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.  

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