Seminar 29.05.2018
Lecturer: O. L. Izyumtseva Title: Asymptotics of intersection local times of diffusion processes
Department of the Theory of Stochastic Processes
Institute of mathematics department site
Lecturer: O. L. Izyumtseva Title: Asymptotics of intersection local times of diffusion processes
H.- J. Engelbert Institute of Mathematics, Friedrich Schiller-University, Jena, Germany On the Chaotic Representation Property of Certain Families of Martingales and Applications (Based on joint work with Paolo Di Tella, Technical University of Dresden) 26.04.2016, 12.00, room 208 27.04.2016, 12.00, Continue reading Lectures by Professor H.- J. Engelbert (April, 2016)
Speaker: V. Kuznetsov Title: Large deviations principle. When contraction principle doesn’t work
Speaker: G.V. Riabov Title: The Krylov-Veretennikov formula for functionals from the Arratia flow
Speaker: H.J. Engelbert Title: Stochastic differential equations for sticky reflecting Brownian motion