# Seminar, December 14

Speaker: Naoufel Salhi (University of Carthage) Topic: Intermittency in the Itô-Wiener expansion of the self-intersection local times of the Brownian motion

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# Category Archives: seminar “Malliavin calculus”

# Seminar, December 14

# Seminar, December 7

# Seminar, November 30

# Seminar, November 23

# Seminar, November 16

# Seminar, November 9

# Seminar, November 2

# Seminar, October 26

# Seminar, October 19

# Seminar, October 12

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Department of the Theory of Stochastic Processes

Institute of mathematics department site

Speaker: Naoufel Salhi (University of Carthage) Topic: Intermittency in the Itô-Wiener expansion of the self-intersection local times of the Brownian motion

Speaker: Andrey Pilipenko (Institute of Mathematics, NAS of Ukraine) Topic: On a skew Lévy process

Speaker: Mariia Belozerowa (Odessa I.I. Mechnikov National University) Title: Lyapunov exponents of the system of stochastic differential equations with interaction

Speaker: Nasir Ganikhodzhaev (V.I.Romanovsky Institute of Mathematics) Title: Quadratic Stochastic Operators and Inhomogeneous Markov Chains

Speaker: Alexander Veretennikov (Institute for Information Transmission Problems (Kharkevich Institute)) Topic: On recurrence of diffusion with switching Abstract. The Markov system “Diffusion with switching” is otherwise called “Diffusion in a random environment”, where this environment is due to a discrete component of the Continue reading Seminar, November 16

Speaker: Vitalii Konarovskyi Title: Sticky-reflected stochastic heat equation driven by colored noise

Speaker: Natalia Smorodina (St. Petersburg Department of Steklov Mathematical Institute) Topic: Resolvent processes Abstract: We discuss some problems associated with probabilistic representation of the resolvent operator.

Speaker: Ekaterina Glinyanaya (Institute of Mathematics, NAS of Ukraine) Topic: On a construction of the space of functionals from point measures in the Arratia flow

Speaker: Jasmina Djordjevic (University of Oslo) Topic: Backward stochastic differential equations with interaction

Speaker: Ilya Pavlyukevich (Friedrich Schiller University Jena) Topic: Lévy-Driven Linear Transport Equations