# Seminar 06.10.2015

Speaker: A.Yu.Pilipenko Title: On Brownian motion with tight membrane

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# Author Archives: Vovchanskii

# Seminar 06.10.2015

# Seminar 25.03.2014

# Seminar 08.04.2014

# Seminar 01.04.2014

# Seminar 18.03.2014

Speaker: V.Kuznetsov Title: Mean time of staying in an interval for a distance between particles in a Brownian flow (based on C.L.Zirbel “Mean occupation times of continuous one-dimensional Markov processes”)

# Seminar 11.03.2014

Speaker: V.Kuznetsov Title: Mean time of staying in an interval for a distance between particles in a Brownian flow (based on C.L.Zirbel “Mean occupation times of continuous one-dimensional Markov processes”)

# Seminar 04.03.2014

# Seminar 18.02.2014

# Seminar 11.02.2014

# Seminar 04.02.2014

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Department of the Theory of Stochastic Processes

Institute of mathematics department site

Speaker: A.Yu.Pilipenko Title: On Brownian motion with tight membrane

Speaker: G/Shevchenko Title: Stochastic differential equations with mixed noise (based on Doctor’s thesis) The talk will be devoted to so-called “mixed” stochastic differential equations X(t)=X(0)+ 0 ∫ a(s,X(s))ds+ t 0 ∫ b(s,X(s))dW(s)+ t 0 ∫ c(s,X(s))dZ(s), t where W Continue reading Seminar 25.03.2014

Speaker: M.Vovchanskii Title: The Brownian web and Harris web

Speaker: V.Kuznetsov Title: Mean time of staying in an interval for a distance between particles in a Brownian flow (based on C.L.Zirbel “Mean occupation times of continuous one-dimensional Markov processes”)

Speaker: A.A.Pohorui Title: Fading random evolutions

Speaker: A.M.Kulik Title: The parametrix method and a weak solution of the SDE with an alpha-stable noise

Speaker: M.V.Tantsiura Title: On existence and uniqueness of the strong solution to the equation that defines the movement of an infinite system of interacting particles

Speaker: M.P.Lahunova Title: The Riemann structure on the space of probabilistic measures (review of M.-K. von Renesse, K.-Th. Sturm ”Entropic measure and Wasserstein diffusion”)