# Seminar 24.10.2023

Speaker: Anastasiia Hrabovets (Institute of Mathematics of NAS of Ukraine) Topic: Ornstein-Uhlenbeck semigroup in the space of measures

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# Category Archives: seminar “Malliavin calculus”

# Seminar 24.10.2023

# Seminar 17.10.2023

# Seminar 03.10.2023

# Seminar, September 26th

# Seminar, September 19th

# Seminar, September 12th

# Seminar, June 6th

# Seminar, May 23rd

# Seminar, April 25th

# Seminar, April 18th

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Department of the Theory of Stochastic Processes

Institute of mathematics department site

Speaker: Anastasiia Hrabovets (Institute of Mathematics of NAS of Ukraine) Topic: Ornstein-Uhlenbeck semigroup in the space of measures

Speaker: Mykola Vovchanskyi (Institute of Mathematics of NAS of Ukraine) Topic: On operator splitting methods for stochastic flows: dual non-homeomorphic flows, error expansions Abstract: A splitting scheme for 1d stochastic flows is revisited. Two quite separate questions are addressed. The first one concerns Continue reading Seminar 17.10.2023

Speaker: Feng-Yu Wang (Tianjin University) Topic: Entropy Estimate Between Diffusion Processes with Application to MV SDEs Abstract: By developing a new technique called the bi-coupling argument, we estimate the relative entropy between different diffusion processes in terms of the distances of initial distributions and Continue reading Seminar 03.10.2023

Speaker: Georgii Riabov (Institute of Mathematics of NAS of Ukraine) Topic: Constructing stochastic flows of mappings.

Speaker: Andrey Pilipenko (Institute of Mathematics of NAS of Ukraine) Topic: On SDE for low-dimensional Bessel processes.

Speaker: Ekaterina Glinyanaya (Institute of Mathematics of NAS of Ukraine) Topic: Integrals with respect to the Arratia point process as a semimartingale.

Speaker: Nasir Ganikhodjaev (RUz Academy of Sciences Institute of Mathematics, Tashkent, Uzbekistan) Topic: Limit distributions of some Markov chains with memory Abstract. In our previous presentation we have considered Markov chains with memory 2. It is known that the theory of finite Markov Continue reading Seminar, June 6th

Speaker: Souheyl Jendoubi (Tunis el Manar University) Topic: A geometric dictionary of the Segal-Bargmann transform

Speaker: Andrey Dorogovtsev (Institute of Mathematics of NAS of Ukraine) Title: Properties of stationary random knot

Speaker: Vitalii Konarovskyi (Institute of Mathematics of NAS of Ukraine, Bielefeld University) Topic: Stochastic Modified Flows, Mean-Field Limits and Dynamics of Stochastic Gradient Descent