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→

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.