Personal Data

Full name

Maria João Chaves Marques da Cunha Oliveira

Publishing name

Maria João Oliveira

Birthday

1969-03-22T00:00:00

Academic Degrees

DOUTORAMENTO(0)

Degree date

2002

Final grade

Distinção e Louvor

Degree granting institution

Universidade de Lisboa

School / College / Campus

Faculdade de Ciências

Thesis title

Configuration Space Analysis and Poissonian White Noise Analysis

Supervisor

Co-supervisor

Scientific area

Matemática

MESTRADO(2)

Degree date

1996

Final grade

Muito Bom

Degree granting institution

Universidade de Lisboa

School / College / Campus

Faculdade de Ciências

Thesis title

Unicidade de Solução de Equações Diferenciais Estocásticas (in Portuguese)

Supervisor

Co-supervisor

Scientific area

Matemática

Profissional activity

Period Position Institution
09-11-2002 - Auxiliary Professor (in Portuguese "Professora Auxiliar") Universidade Aberta
01-10-1999 - 30-09-2002 PhD Grant (PRAXIS XXI/BD/20000/99) Institute of Applied Mathematics and BiBoS, University of Bonn (Germany): 1999--2000; Faculty of Mathematics and BiBoS, University of Bielefeld (Germany): 2000--March 2002
01-09-1996 - 08-11-2002 Auxiliary Assistant (in Portuguese "Assistente") Universidade Aberta

Area of scientific activity

Area of scientific activity

Mathematical Physics

Specialization domain

Stochastic Analysis

Current main scientific area

Infinite Dimensional Analysis, Interacting Particle Systems

Other scientific activities

Reviewer for the Mathematical Reviews of the American Mathematical Society.

Member of the Research Center "Centro de Matemática, Aplicações Fundamentais e Investigação Operacional (CMAF-CIO)", University of Lisbon.

Experience as scientific advisor

Wolfgang Bock, Post-doctoral fellowship (PhD in Mathematics, University of Kaiserslautern, Germany, February 2013), September 2013--August 2014 at CMAF (under the research project PTDC/MAT-STA/1284/2012).

Participations in R&D projects

Project Coordinator:

PTDC/MAT-STA/1284/2012 - Scaling properties for chain polymers modeled by fractional Brownian motion paths (CMAF, June 2013--June 2015).



Research team member of the following scientific research projects:

PTDC/MAT/100983/2008 - Stochastic Evolutions, Dissipative Evolutions and Statistical Mechanics (CMAF, February 2010 - July 2013).

FCT/1560/25/1/2012/S Cooperation Portugal/France Program Pessoa 2012/2013 (co-funded by FCT/MCTES and COMPETE)- Fluctuations of weakly and strongly asymmetric systems (Centro de Matemática da Universidade do Minho, University of Minho, 2012 - 2013)

PTDC/MAT/67965/2006 - Infinite Dimensional Analysis and Applications in Statistical and Quantum Physics (CCM, June 2007 - May 2010).

PPCDT/MAT/58321/2004 - Networks: Real World Models and Mathematical Analysis (CCM, January 2007 - October 2010).

GRICES Proc.o 4.1.5 Tunisia - Scientific and tecnologic bilateral cooperation Portugal-Tunisia (CMAF and Department of Mathematics of the Faculty of Sciences of the University of Tunis El Manar, 2006 - 2007).

PDCT/MAT/57976/2004 - "Técnicas Ergódicas e Simbólicas em Dinâmica de Redes: Teoria e Aplicações" (CMAF, November 2005 - October 2008).

POCI/MAT/61931/2004 - Geometric evolutions, Stochastic evolutions and Related Problems in Statistical Mechanics (CMAF, Abril 24, 2005 - April 23, 2008).

GRICES Proc.o 4.1.5 Tunisia - Scientific and tecnologic bilateral cooperation Portugal-Tunisia (Grupo de Física Matemática, University of Lisbon and Department of Mathematics of the Faculty of Sciences of the University of Tunis El Manar, 2004 - 2005).

POCTI/40706/MAT/2001 - Infinite Dimensional Analysis and Applications (CCM, February 15, 2002 - December 2006).

POCTI/MAT/34924/1999 - Classical versus quantum dynamics and their mathematical tools (Grupo de Física Matemática, University of Lisbon, October 2000 - September 2005).

Awards

Year Award Awarding entity

Publications

Artigos em revistas de circulação internacional com arbitragem científica

  • Chaos decomposition and gap renormalization of Brownian self-intersection local times (with J. Bornales and L. Streit). Rep. Math. Phys. 77 (2) (2016), 141--152.

