 2012 New parallel numerical algorithms for current and future high performance supercomputers
info:eu-repo/grantAgreement/FCT/3599-PPCDT/98910/PT
Associação do Instituto Superior Técnico para a Investigação e Desenvolvimento, Portugal
 Fundação para a Ciência e a Tecnologia
2007/09/01 - 2011/02/28 Mathematical Physics
PTDC/MAT/69635/2006
Investigador
Fundação da Faculdade de Ciências da Universidade de Lisboa, Portugal
Concluído
2009/10/01 - 2011 Technology Management and Policy in the Telecommunications Industry
info:eu-repo/grantAgreement/FCT/3599-PPCDT/83918/PT
Universidade de Lisboa Instituto Superior Técnico, Portugal
 Fundação para a Ciência e a Tecnologia
2005 - 2008 Functional Integration and Applications
PPCDT/MAT/55977/2004
Investigador
Fundação da Faculdade de Ciências da Universidade de Lisboa, Portugal
Concluído
2000 - 2005 Classical versus quantum dynamics and their mathematical tools
POCTI/MAT/34924/1999
Investigador
Concluído
1997 - 2001 TMR Stochastic Analysis and Its Applications
ERBFMRXCT 960075
Co-Investigador Responsável (Co-IR)
Universidade de Lisboa Grupo de Física Matemática, Portugal
Concluído
1996 - 1998 Análise Estocástica e Aplicações
PRAXIS/PCEX/P/MAT/42/96
Investigador responsável
Concluído
1994 - 1996 Física-Matemática
PRAXISXXI/2/2.1/MAT/19/94
Investigador
Concluído
1992 - 1996 Stochastic Analysis
SC1*-CT92-0784
Investigador
European Union, Bélgica
Concluído
1990 - 1992 Métodos probabilísticos em sistema Dinâmicos
PMCT/CEN/159/90
Investigador responsável
Concluído
Produções

