Seminar 28.01.2014
Speaker: Ye.V.Glinyanaya Title: The Feynman-Kac formula for the Arratia flow
Department of the Theory of Stochastic Processes
Institute of mathematics department site
Speaker: Ye.V.Glinyanaya Title: The Feynman-Kac formula for the Arratia flow
Speaker: G.V.Riabov Title: The orthogonal structure of functionals of the Arratia flow
Speaker: A.A.Dorogovtsev Title: Tanaka’s formula for Gaussian random processes An analogue to Tanaka’s formula with the extended stochastic integral is discussed for Gaussian random processes that are not semi-martingales.
Speaker: Yu.Prihodko Title: On limit behaviour of random walks with non-integrable perturbation at zero
Speaker: V.Kuznetsov Title: Estimates for densities and moments of solutions to stochastic differential equations that appear in study of stochastic flows (partially based on Karatzas I., Ruf J. “Distribution of the time to explosion for one-dimensional diffusions“, 2013)