    Polymer measure: Varadhan's renormalization revisited (with W. Bock, J. L. Silva and L. Streit). Rev. Math. Phys. 27 (3) (2015), 1550009.

    No-arbitrage, leverage and completeness in a fractional volatility model (with R. Vilela Mendes and A. M. Rodrigues). Physica A 419 (2015), 470--478.

    Dynamical Widom-Rowlinson model and its mesoscopic limit (with D. Finkelshtein, Yu. Kondratiev and O. Kutoviy). J. Stat. Phys. 158 (1) (2015), 57--86.

    Markov evolutions and hierarchical equations in the continuum. II: multicomponent systems (with D. L. Finkelshtein and Yu. G. Kondratiev).
    Rep. Math. Phys. 71 (1)(2013), 123--148.

    Kawasaki dynamics in the continuum via generating functionals evolution (with D. L. Finkelshtein and Yu. G. Kondratiev). Methods Funct. Anal. Topology 18 (1) (2012), 55--67.

    Glauber dynamics in the continuum via generating functionals evolution (with D. L. Finkelshtein and Yu. G. Kondratiev). Complex Anal. Oper. Theory 6 (4) (2012), 923--945.

    Self-avoiding fractional Brownian motion - The Edwards model (with M. Grothaus, J. L. Silva and L. Streit). J. Stat. Phys. 145 (6) (2011), 1513--1523.

    Intersection local times of independent fractional Brownian motions as generalized white noise functionals (with J.L. Silva and L. Streit). Acta Appl. Math. 113 (1) (2011), 17--39.

    Markov evolutions and hierarchical equations in the continuum I. One-component systems (with D. L. Finkelshtein and Yu. G. Kondratiev). J. Evol. Equ. 9 (2) (2009), 197--233.

    A data-reconstructed fractional volatility model (with R. Vilela Mendes). Economics Discussion Papers 2 (2008), Nº 2008-22.

    Extension of explicit formulas in Poissonian white noise analysis using harmonic analysis on configuration spaces (with Yu. G. Kondratiev and T. Kuna). Condensed Matter Physics 11 (2008), Nº 2 (54), 237--246.

    Holomorphic Bogoliubov functionals for interacting particle systems in continuum (with Yu. G. Kondratiev and T. Kuna). J. Funct. Anal. 238 (2) (2006), 375--404.

    Feynman integrals for non-smooth and rapidly growing potentials (with M. de Faria and L. Streit). J. Math. Phys. 46 (6) (2005), Art. No. 063505.

    On the relations between Poissonian white noise analysis and harmonic analysis on configuration spaces (with Yu. G. Kondratiev and T. Kuna). J. Funct. Anal. 213 (1) (2004), 1--30.

    Analytic aspects of Poissonian white noise analysis (with Yu. G. Kondratiev and T. Kuna). Methods Funct. Anal. Topology 8 (4) (2002), 15--48.

    Intersection local times of independent Brownian motions as generalized white noise functionals (with S. Albeverio and L. Streit). Acta Appl. Math. 69 (3) (2001), 221--241.

    A generalized Clark-Ocone formula (with M.de Faria and L.Streit). Random Oper. Stoch. Equ. 8 (2) (2000), 163--174.

    An uniqueness result for a class of Wiener space valued stochastic differential equations. Potential Anal. 11 (1) (1999), 77--99.


Capítulos de livros

  • White Noise Analysis: An Introduction. In T. Hida and L. Streit (Eds.), "Let Us Use White Noise", 1-36. World Scientific Publ. Co., 2017. ISBN: 978-981-3220-93-5

Livros (editor)

  • Bernido, C. C., Carpio-Bernido, M. V., Grothaus, M., Kuna, T., Oliveira, M. J., da Silva, J. L. (Eds) "Stochastic and Infinite Dimensional Analysis", Trends in Mathematics, Birkhäuser, 2016. ISBN: 978-3-319-07244-9

Publicações em actas de encontros científicos

  • An infinite dimensional umbral calculus. Oberwolfach Reports 14 (Issue 1), 800--803, 2017 (published online, 2018).

    Fractional Boson gas and fractional Poisson measure in infinite dimensions (with R. Vilela Mendes). In P. Gonçalves and A. J. Soares (Eds.), From Particle Systems to Partial Differential Equations II. Particle Systems and PDEs II, Braga, Portugal, December 2013. Springer Proc. Math. Stat. vol. 129 (2015), 293--312.