Publicações

Artigo em boletim informativo
  1. Cruzeiro, Ana Bela. "Probabilidades e Hidrodinâmica", Boletim da SPE, 2018
Artigo em conferência
  1. Cruzeiro, Ana. "Hydrodynamics, Probability and the Geometry of the Diffeomorphisms Group". 2011.
  2. Cruzeiro, Ana. "Non adapted transformations of the Wiener measure". 2004.
    10.1142/9789812702364_0014
  3. Cruzeiro, Ana. "Ornstein-Uhlenbeck semigroups on Riemannian path spaces". 2003.
    10.1142/9789812702241_0009
Artigo em revista
  1. Xin Chen; Ana Bela Cruzeiro; Tudor S. Ratiu. "Stochastic Variational Principles for Dissipative Equations with Advected Quantities". Journal of Nonlinear Science 33 1 (2023): 1-62. https://doi.org/10.1007/s00332-022-09846-1.
    Publicado • 10.1007/s00332-022-09846-1
  2. Ana Bela Cruzeiro; Carlos Oliveira; Jean-Claude Zambrini. "Time-symmetric optimal stochastic control problems in space-time domains". Optimization 71 11 (2022): 3241-3275. https://doi.org/10.1080/02331934.2021.2017430.
    Publicado • 10.1080/02331934.2021.2017430
  3. Ana Bela Cruzeiro. "Stochastic Approaches to Deterministic Fluid Dynamics: A Selective Review". Water (2020): https://doi.org/10.3390/w12030864.
    10.3390/w12030864
  4. Cruzeiro, Ana Bela; Symeonides, Alexandra. "On a Non-Periodic Modified Euler Equation: Well-Posedness and Quasi-Invariant Measures". Potential Analysis (2020): http://dx.doi.org/10.1007/s11118-020-09841-9.
    10.1007/s11118-020-09841-9
  5. Cruzeiro, Ana Bela; Arnaudon, Marc; Zambrini, J.C.. "An entropic interpolation problem for incompressible viscid fluids". Ann. Inst. Henri Poincaré 56 3 (2020): 2211-2235. https://projecteuclid.org/euclid.aihp/1593137325.
    Publicado
  6. Rémi Lassalle; Ana Bela Cruzeiro. "An intrinsic calculus of variations for functionals of laws of semi-martingales". Stochastic Processes and their Applications 129 10 (2019): 3585-3618. https://doi.org/10.1016/j.spa.2018.10.001.
    10.1016/j.spa.2018.10.001
  7. Bela Cruzeiro, Ana. "Navier-Stokes and stochastic Navier-Stokes equations via Lagrange multipliers". Journal of Geometric Mechanics 11 4 (2019): 553-560. http://dx.doi.org/10.3934/jgm.2019027.
    10.3934/jgm.2019027
  8. Cruzeiro, Ana Bela; Symeonides, Alexandra. "Invariant measures for the non-periodic two-dimensional Euler equation". Bulletin des Sciences Mathématiques 148 (2018): 33-52. http://dx.doi.org/10.1016/j.bulsci.2018.06.006.
    Publicado • 10.1016/j.bulsci.2018.06.006
  9. Sousa, Rúben; Cruzeiro, Ana Bela; Guerra, Manuel. "Barrier option pricing under the 2-hypergeometric stochastic volatility model". Journal of Computational and Applied Mathematics 328 (2018): 197-213. http://dx.doi.org/10.1016/j.cam.2017.06.034.
    10.1016/j.cam.2017.06.034
  10. Cruzeiro, Ana Bela. "Momentum Maps and Stochastic Clebsch Action Principles". Communications in Mathematical Physics (2018):
  11. Cruzeiro, Ana Bela. "Generalized stochastic Lagrangian paths for the Navier-Stokes equation". ANNALI DELLA SCUOLA NORMALE SUPERIORE DI PISA - CLASSE DI SCIENZE (2018):
  12. Ana Bela Cruzeiro; Guoping Liu. "A stochastic variational approach to the viscous Camassa–Holm and Leray-alpha equations". Stochastic Processes and their Applications 127 1 (2017): 1-19. http://dx.doi.org/10.1016/j.spa.2016.05.006.
    10.1016/j.spa.2016.05.006
  13. Cruzeiro, Ana Bela; Liu, Guo Ping. "A stochastic variational approach to viscous Burgers equations". Acta Mathematica Sinica, English Series 32 9 (2016): 1027-1034. http://dx.doi.org/10.1007/s10114-016-5773-z.
    10.1007/s10114-016-5773-z
  14. Cruzeiro, Ana Bela. "Forward-backward systems of stochastic differential equations generated by Bernstein diffusions". Stochastic Analysis and Applications (2015):
    Publicado
  15. Cruzeiro, Ana Bela. "On a 2D stochastic Euler equation of transport type: existence and energy transfer". Stochastics and Dynamics (2015):
    Publicado
  16. Arnaudon, Marc; Chen, Xin; Cruzeiro, Ana Bela. "Stochastic Euler-Poincaré reduction". Journal of Mathematical Physics 55 8 (2014): 081507. http://dx.doi.org/10.1063/1.4893357.
    10.1063/1.4893357
  17. Cruzeiro, A.B.; Qian, Z.M.. "Backward stochastic differential equations associated with the vorticity equations". Journal of Functional Analysis 267 3 (2014): 660-677. http://dx.doi.org/10.1016/j.jfa.2014.05.011.
    10.1016/j.jfa.2014.05.011
  18. Cruzeiro, Ana Bela; Gomes, André de Oliveira; Zhang, Liangquan. "Asymptotic properties of coupled forward–backward stochastic differential equations". Stochastics and Dynamics 14 03 (2014): 1450004. http://dx.doi.org/10.1142/s021949371450004x.
    10.1142/s021949371450004x
  19. Cruzeiro, Ana. "Generalized stochastic flows and applications to incompressible viscous fluids". Bulletin des Sciences Mathematiques (2014): http://www.scopus.com/inward/record.url?eid=2-s2.0-84886959093&partnerID=MN8TOARS.
    10.1016/j.bulsci.2013.10.006
  20. Cruzeiro, Ana Bela. "Stochastic geodesics and stochastic backward equations on Lie groups". Discrete and Continuous Dynamical Systems (2013):
    Publicado
  21. Arnaudon, M.; Cruzeiro, A.B.. "Lagrangian Navier-Stokes diffusions on manifolds: Variational principle and stability". Bulletin des Sciences Mathematiques 136 8 (2012): 857-881. http://www.scopus.com/inward/record.url?eid=2-s2.0-84869156696&partnerID=MN8TOARS.
    10.1016/j.bulsci.2012.06.007
  22. Arnaudon, M.; Cruzeiro, A.B.. "Stochastic Lagrangian flows on some compact manifolds". Stochastics 84 2-3 (2012): 367-381. http://www.scopus.com/inward/record.url?eid=2-s2.0-84860324056&partnerID=MN8TOARS.
    10.1080/17442508.2010.498916
  23. Cruzeiro, A.B.. "Stochastic calculus of variations for the diffeomorphisms group". Bulletin des Sciences Mathematiques 135 6-7 (2011): 557-564. http://www.scopus.com/inward/record.url?eid=2-s2.0-80053295405&partnerID=MN8TOARS.
    10.1016/j.bulsci.2011.05.001
  24. Arnaudon, M.; Cruzeiro, A.B.; Galamba, N.. "Lagrangian Navier-Stokes flows: A stochastic model". Journal of Physics A: Mathematical and Theoretical 44 17 (2011): http://www.scopus.com/inward/record.url?eid=2-s2.0-79954567846&partnerID=MN8TOARS.
    10.1088/1751-8113/44/17/175501
  25. Cruzeiro, A.B.; Shamarova, E.. "Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus". Stochastic Processes and their Applications 119 12 (2009): 4034-4060. http://www.scopus.com/inward/record.url?eid=2-s2.0-70350622586&partnerID=MN8TOARS.
    10.1016/j.spa.2009.09.011
  26. Cruzeiro, A.B.; Malliavin, P.. "Renormalized stochastic calculus of variations for a renormalized infinite-dimensional Brownian motion". Stochastics 81 3-4 (2009): 385-399. http://www.scopus.com/inward/record.url?eid=2-s2.0-70450182032&partnerID=MN8TOARS.
    10.1080/17442500902919652
  27. Cruzeiro, A.B.; Malliavin, P.. "Corrigendum to "Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor" [J. Funct. Anal. 254 (7) (2008) 1903-1925] (DOI:10.1016/j.jfa.2007.08.002)". Journal of Functional Analysis 256 12 (2009): http://www.scopus.com/inward/record.url?eid=2-s2.0-64549095528&partnerID=MN8TOARS.
    10.1016/j.jfa.2009.02.022
  28. Cruzeiro, A.-B.; Malliavin, P.. "Stochastic Calculus of Variations on complex line bundle and construction of unitarizing measures for the Poincaré disk". Journal of Functional Analysis 256 2 (2009): 385-408. http://www.scopus.com/inward/record.url?eid=2-s2.0-56549108783&partnerID=MN8TOARS.
    10.1016/j.jfa.2008.03.011
