Seminar, October 12
Speaker: Ilya Pavlyukevich (Friedrich Schiller University Jena) Topic: Lévy-Driven Linear Transport Equations
Department of the Theory of Stochastic Processes
Institute of mathematics department site
Speaker: Ilya Pavlyukevich (Friedrich Schiller University Jena) Topic: Lévy-Driven Linear Transport Equations
Speaker: Max von Renesse (University of Leipzig) Topic: Brownian motion on Wasserstein space and Dean-Kawasaki models Abstract: We will survey some results on the construction of candidate models for Brownian motion on Wasserstein space and the connection to the Dean-Kawasaki equation appearing Continue reading Seminar, October 5
Speaker: Alexey Rudenko (Institute of Mathematics, NAS of Ukraine) Topic: Multiple intersections for functions of Brownian motion on Carnot group
Speaker: Georgii Riabov (Institute of Mathematics, NAS of Ukraine) Topic: Construction of strong stochastic flows via consistent families of n-point motions
Speaker: Ievgen Karnaukh (Oles Honchar Dnipro National University) Topic: Exit problems for Kou’s process in a Markovian environment
Speaker: Andrey A. Dorogovtsev (Institute of Mathematics, NAS of Ukraine) Topic: Lazy loop erased random walks and Ehrenfests model
Speaker: Andrey Pilipenko (Institute of Mathematics, NAS of Ukraine) Topic: Random walks on Z^m with semi-permeable membrane
Speaker: Vlada Limic (CNRS and University of Strasbourg) Topic: Multiplicative coalescents with and without immigration. Part 2
Speaker: Mykola I. Portenko (Institute of Mathematics, NAS of Ukraine) Topic: A symmetric α-stable stochastic process reflected at the origin is a solution to a certain martingale problem
Speaker: Andrey A. Dorogovtsev (Institute of Mathematics, NAS of Ukraine) Topic: Intermittency of local times and geometry of random curves in stochastic flow