**Maria João Oliveira**

CMAF-CIO - Faculdade de Ciências da Universidade de Lisboa

Departamento de Matemática

Campo Grande, Edifício C6, Piso 1

1749-016 Lisboa

Portugal

Office: 6.2.31

**Phone number:** (+351) 217 500 722

**Fax number:** (+351) 217 500 072

**E-mail:** mjoliveira@ciencias.ulisboa.pt

Research Interests

- Infinite dimensional analysis
- Mathematical physics
- Stochastic analysis
- Interacting particle systems

List of Publications

** An uniqueness result for a class of Wiener space valued
stochastic differential equations**.

Potential Anal. 11 (1)
(1999), 77--99.

**A generalized Clark-Ocone formula** (with M. de Faria and
L. Streit).

Random Oper. Stoch. Equ. 8 (2) (2000), 163--174.

**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.

**Analytic aspects of Poissonian white noise analysis** (with Yu. G.
Kondratiev and T. Kuna).

Methods Funct. Anal. Topology 8 (4) (2002), 15--48.

**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.

**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.

**Holomorphic Bogoliubov functionals for interacting particle systems in
continuum** (with Yu. G. Kondratiev and T. Kuna).

J. Funct. Anal. 238 (2) (2006), 375--404.

**A data-reconstructed fractional volatility model** (with
R. Vilela Mendes).

Economics Discussion Papers 2, No. 2008-22 (2008).

**Extension of explicit formulas in Poissonian white noise analysis
using harmonic analysis on configuration spaces** (with Yu. G. Kondratiev and T. Kuna).

Condens. Matter Phys. 11 No. 2 (54) (2008), 237--246.

**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.

**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.

**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.

**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.

**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.

**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.

**Dynamical Widom-Rowlinson model and its mesoscopic limit** (with D.
Finkelshtein, Yu. Kondratiev and O. Kutoviy).

J. Stat. Phys. 158 (1) (2015), 57--86.

**No-arbitrage, leverage and completeness in a fractional volatility model** (with R. Vilela Mendes and A. M. Rodrigues).

Phys. A 419 (2015), 470--478.

**Polymer measure: Varadhan's renormalization revisited** (with W. Bock,
J. L. Silva and L. Streit).

Rev. Math. Phys. 27 (3) (2015), 1550009.

**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.

Books: Edition and Chapters

White Noise Analysis: An IntroductionIn T. Hida and L. Streit (eds.), Let Us Use White Noise, pp. 1--36.World Scientific Publ. Co., 2017. ISBN: 978-981-3220-93-5 |

Proceedings

**Intersection local times of fractional Brownian motions with
H∈(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 Conf. Proc. vol. 1021 (1), 34--45. American Institute
of Physics, Melville NY, 2008.

**Fractional Brownian polymers - some first results** (with J. Bornales,
S. Eleutério and L. Streit).

Int. J. Mod. Phys. Conf. Ser. 17 (2012), 54--65.

**Studies in fractional Poisson measures** (with J. L. Silva).

Int. J. Mod. Phys. Conf. Ser. 17 (2012), 122--129.

**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.

**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.

**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.

**An infinite dimensional umbral calculus**. Oberwolfach Reports 14/2017,
2017 (in press).

List of Preprints

**An infinite dimensional umbral calculus** (with D. Finkelshtein, Y. Kondratiev and E. Lytvynov).

arXiv:math-FA/1701.04326

Projects in collaboration with:

**CCM (Centro de Ciências Matemáticas), Madeira University, Portugal**

** BiBoS (Bielefeld-Bonn Stochastik), Bielefeld University, Germany**