  29. Cruzeiro, A.B.; Malliavin, P.. "Non-existence of infinitesimally invariant measures on loop groups". Journal of Functional Analysis 254 7 (2008): 1974-1987. http://www.scopus.com/inward/record.url?eid=2-s2.0-39849108749&partnerID=MN8TOARS.
    10.1016/j.jfa.2007.11.019
  30. Cruzeiro, A.-B.; Malliavin, P.. "Nonergodicity of Euler fluid dynamics on tori versus positivity of the Arnold-Ricci tensor". Journal of Functional Analysis 254 7 (2008): 1903-1925. http://www.scopus.com/inward/record.url?eid=2-s2.0-39749200946&partnerID=MN8TOARS.
    10.1016/j.jfa.2007.08.002
  31. Alves, C.J.S.; Cruzeiro, A.B.. "Monte-Carlo simulation of stochastic differential systems - a geometrical approach". Stochastic Processes and their Applications 118 3 (2008): 346-367. http://www.scopus.com/inward/record.url?eid=2-s2.0-38649101285&partnerID=MN8TOARS.
    10.1016/j.spa.2007.04.009
  32. Cruzeiro, A.-B.; Flandoli, F.; Malliavin, P.. "Brownian motion on volume preserving diffeomorphisms group and existence of global solutions of 2D stochastic Euler equation". Journal of Functional Analysis 242 1 (2007): 304-326. http://www.scopus.com/inward/record.url?eid=2-s2.0-33750520544&partnerID=MN8TOARS.
    10.1016/j.jfa.2006.06.010
  33. 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
  34. Cruzeiro, A.B.; Zhang, X.. "Bismut type formulae for diffusion semigroups on Riemannian manifolds". Potential Analysis 25 2 (2006): 121-130. http://www.scopus.com/inward/record.url?eid=2-s2.0-33746701904&partnerID=MN8TOARS.
    10.1007/s11118-006-9010-8
  35. Cruzeiro, A.B.; Malliavin, P.. "Numerical approximation of diffusions in Rd using normal charts of a Riemannian manifold". Stochastic Processes and their Applications 116 7 (2006): 1088-1095. http://www.scopus.com/inward/record.url?eid=2-s2.0-33744539902&partnerID=MN8TOARS.
    10.1016/j.spa.2006.02.004
  36. Cruzeiro, A.B.; Zhang, X.C.. "L p -gradient estimates of symmetric Markov semigroups for 1 < p = 2". Acta Mathematica Sinica, English Series 22 1 (2006): 101-104. http://www.scopus.com/inward/record.url?eid=2-s2.0-29144495826&partnerID=MN8TOARS.
    10.1007/s10114-005-0538-0
  37. 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
  38. Cruzeiro, A.B.; Malliavin, P.; Thalmaier, A.. "Geometrization of Monte-Carlo numerical analysis of an elliptic operator: Strong approximation". Comptes Rendus Mathematique 338 6 (2004): 481-486. http://www.scopus.com/inward/record.url?eid=2-s2.0-1542318575&partnerID=MN8TOARS.
    10.1016/j.crma.2004.01.007
  39. Cruzeiro, A.B.; Zhang, X.. "Finite dimensional approximation of Riemannian path space geometry". Journal of Functional Analysis 205 1 (2003): 206-270. http://www.scopus.com/inward/record.url?eid=2-s2.0-0348159937&partnerID=MN8TOARS.
    10.1016/S0022-1236(02)00095-2
  40. Cruzeiro, A.-B.; Malliavin, P.. "Stochastic calculus of variations and Harnack inequality on Riemannian path spaces". Comptes Rendus Mathematique 335 10 (2002): 817-820. http://www.scopus.com/inward/record.url?eid=2-s2.0-0037715276&partnerID=MN8TOARS.
    10.1016/S1631-073X(02)02561-X
  41. Cruzeiro, A.B.. "Construction of some processes on the Wiener space associated to second order operators". Journal of the Korean Mathematical Society 38 2 (2001): 311-320. http://www.scopus.com/inward/record.url?eid=2-s2.0-52549095688&partnerID=MN8TOARS.
  42. Cruzeiro, A.B.; Fang, S.. "Weak Levi-Civita connection for the damped metric on the Riemannian path space and vanishing of Ricci tensor in adapted differential geometry". Journal of Functional Analysis 185 2 (2001): 681-698. http://www.scopus.com/inward/record.url?eid=2-s2.0-0035484986&partnerID=MN8TOARS.
    10.1006/jfan.2001.3765
  43. Cruzeiro, A.-B.; Fang, S.. "Une formule de Weitzenböck pour l'opérateur d'Ornstein-Ulhenbeck amorti em géométrie différentielle adaptée | A Weitzenböck formula for the damped Ornstein-Uhlenbeck operator in adapted differential geometry". Comptes Rendus de l'Academie des Sciences - Series I: Mathematics 332 5 (2001): 447-452. http://www.scopus.com/inward/record.url?eid=2-s2.0-0345878081&partnerID=MN8TOARS.
    10.1016/S0764-4442(01)01861-4
  44. Cruzeiro, A.-B.; Malliavin, P.. "A class of anticipative tangent processes on the Wiener space | Une classe de processus tangents anticipatifs sur l'espace de Wiener". Comptes Rendus de l'Academie des Sciences - Series I: Mathematics 333 4 (2001): 353-358. http://www.scopus.com/inward/record.url?eid=2-s2.0-0042369905&partnerID=MN8TOARS.
    10.1016/S0764-4442(01)02055-9
  45. Cruzeiro, A.-B.; Malliavin, P.; Taniguchi, S.. "Ground state estimations in gauge theory". Bulletin des Sciences Mathematiques 125 6-7 (2001): 623-640. http://www.scopus.com/inward/record.url?eid=2-s2.0-0346508865&partnerID=MN8TOARS.
    10.1016/S0007-4497(01)01102-2
  46. Cruzeiro, A.-B.; Malliavin, P.. "Frame Bundle of Riemannian Path Space and Ricci Tensor in Adapted Differential Geometry". Journal of Functional Analysis 177 1 (2000): 219-253. http://www.scopus.com/inward/record.url?eid=2-s2.0-0000889771&partnerID=MN8TOARS.
    10.1006/jfan.2000.3634
  47. Cruzeiro, A.B.; Fang, S.; Malliavin, P.. "A probabilistic weitzenböck formula on Riemannian path space". Journal d'Analyse Mathematique 80 (2000): 87-100. http://www.scopus.com/inward/record.url?eid=2-s2.0-0003008746&partnerID=MN8TOARS.
  48. 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
  49. Cruzeiro, A.-B.; Malliavin, P.. "Non perturbative construction of invariant measure through confinement by curvature". Journal des Mathematiques Pures et Appliquees 77 6 (1998): 527-537. http://www.scopus.com/inward/record.url?eid=2-s2.0-0032084130&partnerID=MN8TOARS.
  50. Cruzeiro, A.B.; Fang, S.. "An l2 estimate for riemannian anticipative stochastic integrals". Journal of Functional Analysis 143 2 (1997): 400-414. http://www.scopus.com/inward/record.url?eid=2-s2.0-0031067197&partnerID=MN8TOARS.
  51. Cruzeiro, A.-B.; Malliavin, P.. "Renormalized differential geometry on path space: Structural equation, curvature". Journal of Functional Analysis 139 1 (1996): 119-181. http://www.scopus.com/inward/record.url?eid=2-s2.0-0030578297&partnerID=MN8TOARS.
    10.1006/jfan.1996.0081
  52. Gaxie, Daniel; Michel, Hélène; Weber, Louis. "Diffusions sur l'espace de Wiener". Comptes Rendus de l Académie des Sciences - Series I - Mathematics 302 8 (1996): http://dx.doi.org/10.3917/sava.009.0065.
    Publicado • 10.3917/sava.009.0065
  53. Cruzeiro, A.B.; Zambrini, J.C.. "Malliavin Calculus and Euclidean Quantum Mechanics II. Variational Principle for Infinite Dimensional Processes". Journal of Functional Analysis 130 2 (1995): 450-476. http://www.scopus.com/inward/record.url?eid=2-s2.0-0012265339&partnerID=MN8TOARS.
    10.1006/jfan.1995.1077
  54. Cruzeiro, Ana Bela. "Une inégalité L2 pour des integrales stochastiques anticipatives sur une varieté Riemannienne". Comptes Rendus de l Académie des Sciences - Series I - Mathematics 321 (1995):
    Publicado
  55. Vernière, Marc. "Courbures de l'espace de probabilité d'un Brownien Riemannien". Comptes Rendus de l Académie des Sciences - Series I - Mathematics 320 (1995):
    Publicado • 10.3406/spgeo.1973.1386
  56. Janet, Maurice. "Repère mobile et Géométrie Riemannienne sur les espaces de chemins". Comptes Rendus de l Académie des Sciences - Series I - Mathematics 319 (1994): 165-186. http://dx.doi.org/10.24033/asens.897.
    Publicado • 10.24033/asens.897
  57. Cruzeiro, A.B.; Zambrini, J.-C.. "Malliavin calculus and Euclidean quantum mechanics. I. Functional calculus". Journal of Functional Analysis 96 1 (1991): 62-95. http://www.scopus.com/inward/record.url?eid=2-s2.0-0040181612&partnerID=MN8TOARS.
