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

Speaker: Naoufel Salhi (University of Carthage) Topic: Self-intersection local times as generalized functionals

Speaker: Mariia Belozerowa (Odessa Mechnikov National University) Topic: Lyapunov exponents and asymptotic behavior of solutions to stochastic differential equations with interaction

Speakers: Andrey Dorogovtsev (Institute of Mathematics, NAS of Ukraine), Jasmina Djordjevich (University of Oslo) Topic: Monge-Kantorovich problem for stochastic flows

Speaker: Ekaterina Glinyanaya (Institute of Mathematics, NAS of Ukraine) Topic: Orthogonalization of multiple integrals with respect to the point measure corresponding to the Arratia flow

Speaker: Viktor Yuskovych (National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”) Topic: On a limit behavior of solutions to multidimensional SDEs