Professor Associado com Agregação aposentado no Departamento de Matemática da Faculdade de Ciências da Universidade de Lisboa.
Antigo presidente do Grupo de Física Matemática, de 2002 até janeiro de 2024.
Investigador responsável do projecto “Schroedinger’s problem and Optimal Transport: a multidisciplinary perspective” (PTDC/MAT-STA/28812/2017), financiado pela FCT.
Interesses científicos
- Métodos probabilísticos em física matemática.
- Método dos integrais de caminho em teoria quântica (e teoria quântica de campo).
- Sistemas dinâmicos clássicos e quânticos (métodos geométricos e algébricos). Deformação estocástica.
- Aplicações da análise estocástica.
Algumas publicações recentes
-
Com Q. Huang:
From second order differential geometry to stochastic geometric mechanics, J. Nonlinear Sci. 33 (2023), 6, 127 pp. -
Com Q. Huang:
“Stochastic geometric mechanics in nonequilibrium thermodynamics: Schrödinger meets Onsager”, J. Phys A 56 (2023), 134003, 24 pp. -
Com A.B. Cruzeiro e C. Oliveira:
“Time-symmetric optimal stochastic control problems in space-time domains”, Optimization 71 (2022), 3241-3275. - Com M. Arnaudon, A. B. Cruzeiro e C. Léonard:
“An entropic interpolation problem for incompressible viscous fluids”, Annales de l’Institut Henri Poincaré – Probabilités et Statistiques 56, 3 (2020), 2211-2235. URL: http://gfm.cii.fc.ul.pt/people/jczambrini/AIHP1036.pdf - Com M. Arnaudon:
“A Stochastic Look at Geodesics on the Sphere” in Geometric Science of
Information”, Springer International Publishing (2017). - Com R. Lassalle:
“A weak approach to the stochastic deformation of classical mechanics”, J. Geom. Mech. 8, 2 (2016), 221-233. - Com P. Vuillermot:
“On some Gaussian Bernstein processes in R^N and the periodic Ornstein–Uhlenbeck process”, Stoch. Anal. Appl. 34, 4 (2016), 573-597. - Com N. Privault e X. Yang:
“Large deviations for Bernstein bridges”, Stoch. Process. Appl.
126, 5 (2016), 1285-1305. - Com C. Léonard e S. Roelly:
“Reciprocal processes. A measure-theoretical point of view”, Probab.
Surv. 11 (2014), 237-269. - “Stochastic Deformation of Classical Mechanics”, Discrete and Continuous Dynamical Systems, 2013 supplement (2013), 807-813.
- “The research program of Stochastic Deformation (with a view toward Geometric Mechanics)”
Progress in Probability 68, Springer (2015), 359-393.
URL: http://gfm.cii.fc.ul.pt/people/jczambrini/JCZambrini_EPFL.pdf - Com Pierre A. Vuillermot:
“Bernstein Diffusions for a Class of Linear Parabolic Partial
Differential Equations”, Journal of Theoretical Probability (May 2012).
URL: http://gfm.cii.fc.ul.pt/people/jczambrini/vuizambrini1.pdf - Com N. Privault:
“Stochastic deformation of integrable dynamical systems and random time
symmetry”,
URL: http://www.ntu.edu.sg/home/nprivault/papers/deformation.pdf - “On the geometry of the Hamilton-Jacobi-Bellman equation”, Journal of Geometric Mechanics 1, 3 (Sep 2009).
URL: http://gfm.cii.fc.ul.pt/people/jczambrini/geometry-hamilton-jacobi-bellman.pdf - Com Wu Liming e A. B. Cruzeiro:
“Bernstein processes associated with a Markov process”, in Stochastic Analysis and Mathematical Physics, ANESTOC’98, Proceedings of the Third
International Workshop, Ed. R. Rebolledo, Trends in Mathematics Series, Birkhäuser, Boston (2000).
URL: http://www.birkhauser.ch/books/math/4185.htm - Com Kai Lai Chung:
Introduction to Random Time and Quantum Randomness, New Edition, Monographs of the Portuguese Mathematical Society vol. 1, World Scientific (2003).
URL: http://www.worldscibooks.com/physics/5288.html - Com N. Privault:
“Markovian bridges and reversible diffusion processes with jumps”, Annales de l’Institut Henri Poincaré (Probabilités & Statistiques) 40 (2004), 599-633.
URL: http://www.ntu.edu.sg/home/nprivault/papers/bridges.pdf - Com P. Lescot:
“Probabilistic deformation of contact geometry, diffusion processes and their quadratures”, Progress in Probability 59, Birkhauser Verlag Basel (2007), 203-226.
URL:
http://gfm.cii.fc.ul.pt/people/jczambrini/lescot-zambrini-ascona.pdf - Com N. Privault:
“Euclidean quantum mechanics in the momentum representation”,
Journal of Mathematical Physics 46 (2005).
URL: http://www.ntu.edu.sg/home/nprivault/papers/euclidean.pdf - Editor, com Rolando Rebolledo e Jorge Rezende:
Stochastic Analysis and Mathematical Physics (SAMP/ANESTOC 2002), Proceedings of the Mathematical Legacy of R P Feynman (Lisbon, Portugal, 3-7 June 2002), Proceedings of the Open Systems and Quantum Statistical Mechanics (Santiago, Chile, 7-11 January 2002), World Scientific (2004).
URL: http://www.worldscibooks.com/physics/5676.html - Editor:
XIVth International Congress on Mathematical Physics (Lisbon, Portugal 28 July – 2 August 2003), World Scientific (2006).
URL: http://www.worldscibooks.com/physics/5778.html - Editor, com J. C. Mourão, J. P. Nunes, R. Picken:
Prospects in Mathematical Physics (YRS of 14th ICMP 2003), Contemporary Mathematics no 437, American Mathematical Society (2007).
URL: http://www.ams.org/bookstore?fn=20&item=CONM-437 - Com S. Albeverio e J. Rezende:
“Probability and quantum symmetries II.The theorem of Noether in
quantum mechanics”, Journal of Mathematical Physics 47 (2006).
URL: http://gfm.cii.fc.ul.pt/people/jczambrini/JMathPhys-47-062107.pdf - Editor, com Gerard Ben Arous, Ana Bela Cruzeiro, Yves Le Jan:
Stochastic Analysis in Mathematical Physics, Proceedings of a Satellite Conference of ICM 2006 (Lisbon, Portugal 4-8 September 2006), World
Scientific (2008).
URL http://www.worldscibooks.com/mathematics/6734.html