  58. Albeverio, S.; Cruzeiro, A.-B.. "Global flows with invariant (Gibbs) measures for Euler and Navier-Stokes two dimensional fluids". Communications in Mathematical Physics 129 3 (1990): 431-444. http://www.scopus.com/inward/record.url?eid=2-s2.0-0000701064&partnerID=MN8TOARS.
    10.1007/BF02097100
  59. Bertrand-Mathis, Anne. "Solutions et mesures invariantes pour des équations d'évolution stochastiques du type Navier-Stokes". Expositiones Mathematicae 7 (1989): http://dx.doi.org/10.1007/pl00004734.
    Publicado • 10.1007/pl00004734
  60. Cruzeiro, A.B.. "Processus sur l'espace de Wiener associés à des opérateurs elliptiques à coefficients dans certains espaces de Sobolev". Journal of Functional Analysis 72 2 (1987): 346-367. http://www.scopus.com/inward/record.url?eid=2-s2.0-45949113547&partnerID=MN8TOARS.
  61. Gaxie, Daniel; Michel, Hélène; Weber, Louis. "Estimations capacitaires sur l'espace de Wiener". Bulletin des Sciences Mathématiques 110 (1986):
    Publicado • 10.3917/sava.009.0065
  62. Cruzeiro, A.B.. "Unicité de solutions d'équations différentielles sur l'espace de Wiener". Journal of Functional Analysis 58 3 (1984): 335-347. http://www.scopus.com/inward/record.url?eid=2-s2.0-0000177015&partnerID=MN8TOARS.
  63. Cruzeiro, A.B.. "Équations différentielles ordinaires: Non explosion et mesures quasi-invariantes". Journal of Functional Analysis 54 2 (1983): 193-205. http://www.scopus.com/inward/record.url?eid=2-s2.0-0038968010&partnerID=MN8TOARS.
  64. Cruzeiro, A.B.. "Équations différentielles sur l'espace de Wiener et formules de Cameron-Martin non-linéaires". Journal of Functional Analysis 54 2 (1983): 206-227. http://www.scopus.com/inward/record.url?eid=2-s2.0-0001494371&partnerID=MN8TOARS.
  65. Cruzeiro, Ana Bela. "Convergence quasi partout dans des domaines paraboliques des fonctions d'intégrale de Dirichlet finie". Comptes Rendus de l Académie des Sciences - Series I - Mathematics (1982):
    Publicado
  66. Cruzeiro, Ana Bela. "Convergence au bord pour les fonctions harmoniques dans Rd de la classe de Sobolev Wd,1". Comptes Rendus de l Académie des Sciences - Series I - Mathematics 294 (1982):
    Publicado
Capítulo de livro
  1. Bhauryal, Neeraj; Cruzeiro, Ana Bela. "On a forward and a backward stochastic Euler equation". In Nonlinear Differential Equations and Applications. Springer-CIM, 2024.
  2. Cruzeiro, Ana Bela. "Stochastic Geodesics". In Geometry and Invariance in Stochastic Dynamics. 2021.
    Publicado
  3. Cruzeiro, Ana Bela. "Invariant and Quasi-invariant Measures for Equations in Hydrodynamics". 101-120. Springer, Cham, 2019.
    Publicado
  4. Lassalle, Rémi; Cruzeiro, Ana Bela. "Symmetries and Martingales in a Stochastic Model for the Navier-Stokes Equation". In From Particle Systems to Partial Differential Equations III, 185-194. Springer International Publishing, 2016.
    10.1007/978-3-319-32144-8_9
  5. Arnaudon, Marc; Cruzeiro, Ana Bela. "Stochastic Lagrangian Flows and the Navier–Stokes Equations". In Stochastic Analysis: A Series of Lectures, 55-75. Springer Basel, 2015.
    10.1007/978-3-0348-0909-2_2
  6. Cruzeiro, Ana Bella; Lassalle, Remi. "On the Stochastic Least Action Principle for the Navier-Stokes Equation". In Springer Proceedings in Mathematics & Statistics, 163-184. Springer International Publishing, 2014.
    10.1007/978-3-319-11292-3_6
  7. Cruzeiro, Ana Bela; Shamarova, Evelina. "On a Forward-backward Stochastic System Associated to the Burgers Equation". In Stochastic Analysis with Financial Applications, 43-59. Springer Basel, 2011.
    10.1007/978-3-0348-0097-6_4
  8. Cruzeiro, Ana Bela. "Stochastic parallel transport on the d-dimensional torus". In Stochastic Analysis in Mathematical Physics. 2008.
  9. Cruzeiro, Ana Bela. "Variational principle for diffusions on the homeomorphism group with the H2 metric". In Mathematical Analysis of Random Phenomena. World Scientific, 2007.
    Publicado
  10. Cruzeiro, Ana Bela. "Malliavin Calculus". In Encyclopedia of Mathematical Physics. Reino Unido: Elsevier, 2006.
    Publicado
  11. Cruzeiro, Ana Bela. "On some probabilistic estimates of heat kernels and applications". Espanha: Publicaciones de la Real Sociedad Matematica Espanola, 2005.
    Publicado
  12. Cruzeiro, Ana Bela. "A Littlewood-Paley type inequality on the path space". In Seminar on Stochastic Analysis, Random Fields and Applications IV. Birkhäuser Basel, 2004.
    Publicado
  13. Cruzeiro, Ana Bela. "On metrics for tangent processes on the path space". In Stochastic Analysis and Related Topics VIII. Birkhauser, 2003.
    Publicado
  14. Cruzeiro, Ana Bela. "Riemannian Geometry on the Path Space". In Stochastic Partial Differential Equations and Applications. Marcel Decker, 2002.
    Publicado
  15. Cruzeiro, A. B.; Wu, Liming; Zambrini, J. C.. "Bernstein Processes Associated with a Markov Process". In Stochastic Analysis and Mathematical Physics, 41-72. Birkhäuser Boston, 2000.
    Publicado • 10.1007/978-1-4612-1372-7_4
  16. Cruzeiro, Ana Bela. "Riesz Transforms, Commutators and Stochastic Integrals". In Perspectives in Partial Differential Equations, Harmonic Analysis and Applications. Estados Unidos, 1999.
    Publicado
  17. Cruzeiro, A. B.; Malliavin, P.. "Energy Identities and Estimates for Anticipative Stochastic Integrals on a Riemannian Manifold". In Stochastic Analysis and Related Topics VI, 221-233. Birkhäuser Boston, 1998.
    10.1007/978-1-4612-2022-0_8
  18. Cruzeiro, Ana Bela. "Invariant measure for a wave equation on a Riemannian manifold". In Stochastic Differential and Difference Equations. Birkhäuser Boston, 1997.
    Publicado
  19. Cruzeiro, Ana Bela. "Singular differential operators and associated processes". World Scientific, 1995.
    Publicado
  20. Cruzeiro, Ana Bela. "Bernstein Diffusions and Euclidean Quantum Field Theory". In Proceedings Monte Verita meeting. Birkhauser, 1995.
    Publicado
  21. Cruzeiro, Ana Bela. "Euclidean Quantum Mechanics: an outline". In Stochastic Analysis and Applications in Physics. Acad. Publ., 1994.
    Publicado
  22. Cruzeiro, Ana Bela. "Ornstein-Ulhenbeck processes as Bernstein diffusions". In Proceedings of the Conference on Stochastic Analysis. Birkhauser, 1993.
    Publicado
  23. Bela Cruzeiro, Ana. "Invariant measures in hydrodynamic systems with random perturbations". In Dynamics and Stochastic Processes Theory and Applications, 107-113. Springer Berlin Heidelberg, 1990.
    Publicado • 10.1007/3-540-52347-2_26
  24. Cruzeiro, Ana Bela. "Flows in infinite dimensions and associated transformations of Gaussian measures". In Stochastic Methods in Mathematics and Physics. World Scientific, 1989.
    Publicado
  25. Cruzeiro, Ana Bela. "Invariant measures for Euler and Navier-Stokes systems". In Stochastic Analysis, Path Integration and Dynamics. Pitman, 1989.
Edição de livro
  1. Cruzeiro, Ana Bela. Stochastic Geometric Mechanics. Springer International Publishing. 2017.
    Publicado • 10.1007/978-3-319-63453-1
  2. Cruzeiro, Ana Bela. Stochastic Analysis in Mathematical Physics. 2008.
    Publicado • Editor
  3. Cruzeiro, Ana Bela. Mathematical Analysis of Random Phenomena. 2007.
    Publicado • Editor
  4. Cruzeiro, Ana Bela. Stochastic Analysis and Applications. Birkhäuser Boston. 1991.
    Publicado • 10.1007/978-1-4612-0447-3 • Editor
Livro
  1. Cruzeiro, Ana Bela. Stochastic Analysis and Mathematical Physics. Birkhäuser Basel. 2003.
    Publicado • 10.1007/978-3-0348-8018-3 • Editor
Atividades

