Malliavin calculus and its Applications
Head of the seminar: Professor Andrey A. Dorogovtsev
17.00, room 208.
Secretary of the seminar: Georgii Riabov
- Seminar 30.04.2024
Speaker: Kateryna Hlyniana (Institute of Mathematics of NAS of Ukraine)
Topic: Filtration problem for SDE with interaction
- Seminar 23.04.2024
Speaker: Andrey Dorogovtsev (Institute of Mathematics of NAS of Ukraine)
Topic: Dynamics of random knots, quantum physics and compacts in Hilbert space
- Seminar 16.04.2024
Speaker: Alexander Weiß (University of Leipzig)
Topic: Chen-Strichartz formula for SDE with interaction
- Seminar 09.04.2024
Speaker: Mykola Vovchanskii (Institute of Mathematics of NAS of Ukraine)
Topic: On point densities for Arratia flows with drift
- Seminar 02.04.2024
Speaker: Andrey Pilipenko (Institute of Mathematics of NAS of Ukraine)
Topic: On Reflected Diffusions in Cones and Cylinders
- Seminar 26.03.2024
Speaker: Yuhang Li (Jilin University)
Topic: Control problem for SDE with interaction
- Seminar 19.03.2024
Speaker: Georgii Riabov (Institute of Mathematics of NAS of Ukraine)
Topic: On clusters in coalescing stochastic flows
- Seminar 12.03.2024
Speaker: Alexander Ivanov (joint work with Victor Hladun,
National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”)Topic: Asymptotic Properties of the LSE for chirp signal parameters
Abstract. A time continuous statistical model of chirp signal observed against
the background if stationary Gaussian noise is considered.
Consistency and asymptotic normality of the LSE for such a sinusoidal
regression model parameters are obtained. - Seminar 05.03.2024
Speaker: Naoufel Salhi (University of Kairouan)
Topic: LDP for self-intersections measures
- Seminar 27.02.2024
Speaker: Victoria Knopova (Taras Shevchenko National University of Kyiv)
Topic: Parametrix technique for a Lévy-type model with unbounded coefficients