Department of the Theory of Stochastic Processes
Institute of mathematics department site
Speaker: Alexander Ivanov (joint work with Victor Hladun, National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”) Topic: Asymptotic Properties of the LSE for chirp signal parameters Abstract. A time continuous statistical model of chirp signal observed against the background if Continue reading Seminar 12.03.2024
Speaker: Naoufel Salhi (University of Kairouan) Topic: LDP for self-intersections measures
Speaker: Victoria Knopova (Taras Shevchenko National University of Kyiv) Topic: Parametrix technique for a Lévy-type model with unbounded coefficients
Speaker: Oleksii Rudenko (Institute of Mathematics of NAS of Ukraine) Topic: Integrability properties for densities of Brownian motions in Carnot group Abstract. We consider transition densities for Brownian motions in Carnot group and for some other types of Markov processes. Using known results regarding estimates of Continue reading Seminar 20.02.2024
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