Apresentação oral de trabalho

Título da apresentação Nome do evento
Anfitrião (Local do evento)
2023/11 Stochastic Euler-Poincaré reduction and some applications
Ritsumeikan Univ. (Japão)
2023/11 On a pathwise stochastic contro problem Stochastic Analysis
RIMS (Kyoto, Japão)
2023/11 On pathwise stochastic control problems Mathematics Colloquium
Institut de Mathématiques de Bourgogne (Dijon, França)
2023/09 Stochastic variational principles on Lie groups
UNIV. SANTIAGO DE COMPOSTELA (Espanha)
2023/06 Stochastic variational principles on Lie groups
University Milan (Itália)
2023/06 Pathwise stochastic control problems
Univ. du Luxembourg (Luxemburgo)
2023/04 Brownian motion and some of its applications to fluid dynamics
Universidade Aberta (Portugal)
2023/03 On a pathwise stochastic control problem
École Les Houches (França)
2022/07 Generalized solutions for the Navier-Stokes equations
Universidade de Évora (Portugal)
2021/11 On the shortest path problem for Navier-Stokes stochastic flows Leipzig Seminar
(Alemanha)
2021/11 About the Brownian motion Communication
Academia das Ciências de Lisboa (Portugal)
2021/10 Optimal stochastic control problems in space-time domains
Ritsumeikan University (Japão)
2021/10 The Schroedinger problem in space-time domains
Ritsumeikan Univ. (Japão)
2021/09 Bernstein processes in infinite dimensions
Barcelona Univ. (Barcelona, Espanha)
2021/07 Stochastic variational principles for the Navier- Stokes equation in bounded domains ENSPM
Sociedade Portuguesa de Matemática (Portugal)
2021/07 A stochastic view on the deterministic Navier-Stokes equation GDM Seminar
University of Padova (Itália)
2021/06 A stochastic view on the deterministic Navier-Stokes equation
Universite de Rennes (França)
2021/03 On stochastic Clebsch variational principles Stochastics and Geometry
BIRS (Canadá)
2021/02 Optimal stochastic control problems in space-time domains
Imperial College London (Reino Unido)
2020/02 Navier-Stokes via variational principles with Lagrange multipliers Workshop on manifold and shape stochastics
(Dinamarca)
2019/07 On some stochastic partial differential equations obtained by a variational approach IWOTA 2019
Instituto Superior Técnico (Lisboa, Portugal)
2019/06 Stochastic Clebsch variational principles Workshop on Stochastic Analysis and Applications
Nanyang Technological University (Singapura)
2019/04 A stochastic approach to (deterministic) Hydrodynamics CIM Colloquium
CIM (Portugal)
2019/03 An entropic interpolation problem for incompressible viscid fluids Conf. Random transformations and invariance in stochastic dynamics,
Universita Milano (Itália)
2019/03 An entropic minimization problem for incompressible viscid fluids Colloquium in Interacting Particle Systems @ Tecnico,
Instituto Superior Técnico (Portugal)
2018/12 On some relations between Optimal Transport and Stochastic Geometric Mechanics BIRS Workshop Shape Analysis, Stochastic Mechanics and Optimal Transport,
Banff (Canadá)
2018/07 Stochastic variational principles for some equations in Hydrodynamics Encontro Nacional da Sociedade Portuguesa de Matemática
SPM (Portugal)
2018/06 Stochastic Clebsch action principles Workshop Stochastic Analysis and applications LSAA2018,
Linnaeus University (Suécia)
2018/04 Solutions and invariant measures for Euler equations on the plane Workshop Gibbs Measures for Nonlinear Dispersive Equations,
Oberwalfach Inst. (Alemanha)
2018/01 Stochastic variational principles on Lie groups Intern. Scientific Conf. ”Infinite-dimensional Analysis and control theory, centenary of S.V. Fomin,
Moscow State University (Rússia)
2017/12 An entropic interpolation problem for incompressible viscid fluids CIM-WIAS Workshop
Universidade de Lisboa (Portugal)
2017/10 An entropic interpolation problem for incompressible viscid fluids Classic and Stochastic Approaches to Mathematical Fluid Dynamics
Imperial College London (Reino Unido)
2017/07 Stochastic variational principles on Lie groups and semi-direct products” LMS Durham Research Symposium Stochastic Analysis
Durham University (Reino Unido)
2017/07 Camassa-Holm and Leray-alpha equations: a stochastic approach GeoProb 2017
Univ. Luxembourg (Luxemburgo)
2017 Camassa-Holm and Leray-alpha equations: a stochastic approach Workshop ¿Irregular transport: analysis and applications¿
Univ. Bâle (Suiça)
2016/12 Stochastic variational principles on Lie groups and semi-direct products Workshop Heat kernels, stochastic processes and functional inequalities,
Mathematisches Forschungsinstitut Oberwolfach (Alemanha)
2016/07 Forward-backward stochastic systems and Navier-Stokes equations Asian Mathematical Conference (AMC2016), Indonesia
(Indonésia)
2016/01 Navier-Stokes equation and stochastic forward-backward systems Stochastic Analysis, Rough paths, Geometry
Imperial College London (Reino Unido)
2016/01 Stochastic variational approach to the viscous Camassa–Holm and Leray-alpha equations Classic and Stochastic Geometric Mechanics UK-Japan Winter School,
Imperial College London (Reino Unido)
2015/10 On the shortest path problem for Navier-Stokes stochastic flows Stochastics and Symmetry: theory and applications from Mechanics to Finance
University of Milano (Itália)
2014/12 Stochastic variational principles for the Navier-Stokes equation, Particle Systems and Partial Differential Equations III
Universidade do Minho (Portugal)
2014/12 Forward-backward differential systems and the Navier-Stokes equation Stochastic analysis and numerical approximations in mathematical finance,
ISEG (Portugal)
2014/09 Théorème de réduction d'Euler-Poincaré stochastique Rencontres de Probabilités 2014,
Université de Rouen (França)
2014/06 Navier-Stokes equation and forward-backwars stochastic differential systems ProbaGeo
Université de Bordeaux (França)
2014/04 Stochastic variational principles on Lie groups Mathematics Colloquium
Institut de Mathématiques de Bourgogne (Dijon, França)
2013/09 Forward-backward stochastic differential systems and the Navier-Stokes equation Stochastic Analysis and Applications
Oxford-Man Institute Of Quantitative Finance (Reino Unido)
2013/07 Lagrangian Navier-Stokes stochastic flows Conference on Random Dynamical Systems
Chern Institute of Mathematics (China)
2013/05 A stochastic variational approach to the Navier-Stokes equation Probability and PDE's
Scula Normale Superiore Pisa (Itália)
2013/05 Stochastic variational principles and Fbsde's on Lie groups Heat Kernels, Stochastic Processes and Functional Inequalities
Mathematisches Forschungsinstitut Oberwolfach (Alemanha)
2013/03 On stochastic variational principles CIM-MPE 2013: Mathematics of Energy and Climate Change
CIM (Portugal)
2012/07 A stochastic approach to the deterministic NavierStokes equations UT-Austin Portugal Workshop in Mathematics (Mathematical Finance and Stochastic Control)
Universidade Nova de Lisboa (Portugal)
2012/07 Stochastic Euler-Poincaré reduction on Lie groups 9ª AIMS Conference, Orlando
(Estados Unidos)
2012/06 On stochastic variational principles ProbaGeo
Université de Strasbourg (França)
2012/04 Stochastic calculus of variations on the diffeomorphisms group EPSRC Symposium-Workshop Stochastic analysis and stochastic PDEs
Warwick University (Reino Unido)
2012/01 Stochastic least action principle and related Brenier-type Navier-Stokes flows Workshop Recent Developments in Stochastic Analysis
EPFL (Suiça)
2011/09 Generalized stochastic Navier-Stokes flows GDIS 2011 (Geometry, Dynamics, Integrable Systems)
Universidade de Lisboa (Portugal)
2011/09 Generalized stochastic Navier-Stokes flows 5th International Conference on Stochastic Analysis and its Applications
Hausdorff Center, Univ. Bonn (Alemanha)
2011/05 Stochastic forward-backward equations associated with Navier-Stokes equations Seventh Seminar on Stochastic Analysis, Random Fields and Applications
ETH (Suiça)
2010/10 Non existence of Haar-type measures on some spaces of maps Conference in Memory of Paul Malliavin
Université de Dijon (França)
2010/09 Stochastic Navier-Stokes flows: stability and rotation Geometry Dynamics Integrable Systems GDIS2010
University of Belgrade (Sérvia)
2010/07 Non existence of Haar-type invariant measures on some spaces of maps XXIX Workshop on Geometric Methods in Physics
(Polónia)
2009/12 Stochastic Lagrangian Navier-Stokes flows on Riemannian manifolds Symposium Analysis, probability and geometry in quantum physics and classical mechanics
KTH (Suécia)
2009/11 Stochastic Lagrangian Navier-Stokes flows on Riemannian manifolds XI CLAPEM (Congresso Latino-Americano de Probabilidad y Estadistica Matematica)
(Venezuela)
2009/07 Some results on Lagrangian Navier-Stokes flows 7 th Intern. ISAAC Congress (Stochastic Analysis Session)
Imperial College London (Reino Unido)
2009/07 Non ergodicity of diffusions on the diffeomorphisms group Workshop on Stochastic Analysis and Finance
City University of Hong-Kong (Hong Kong)
2008/05 Hydrodynamics, probability and the geometry of the diffeomorphisms group Sixth Seminar on Stochastic Analysis, Random Fields and Applications,
ETH (Suiça)
2008/04 Hydrodynamics and the geometry of the diffeomorphims group - some results Symposium on Stochastic Analysis
University Bonn (Alemanha)
2007/11 Non ergodicity of the Euler flow on the torus Workshop on Stochastic partial differential equations”
Institut Mittag-Leffler (Suécia)
2006/09 On a stochastic Euler equation DMV meeting, Probability and Geometry
University Bonn (Alemanha)
2006/07 “Brownian motion on the diffeomorphisms group and global solution of a 2D stochastic Euler equation” Stochastic Fluid Mechanics and SPDEs
Centro De Giorgi (Itália)
2006/01 Approximations géométriques d’équations différentielles stochastiques Colloque "Discrétisation de processus"
INRIA Sophia Antipolis (França)
2005/09 Differential equations on invariant manifolds: a Malliavin calculus approach Journées de Probabilité
Institut Élie Cartan, Nancy (França)
2005/09 Diffusions on the group of homeomorphisms in the torus and the Navier-Stokes equation
Tunis (Tunísia)
2005/05 Geometrical numerical schemes for s.d.e.’s Fifth Seminar on Stochastic Analysis, Random Fields and Applications
ETH (Suiça)
2004/09 Riemannian path space geometry XIII Encontro de Outono de Geometria e Física
(Espanha)
2003/09 Finite dimensional approximation of Riemannian path space geometry
Université de Toulouse (Toulouse, França)
2002/09 The heat semigroup on the Riemannian path space 1st. Sino-German Conference on Stochastic Analysis (Satellite of ICM 2002)
Beijing University (China)
2002/05 An asymptotic estimate for the vertical derivatives of the heat kernel associated with the horizontal Laplacian
(Ascona, Suiça)
2001/07 Tangent processes on the Wiener space 27th. Conf. On Stochastic Processes and their Applications
Cambridge University (Cambridge, Reino Unido)
2001/07 Ricci tensors on the path space
Berlin University (Berlin, Alemanha)
2001/06 Tangent processes and applications
Euler Institute (St Petersbourg, Rússia)
2000/07 Geometry of path spaces
Warwick University (Warwick, Reino Unido)
2000/01 Tangent processes – some applications
Univ. Trento (Trento, Itália)
1999/08 On a method of constructing invariant measures for elliptic operators
(Noruega)
1999/07 Construction of some diffusion processes on the Wiener space
Yonsei University (Seoul)
1998/10 Equations of motion for a class of time-symmetric processes associated to a Markov process
(Santiago, Chile)
1997/11 Weitzenböck formulae and estimates for anticipative stochastic integrals
MSRI Berkely (Estados Unidos)
1997/09 Calcul Stochastique anticipatif et analyse sur l’espace des chemins d’une variété Riemanniene
Université Paul Sabatier (Toulouse, França)
1997/06 Some Aspects of the Geometry of Path Spaces European conference on Stochastic Analysis
Univ. Barcelona (Barcelona, Espanha)
1996/08 Invariant measure for a wave equation on a Riemannian manifold Stochastic Differential Equations and Difference Equations ( Satellite Bernoulli Society Congress)
(Hungria)
1996/07 Energy identities and estimates for anticipative stochastic integrals on a Riemannian manifold
(Geilo, Noruega)
1995/07 Energy identities on the path space of a Riemannian manifold VI European on Symposium Stochastic Analysis
Swansea Univ. (Swansea, Reino Unido)
1994/10 Curvature on the Path Space of a Riemannian Manifold IV European on Symposium Stochastic Analysis
Bonn Univ. (Bonn, Alemanha)
1993/12 A class of stochastic processes in Quantum Physics Stochasic Analysis
Warsow Univ. (Warsow, Polónia)
1993/07 Bernstein processes and Dirichlet forms NATO (ARW) Conf. Classical and Modern Potential Theory and Applications
(França)
1993/04 Invariant measures on Wiener spaces Stochastic Analysis
Université de Metz (Metz, França)
1991/06 Singular differential operators and associated processes
(Locarno, Suiça)
1991/03 Bernstein processes in infinite dimensions European conference on Stochastic Analysis
Bielefeld Univ. (Bielefeld, Alemanha)
1989/11 Differential Equations on Wiener spaces and action of the associated flows on Wiener measure
(Polónia)
1989/08 Invariant measures for the Euler flow in two dimensions
KTH (Stockholm, Suécia)
1989/07 Infinite-dimensional diffusions Dirichlet forms
MFO (Oberwalfach, Alemanha)
1988/07 Wiener measure preserving maps
(Ascona, Suiça)
1987/09 About some evolution equations in infinite dimensional spaces Rencontre Internat. de Math.
(Grécia)
1986/08 Infinite Dimensional Stochastic processes associated to some elliptic operators
Swansea Univ. (Swansea, Reino Unido)
1986/01 Some elliptic operators on the Wiener space Stochastic Analysis and Applications
IMA (Minneapolis, Estados Unidos)
1985/07 Differential equations on the Wiener space and Capacitary estimates on the Wiener space Stochastic Analysis
Warwick University (Reino Unido)

