Seminar, November 22
Speaker: Yannic Steenbeck (Technical University of Braunschweig) Title: Approximation of Coalescing Diffusion Flows
Department of the Theory of Stochastic Processes
Institute of mathematics department site
Speaker: Yannic Steenbeck (Technical University of Braunschweig) Title: Approximation of Coalescing Diffusion Flows
Speaker: Georgii Riabov (Institute of Mathematics, NAS of Ukraine) Topic: Strong flow modifications of stochastic flows
Speaker: Ekaterina Glinyanaya (Institute of Mathematics, NAS of Ukraine) Topic: Arratia flow as a Markov process with respect to the spatial variable
Speaker: Xia Chen (University of Tennessee) Topic: Intermittency for hyperbolic Anderson equations with time-independent Gaussian noise: Stratonovich regime. Abstract: Recently, a precise intermittency for the hyperbolic Anderson model has been established in Ito-Skorohod regime. In this talk, we discuss the same Continue reading Seminar, November 1st
Speaker: Andrey Pilipenko (Institute of Mathematics, NAS of Ukraine) Topic: Limit behavior of perturbed random walks
Speaker: Mykola Vovchanskii (Institute of Mathematics, NAS of Ukraine) Title: Splitting for one class of coalescing stochastic flows Abstract: The algorithm of splitting, based on the Trotter-Kato formula, is applied to Harris flows with coalescence. Estimates of the speed of Continue reading Seminar, October 11
Speaker: Vitalii Konarovskyi Topic: Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent
Speaker: Oleg Zaboronski (University of Warwick) Title: Probabilistic methods for the asymptotic analysis of Fredholm Determinants and Pfaffians Abstract: I will review the probabilistic method for computing large gap asymptotics of certain Fredholm determinants due to Marc Kac. The main idea is to interpret Continue reading Seminar, September 27
Speaker: Mykola Portenko (Institute of Mathematics, NAS of Ukraine) Topic: Several comments to the behavior of Brownian motion in a Euclidean space with a membrane located on a given hyperplane. Abstract. My talk will concern the limit theorem for the number of crossings Continue reading Seminar, September 20
Speaker: Alexey Rudenko (Institute of Mathematics, NAS of Ukraine) Topic: An estimate for Hausdorff measure of the set of the intersections of several independent Brownian motions on Carnot group