Seminar 13.02.2024
Speaker: Vitalii Konarovskyi (Institute of Mathematics of NAS of Ukraine, Hamburg University) Topic: Excursion representation of stochastic block model
Department of the Theory of Stochastic Processes
Institute of mathematics department site
Speaker: Vitalii Konarovskyi (Institute of Mathematics of NAS of Ukraine, Hamburg University) Topic: Excursion representation of stochastic block model
Speaker: Valeriya Kotelnikova (Taras Shevchenko National University of Kyiv) Topic: A survey of recent limit theorems for Karlin’s occupancy scheme
Speaker: Mykola Vovchanskii (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 non-homeomorphic Continue reading Seminar 19.12.2023
Speaker: Nasir Ganikhodjaev (Institute of Mathematics of the Academy of Sciences of Uzbekistan) Topic: Non-ergodic quadratic stochastic operators with countable state space
Speaker: Ilya Pavlyukevich (Friedrich Schiller University Jena) Topic: Energy-balance model with moving ice line
Speaker: Andrey Dorogovtsev (Institute of Mathematics of NAS of Ukraine) Topic: Hitting times for integrators and anticipating parabolic boundary value problems
Speaker: Viktor Yuskovych (National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”) Topic: Asymptotic behavior of solutions of SDEs with Lévy noise
Speaker: Oleksii Rudenko (Institute of Mathematics of NAS of Ukraine) Topic: Multiple intersections and potentials for several independent Brownian motions in Carnot groups Abstract: It is well-known that a hitting probability of Markov process can be represented as a potential of some measure. Moreover Continue reading Seminar 31.10.2023
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