Orientação

Título / Tema
Papel desempenhado 		Curso (Tipo)
Instituição / Organização
2022 - 2023/12 Fractional Brownian motion and Applications
Orientador
 Mathematics (Mestrado)
Universidade de Lisboa Instituto Superior Técnico, Portugal
2019/01 - 2019/12 Derivation of the Navier-Stokes Equations from a Stochastic Variational Principle
Orientador
 Matemática (Mestrado)
Universidade de Lisboa Instituto Superior Técnico, Portugal
2015/09 - 2019/02 Statistical solutions and invariant measures in Hydrodynamics
Coorientador
 Matemática (Doutoramento)
Universidade de Lisboa Faculdade de Ciências, Portugal
2015 - 2019/02 Statistical solutions and invariant measures in Hydrodynamics
Coorientador
 Mathematics
Universidade de Lisboa Faculdade de Ciências, Portugal
2014 - 2018 Statistical solutions and invariant measures in Hydrodynamics
Coorientador
 Mathematics (Doutoramento)
Universidade de Lisboa Faculdade de Ciências, Portugal
2014/10 - 2017/05 Stochastic Characterization for Navier-Stokes and Camassa-Holm Equations and Existence and Uniqueness of Solutions for Camassa-Holm Equations
Coorientador
 Matemática (Doutoramento)
Chinese Academy of Sciences Institute of Applied Mathematics, China
2014 - 2017 Stochastic characterization for Navier-Stokes and Camassa-Holm equations
Coorientador
 Mathematics (Doutoramento)
Chinese Academy of Sciences Beijing Advanced Sciences and Innovation Center, China
2015/10 - 2016/07 Financial derivatives and stochastic calculus
Coorientador
 Matemática (Mestrado)
Universidade de Lisboa Instituto Superior Técnico, Portugal
2011/01 - 2011/12 Stochastic forward-backward differential systems and large deviations
Coorientador
 Ensino de Matemática no 3.º Ciclo do Ensino Básico e no Secundário (Mestrado)
Universidade de Lisboa Faculdade de Ciências, Portugal
2008/10 - 2009/09 Diferenças Finitas na Valoração de Opções Europeias e Americanas
Coorientador
 Matemática (Mestrado)
Universidade de Lisboa Instituto Superior Técnico, Portugal
2008/08 - 2009/09 Equações Diferenciais Estocásticas em Modelos Financeiros
Coorientador
 Matemática (Mestrado)
Universidade de Lisboa Instituto Superior Técnico, Portugal
2003/10 - 2004/07 Equações diferenciais estocásticas e aplicações
Orientador
 Matemática (Mestrado)
Universidade de Lisboa Instituto Superior Técnico, Portugal
2003 - 2004 Equações diferenciais estocásticas
Orientador
 Matemática (Mestrado)
Universidade de Lisboa Instituto Superior Técnico, Portugal
2002 - 2003 O integral de Skorohod
Orientador
 Matemática (Mestrado)
Universidade de Lisboa Faculdade de Ciências, Portugal
1998 - 2001 Aplicação de Métodos de Análise Estocástica ao Estudo de Certas Equações da Hidrodinâmica
Orientador
 Matemática (Doutoramento)
Universidade de Lisboa Faculdade de Ciências, Portugal
1997 - 1999/08 Análise em espaços de caminhos
Coorientador
 Matemática (Doutoramento)
Universidade de Lisboa Faculdade de Ciências, Portugal
1995 - 1996/01 Equações diferenciais em espaços de Wiener
Orientador
 Matemática (Mestrado)
Universidade de Lisboa Faculdade de Ciências, Portugal