    A survey on Bogoliubov generating functionals for interacting particle systems in the continuum (with D. L. Finkelshtein). In C. Bernardin and P. Gonçalves (Eds.), From Particle Systems to Partial Differential Equations. Particle Systems and PDEs, Braga, Portugal, December 2012. Springer Proc. Math. Stat. vol. 75 (2014), 161--177.

    Self-repelling fractional Brownian motion - a generalized Edwards model for chain polymers (with J. Bornales and L. Streit). In L. Accardi, W. Freudenberg, M. Ohya (Eds.), Quantum Bio-Informatics V. Proceedings of Quantum Bio-Informatics 2011. Quantum Probability and White Noise Analysis vol. 30, 389--401. World Scientific Publ. Co., Singapure, New Jersey, London, 2013.

    Studies in fractional Poisson measures (with J. L. Silva). Int. J. Mod. Phys. Conf. Ser. 17 (2012), 122--129.

    Fractional Brownian polymers - some first results (with J. Bornales, S. Eleutério and L. Streit). Int. J. Mod. Phys. Conf. Ser. 17 (2012), 54--65.

    Intersection local times of fractional Brownian motions with $H\in(0,1)$ as generalized white noise functionals (with C. Drumond and J. L. Silva). In C. C. Bernido and M. V. Bernido (Eds.), 5th Jagna International Workshop "Stochastic and Quantum Dynamics of Biomolecular Systems", Jagna, Bohol (Philippines), 3--5 January 2008. AIP Conference Proceedings 1021(1)(2008), 34--45.

Teses

  • Configuration Space Analysis and Poissonian White Noise Analysis. Tese de Doutoramento, Universidade de Lisboa, Lisboa, 2002.<br><br>Unicidade de Solução de Equações Diferenciais Estocásticas. Tese de Mestrado, Universidade de Lisboa, Lisboa, 1995.

Communications

Comunicações em painel ("poster")

"Invariant measures for Glauber dynamics of continuous systems". XIV International Congress on Mathematical Physics ICMP 2003 - Path Integrals and Stochastic Analysis, University of Lisbon, July 28--August 2, 2003.

"Poissonian white noise analysis and harmonic analysis on configuration spaces". Workshop on Stochastic Analysis: Geometric Aspects and Applications, Eindhoven (Netherlands), January 8--11, 2001.

"Poissonian white noise analysis". Conference on Stochastic Partial Differential Equations and Applications, Trento (Italy), January 10--15, 2000.

Comunicações orais por convite

"An infinite dimensional umbral calculus". Laboratoire J. A. Dieudonné (CNRS - Université de Nice Sophia Antipolis), Nice, France, November 27--December 1, 2017.

"An infinite dimensional umbral calculus". Madeira Math Encounters XLVI, Infinite Dimensional Analysis and Applications, Universidade da Madeira, August 2--9, 2017.

"A new approach to the combinatorial harmonic analysis on configuration spaces. Arrábida Meeting and Lisbon Workshop ``Mathematical Approaches to Complex Systems: Statistical Mechanics and Partial Differential Equations'', Convento da Arrábida e Departamento de Matemática da Faculdade de Ciências da Universidade de Lisboa, July 3--7, 2017.

"An infinite dimensional umbral calculus". Oberwolfach Workshop ``Real Algebraic Geometry with a View Toward Moment Problems and Optimization'', MFO (Mathematisches Forschungsinstitut Oberwolfach), Germany, March 5--11, 2017.

"Dynamical Widom-Rowlinson model and its mesoscopic limit". International Conference `` Probability, Reliability and Stochastic Optimization'' (plenary session), Taras Shevchenko National University of Kiev, Ukraine, April 7--10, 2015.

"Kawasaki dynamics in the continuum". Workshop ``Complex Systems of Interacting Particles'', ZiF (University of Bielefeld), Germany, May 19--22, 2014.

"Asymptotic scaling of self-repelling fractional Brownian motion". Particle Systems and PDE's - II, CMAT, Universidade do Minho, December 12-13, 2013.

"Dynamical Widom-Rowlinson model and its mesoscopic limit". Statistical Dynamics of Complex Systems, XIV Arrábida Meeting ``Caminhos da Complexidade'', July 1--4, 2013.

"Dynamical Widom-Rowlinson model and its mesoscopic limit. IV Workshop ``Fusion of Knowledge in Modelling of Large Stochastic Systems'', June 10--14, 2013.

"Glauber dynamics in the continuum: generating functionals approach". International Conference on Particle Systems and PDE's, CMAT, Universidade do Minho, December 5--7, 2012.