Organização de evento

Nome do evento
Tipo de evento (Tipo de participação) 		Instituição / Organização
2023/08/30 - 2023/09/01 6th Conference on Geometric Science of Information (GSI2023) (2023/08/30 - 2023/09/01)
Conferência (Membro da Comissão Científica)
2023/07/24 - 2023/07/28 SPA 2023 - 43th Conference on stochastic Processes and their Applications Bernoulli Society (2023/07/24 - 2023/07/28)
Conferência (Presidente da Comissão Organizadora)
2022/06/21 - 2022/06/24 Optimal transport, geometric and stochastic Hydrodynamics (2022/06/21 - 2022/06/24)
Conferência (Coorganizador)
 Universidade de Lisboa Grupo de Física Matemática, Portugal
2021/09/14 - 2021/09/17 Schroedinger's problem and Optimal Transport (2021/09/14 - 2021/09/17)
Conferência (Coorganizador)
 Universidade de Lisboa Grupo de Física Matemática, Portugal
2021/02 - 2021/02 Membro do Comité Científico da conferência Dynamic Control and Optimization, DCO (2021/02 - 2021/02)
Conferência (Membro da Comissão Científica)
2021 - 2021 Membro do Comité Científico de GSI2021 (2021 - 2021)
Conferência (Membro da Comissão Científica)
2019 - 2019 Membro do Comité Científico de GSI2019 (2019 - 2019)
Conferência (Membro da Comissão Científica)
2018 - 2018 Membro do Comité Científico de GSI2018 (2018 - 2018)
Conferência (Membro da Comissão Científica)
 Universidade de Lisboa Grupo de Física Matemática, Portugal
2018 - 2018 Workshop “From Stochastic Geometric Mechanics to Mass Transportation Problems (2018 - 2018)
Conferência (Membro da Comissão Organizadora)
2017/07 - 2017/07 Conference New trends in Applied Geometric Mechanics (2017/07 - 2017/07)
Conferência (Membro da Comissão Científica)
 Instituto de Ciencias Matemáticas, Espanha
2017/07 - 2017/07 3rd Int'l Conference on Probability and Stochastic Analysis (ICPSA 2017) (2017/07 - 2017/07)
Conferência (Membro da Comissão Científica)
2017 - 2017 39 thConference on Stochastic processes and their applications, SPA 2017 (2017 - 2017)
Conferência (Membro da Comissão Científica)
2016 - 2016 2nd Int'l Conference on Probability and Stochastic Analysis (ICPSA 2016) (2016 - 2016)
Conferência (Membro da Comissão Científica)
2015/10 - 2015/10 International Conference on Stochastic Analysis and Applications (ICSAA-2015) (2015/10 - 2015/10)
Conferência (Membro da Comissão Científica)
2015/01/01 - 2015/06/30 Co-organizadora do programa do Centre Bernoulli da EPFL “Geometric Mechanics, Variational and Stochastic Methods” (2015/01/01 - 2015/06/30)
Outro (Coorganizador)
 École Polytechnique Fédérale de Lausanne, Suiça
2015 - 2015 International Conference on Probability and Stochastic Analysis (ICPSA 2015) (2015 - 2015)
Conferência (Membro da Comissão Científica)
2014/07 - 2014/07 Conferência “Advances in Mathematical Fluid Mechanics – Stochastic & deterministic methods (2014/07 - 2014/07)
Conferência (Membro da Comissão Organizadora)
 Universidade de Lisboa Grupo de Física Matemática, Portugal
2011/09 - 2011/09 Conferência GDIS 2011 (Geometry, Dynamics, Integrable Systems) (2011/09 - 2011/09)
Conferência (Membro da Comissão Científica)
2010 - 2010 conferência SPA 2010, Osaka, Japão (2010 - 2010)
Conferência (Membro da Comissão Científica)
2007/11 - 2007/11 International Conference on Stochastic Analysis and Applications (2007 - 2007)
Conferência (Membro da Comissão Científica)
2006/09 - 2006/09 Stochastic Analysis in Mathematical Physics, Satellite conference of the International Congress of Mathematics (2006/09 - 2006/09)
Conferência (Membro da Comissão Organizadora)
 Universidade de Lisboa Grupo de Física Matemática, Portugal
2005/09 - 2005/09 International Conference on Mathematical Analysis of Random Phenomena (2005/09 - 2005/09)
Conferência (Membro da Comissão Científica)
2003 - 2003 EMS Mathematical Weekend (2003 - 2003)
Conferência (Membro da Comissão Organizadora)
2003 - 2003 International Congress Mathematical Physics (2003 - 2003)
Congresso (Membro da Comissão Organizadora)
2002/09 - 2002/09 1st. Sino-German Conference on Stochastic Analysis (Satellite of the ICM 2002) (2002/09 - 2002/09)
Conferência (Membro da Comissão Científica)
2001/09 - 2001/09 Workshop “From Brownian motion to infinite dimensional analysis” (2001/09 - 2001/09)
Conferência (Membro da Comissão Organizadora)
2000/09 - 2000/09 8 thSilivri-Magusa Workshop on Stochastic Analysis (2000/09 - 2000/09)
Conferência (Membro da Comissão Científica)
1999/05 - 1999/05 International Conference on Stochastic Analysis and Mathematical Physics (1999/05 - 1999/05)
Conferência (Membro da Comissão Organizadora)
 Universidade de Lisboa Grupo de Física Matemática, Portugal
1998/06 - 1998/06 3º Encontro do Projecto PRAXIS “Física-Matemática" (1998/06 - 1998/06)
Encontro (Membro da Comissão Organizadora)
1997/02 - 1997/02 2º Encontro do Projecto PRAXIS "Física-Matemática" (1997/02 - 1997/02)
Encontro (Membro da Comissão Organizadora)
1996/02 - 1996/02 1º Encontro do Projecto PRAXIS "Física-Matemática" (1996/02 - 1996/02)
Encontro (Membro da Comissão Organizadora)
1993/09 - 1993/09 4 th European Symposium on Stochastic Analysis (1993/09 - 1993/09)
Conferência (Membro da Comissão Organizadora)
1989/09 - 1989/09 Stochastic Analysis and Applications (1989/09 - 1989/09)
Conferência (Membro da Comissão Organizadora)

Júri de grau académico

Tema
Tipo de participação 		Nome do candidato (Tipo de grau)
Instituição / Organização
2023/11 Hydrodynamic behavior of a degenerate microscopic dynamics with slow reservoirs
Vogal
 Gabriel Nahum (Doutoramento)
Universidade de Lisboa Instituto Superior Técnico, Portugal
2023/05 Topics in elliptic problems: from semilinear equations to shape optimization
Vogal
 Hugo Tavares (Agregação)
Universidade de Lisboa Instituto Superior Técnico, Portugal
2023/04 Dynamical Universality Classes in Driven Diffusive Systems
Vogal
 Gunter Schutz (Agregação)
Universidade de Lisboa Instituto Superior Técnico, Portugal
2022/07 Sharp Restriction Theory
Vogal
 Diogo Oliveira e Silva (Agregação)
Universidade de Lisboa Instituto Superior Técnico, Portugal
2021/12 Symétries des modèles stochastiques en mathématiques financières, en physique et en neurosciences
Vogal
 Laurène Valade (Doutoramento)
Université de Rouen UFR des Sciences et Techniques, França
2021/11 Problème de Schroedinger, in égalit és fonctionnelles et transport optimal
Vogal
 Giovanni Conforti (Agregação)
École Polytechnique, França
2021/11 Jump-diffusion processes in optimal stopping. Applications in real options
Vogal
 Claudia Philippart (Agregação)
Universidade de Lisboa Instituto Superior Técnico, Portugal
2021/07 Hydrodynamic behavior of a degenerate microscopic dynamics with slow reservoirs
Vogal
 Renato de Paula (Doutoramento)
Universidade de Lisboa Instituto Superior Técnico, Portugal
2021/04 On the effect of stochastic Lie transport noise on fluid dynamic equations
Arguente
 Aythami Bettencourt de Léon (Doutoramento)
Imperial College London, Reino Unido
2021/04 Convolution-like structures, differential operators and diffusion processes
Vogal
 Rúben Sousa (Doutoramento)
Universidade do Porto, Portugal
2020/12 Stochastic calculus on manifold and application to functional inequalities
Vogal
 Baptiste Huguet (Doutoramento)
Université de Bordeaux, França
2020/07 Stochastic Geometric Mechanics for Fluid modelling and MCMC
Arguente
 So Takao (Doutoramento)
Imperial College London, Reino Unido
2020/06 Viscous and incompressible fluids: asymptotic behavour and optimal control
Arguente
 Fernanda Cipriano (Agregação)
Universidade Nova de Lisboa Departamento de Matemática, Portugal
2019/10 Le mouvement brownien cinétique en dimension infinie
Vogal
 Pierre Perruchaud (Doutoramento)
Université de Rennes, França
2018/12 Sur le comportement qualitatif des solutions de certaines ´equations aux d ´eriv ´ees partielles stochastiques de type parabolique
Arguente
 Rim Toubi (Doutoramento)
Institut de Mathématiques Élie Cartan, França
2018/09 A Thermodinamical formalism for free semigroup actions
Vogal
 Maria Carvalho (Agregação)
Universidade do Porto, Portugal
2018/06 Universality from microscopic stochastic dynamics
Vogal
 Patrícia Gonçalves (Agregação)
Universidade de Lisboa Instituto Superior Técnico Departamento de Matemática, Portugal
2015/06 Symétries d'équations aux dérivées partielles, calcul stochastique, applications à la physique mathématique et à la finance
Arguente
 Helene Quintard (Doutoramento)
Université de Rouen Normandie, França
2012/06 Inversibilité stochastique et thèmes afférents
Vogal
 Rémi Lassalle (Doutoramento)
Télécom Paris Laboratoire de Traitement et Communication de l¿Information, França
1993 Topics in dynamical systems on Wiener space
Arguente principal
 Gunnar Peters (Doutoramento)
Kungliga Tekniska Högskolan, Suécia

Arbitragem científica em conferência

Nome da conferência Local da conferência
2023/08/30 - 2023/09/01 GSI 2023 Geometric Science of Information
2023/07/21 - 2023/07/28 SPA 2023 - Bernoulli Society
2021/11 - 2021/11 CIRM, Luminy
2018 - 2020 Geometric Science of Information Paris

Arbitragem científica em revista

Nome da revista (ISSN) Editora
2023 - Atual Geometric Mechanics
2023 - Atual Electronic Communications in Probability
2023 - Atual Electronic Journal of Probability
2022 - Atual Journal of Mathematical Analysis and Applications
2019 - Atual Stochastic Analysis and Applications
2018 - Atual Bollettino dell'Unione Matematica Italiana

Comissão de avaliação

Descrição da atividade
Tipo de assessoria 		Instituição / Organização Entidade financiadora
2023 - 2023 La Caixa projects
Avaliador
 Fundação 'la Caixa', Portugal Fundação 'la Caixa'
2021 - 2023 Projects
Avaliador
 Unitatea Executiva pentru Finantarea Invatamantului Superior a Cercetarii Dezvoltarii si Inovarii, Roménia Unitatea Executiva pentru Finantarea Invatamantului Superior a Cercetarii Dezvoltarii si Inovarii
2016 - 2023 Avaliador de bolsas individuais Marie Sklodowska-Curie
Avaliador
 European Science Foundation
2022 - 2022 Projects
Avaliador
 Vetenskapsradet, Suécia Vetenskapsradet
2020 - 2020 IUF junior jury member
Avaliador
 Institut Universitaire de France, França
2019 - 2019 IUF Senior jury member
Avaliador
 Institut Universitaire de France, França
2016 - 2019 Projects
Avaliador
 European Science Foundation, França European Science Foundation
2016 - 2017 Avaliador de projectos
Avaliador
 Rossijskij naucnyj fond, Rússia
2010 - 2013 Projects
Avaliador
 Irish Research Council, Irlanda Irish Research Council
2012 - 2012 European Latsis Prize
Avaliador
 European Science Foundation, França European Science Foundation
2007 - 2010 Membro dos painéis de avaliação do ERC (European Research Council)
Avaliador
 European Research Council, Bélgica
2008 - 2009 IUF senior members jury
Avaliador
 Institut Universitaire de France, França
2003 - 2003 Ramon y Cajal grants
Avaliador
 España Ministerio de Ciencia e Innovación, Espanha España Ministerio de Ciencia e Innovación

Curso / Disciplina lecionado

Disciplina Curso (Tipo) Instituição / Organização
2024/01/08 - 2024/01/12 Mini-course "Stochastic Lagrangian flows in Hydrodynamics" Centre International de Rencontres Mathématiques, França
2014/02 - 2014/02 Mini-course “Stochastic Lagrangian flows and the Navier- Stokes equation" Mathematics Institut de Mathématiques de Toulouse, França
2012/03 - 2012/03 Mini-course "Stochastic Lagrangian flows" École Polytechnique Fédérale de Lausanne, Suiça

Membro de associação

Nome da associação Tipo de participação
2000 - 2004 Sociedade Portuguesa de Matemática Presidente

Membro de comissão

Descrição da atividade
Tipo de participação 		Instituição / Organização
2017 - Atual Membro do Conselho científico das Ciências Exatas e Engenharia da FCT
Membro
 Fundação para a Ciência e a Tecnologia, Portugal
2017 - 2023 Scientific Council for Exact Sciences and Engineering
Membro
 Fundação para a Ciência e a Tecnologia, Portugal
2010 - 2017 Committee for Conferences on Stochastic Processes (CCSP) of the Bernoulli Society for Mathematical Statistics and Probability
Membro
 Bernoulli Enterprise Inc, Estados Unidos
2010 - 2013 Membro do Committee for Conferences on Stochastic Processes and Their Applications da Bernoulli Society
Consultor
2006 - 2011 Comission for Mathematical Physics (C18)
Membro
 International Union of Pure and Applied Physics, Singapura
2006 - 2011 Member, then Secretary
Outro
 International Union of Pure and Applied Physics, Singapura
2004 - 2008 Comissão para Encontros da European Mathematical Society
Membro
 European Mathematical Society, Finlândia
2000 - 2004 President
Presidente / Vice-presidente
 Sociedade Portuguesa de Matemática, Portugal
Distinções

Título

2020 Membro correspondente
Academia das Ciências de Lisboa, Portugal