"Glauber dynamics in the continuum: generating functionals approach" II Workshop ``Qualitative Behaviour of Stochastic Systems and Applications'', ZiF (University of Bielefeld), Germany, July 18--22, 2012.

"Markov dynamics in the continuum: generating functionals approach". 6th Jagna International Workshop: Mathematical Analysis, Modelling, and Simulation in Interdisciplinary Sciences, Jagna (Philippines), January 4--7, 2012.

"Glauber dynamics in the continuum via generating functionals evolution". Annual meeting of German Mathematical Society, Minisymposium “Wechselwirkende Teilchensysteme und zugehoeige nichtlineare (stochastische) Bewegungsgleichungen”, Cologne (Germany), September 19—22, 2011.

"New analytic approach to the Glauber dynamics in the continuum". Bielefeld Stochastics Afternoon, Collaborative Research Centre ``Spectral Structures and Topological Methods in Mathematics'', Faculty of Mathematics, University of Bielefeld (Germany), January 12, 2011.

"Bogoliubov functionals - An alternative approach to stochastic evolutions". Mini-workshop on Infinite Dimensional Analysis, University of Kaiserslautern (Germany), October 18, 2010.

"Stochastic dynamics of infinite particle systems". Workshop on Kinetics and Statistical Methods for Complex Particle Systems, Complexo Interdisciplinar, University of Lisbon, July 20--24, 2009.

"Stochastic dynamics of infinite particle systems". Workshop ``Stochastic Population Dynamics and Applications in Spatial Ecology'', International Center for Mathematical Sciences, Edinburgh (United Kingdom), June 15--20, 2009.

"Dinâmica de sistemas de partículas em meios contínuos: novos desenvolvimentos em análise" (in Portuguese). Seminar on Analysis, Centro de Matemática e Aplicações, FCT, Universidade Nova de Lisboa, May 20, 2009.

"Markov evolutions in the continuum: the multicomponent case". Madeira Math Encounters XXXV, Infinite Dimensional Analysis and Applications to Feynman Integrals and Particle Systems. University of Madeira, July and August, 2008.

"Markov evolutions in the continuum". 5th Jagna International Workshop: Stochastic and Quantum Dynamics of Biomolecular Systems (In honor of Ludwig Streit’s and Frederik Wiegel’s 70th birthday), Jagna (Philippines), January 3--5, 2008.

"Markov evolutions in the continuum and hierarchical equations". International Conference on Complex Systems: Theory and Applications, Kazimierz Dolny (Poland), June 24--29, 2007.

"Markov evolutions in continuum and hierarchical equations". Bielefeld Stochastics Afternoon/BiBoS-Seminar on Mathematical Physics, University of Bielefeld (Germany), December 13, 2006.

"Bogoliubov functionals: from measure theory to functional analysis". Centro de Análise Matemática, Geometria e Sistemas Dinâmicos, IST, Universidade Técnica de Lisboa, February 7, 2006.

"Quasi-particle representation for Markov generators in continuum". BiBoS (Seminar on Mathematical Physics), University of Bielefeld (Germany), November 2, 2005.

"Quasi-particle representation for Markov generators in continuum". International Conference on Probabilistic and Analytic Aspects of the Theory of Infinite Particle Systems, Kazimierz Dolny (Poland), October 22--26, 2005.

"Bogoliubov functionals and stochastic evolutions in continuum". International Conference on Mathematical Analysis of Random Phenomena, Hammamet (Tunisia), September 12--17, 2005.

Some classes of Markov processes on configuration spaces and related quasi-particle dynamics. Madeira Math Encounters XXIX, Quantum Control and Quantum Entanglement. University of Madeira, August, 2005.

Round table ``Stochastic Dynamics of Interacting Particle Systems: New Models, Problems, and Methods'', ZIF scientific project ``Stochastic Modeling in the Sciences: Stochastic Partial Differential Equations and Random Media'' (April 1--September 15, 2005), Bielefeld (Germany), May 11, 2005.

"Poissonian white noise analysis and harmonic analysis on configuration spaces". Department of Mathematics, Faculty of Sciences, University of Tunis El Manar, Tunisia, April 5, 2005.

"Bogoliubov functionals and stochastic evolutions in continuum". BiBoS (Seminar on Mathematical Physics), University of Bielefeld (Germany), November 24, 2004.

"Feynman integrals for non-smooth and rapidly growing potentials". Madeira Math Encounters XXVII - Networks, Stochastic Analysis, Production Engineering, University of Madeira, August, 2004.

"Da mecânica estatística à análise combinatória em espaços de configurações" (in Portuguese). Centro de Física Teórica e Computacional, University of Lisbon, March 3, 2004.

"Invariant measures for Glauber dynamics of continuous systems". Madeira Math Encounters XXV - Stochastic Analysis and Applications, satellite meeting of the XIV International Congress on Mathematical Physics ICMP 2003, CCM (University of Madeira), August, 2003.

"Invariant measures for Glauber dynamics of continuous systems". BiBoS (Seminar on Mathematical Physics), University of Bielefeld (Germany), July 18, 2003.

"Novos desenvolvimentos em análise de ruído branco Poissoniano" (in Portuguese). Centro de Matemática, University of Coimbra, January 15, 2003.

"New developments on harmonic analysis on configuration spaces and dynamical problems". Seminar on Stochastic Analysis, Institute of Applied Mathematics, University of Bonn (Germany), April 26, 2002.

"Poissonian white noise analysis and harmonic analysis on configuration spaces". International Conference on Functional Analysis, Institute of Mathematics of Ukrainian Academy of Sciences and Ukrainian Mathematical Society, Kiev (Ukraine), August 22--26, 2001.

"Gibbs measures". Seminar on Theoretical Condensed Matter Physics, Faculty of Physics, University of Bielefeld (Germany), February 1, 2001.

"Poissonian white noise analysis". 5th International Conference on Mathematical Problems of Statistical Physics, Nor Amberd (Armenia), August 26--September 2, 2000.

"A generalized Clark-Ocone formula". CAESAR, University of Bonn (Germany), November 18, 1999.

"A generalized Clark-Ocone formula". Institute of Applied Mathematics, University of Bonn (Germany), December 3, 1998.

"An uniqueness result for a class of Wiener space valued stochastic differential equations". Madeira Math Encounters XIV - Stochastic Analysis and Applications, University of Madeira, August, 1997.

"Unicidade de soluções de equações diferenciais estocásticas" (in Portuguese). Laboratório de Mecatrónica, IST, Universidade Técnica de Lisboa, April 30, 1996.

Outras comunicações orais

"An infinite dimensional umbral calculus". Bielefeld Stochastics Afternoon Seminars, University of Bielefeld (Germany), November 8, 2017.

"Self-repelling fractional Brownian motion". Seminário de Física Matemática, Grupo de Física Matemática da Universidade de Lisboa, October 4, 2013.

"A construção de Varadhan para movimentos Brownianos fracionários" (in Portuguese). Seminar “Matemática na AbERTA”, Universidade Aberta, November 26, 2010.

"Varadhan's construction for fractional Brownian motion: The Edwards model". International Conference on Modern Stochastics: Theory and Applications II (In honor of A. Skorohod's, V. Korolyuk's and I. Kovalenko's anniversary) - Session ``Interacting Particle Systems'', Kiev National Taras Shevchenko University, Kiev (Ukraine), September 7--11, 2010.

"Celebrating the 100th anniversary of N.N. Bogoliubov (1909-1992)". Seminar on Analysis and Differential Equations, CMAF, University of Lisbon, November 5, 2009.

"Combinatorial harmonic analysis on configuration spaces: Poissonian white noise". Complexo Interdisciplinar, University of Lisbon, March 10, 2004.

"New developments on harmonic analysis on configuration spaces and dynamical problems". First Sino-German Meeting on Stochastic Analysis - Statistical Mechanics and Particle Systems, satellite conference of the International Congress of Mathematics ICM 2002, Beijing (China), August 29--September 3, 2002.

"Poissonian white noise analysis and harmonic analysis on configuration spaces". Workshop on Stochastic Analysis and Related Topics, St. Petersburg (Russia), June 4--11, 2001.

"Poissonian white noise analysis and harmonic analysis on configuration spaces". BiBoS (Seminar on Stochastic Analysis), University of Bielefeld (Germany), January 30, 2001.

"A generalized Clark-Ocone formula". Complexo Interdisciplinar, University of Lisbon, February 3, 1999.

"Uma extensão da fórmula de Itô em dimensão infinita e aplicações" (in Portuguese). 2nd Meeting of the PRAXIS Scientific Project ``Física Matemática'', University of Madeira, February 19--22, 1997.

"Unicidade de soluções de equações diferenciais estocásticas" (in Portuguese). 1st Meeting of the PRAXIS Scientific Project ``Física Matemática'', University of Aveiro, February 10--13, 1996.

"Questões de unicidade de equações diferenciais estocásticas". Complexo Interdisciplinar, University of Lisbon, April 5, 1995.