Seminar, September 13
Speaker: Alexey Rudenko (Institute of Mathematics, NAS of Ukraine) Topic: An estimate for Hausdorff measure of the set of the intersections of several independent Brownian motions on Carnot group
Department of the Theory of Stochastic Processes
Institute of mathematics department site
Speaker: Alexey Rudenko (Institute of Mathematics, NAS of Ukraine) Topic: An estimate for Hausdorff measure of the set of the intersections of several independent Brownian motions on Carnot group
Speaker: Naoufel Salhi (University of Carthage) Topic: Self-intersection local times as generalized functionals
Speaker: Mariia Belozerowa (Odessa Mechnikov National University) Topic: Lyapunov exponents and asymptotic behavior of solutions to stochastic differential equations with interaction
Speakers: Andrey Dorogovtsev (Institute of Mathematics, NAS of Ukraine), Jasmina Djordjevich (University of Oslo) Topic: Monge-Kantorovich problem for stochastic flows
Speaker: Ekaterina Glinyanaya (Institute of Mathematics, NAS of Ukraine) Topic: Orthogonalization of multiple integrals with respect to the point measure corresponding to the Arratia flow
Speaker: Viktor Yuskovych (National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”) Topic: On a limit behavior of solutions to multidimensional SDEs
Speaker: Georgii Riabov Topic: Modifications of stochastic flows generated by consistent sequences of Feller transition probabilities
Speaker: Xia Chen (University of Tennessee, Knoxville) Title: Intermittency for hyperbolic Anderson models with time-independent Gaussian noise Abstract. Intuitively, inttermittency refers to a state of the system with random noise in which the high peak is rare but real. In mathematics, it can be Continue reading Seminar, February 22
Speaker: Mykola Portenko (Institute of Mathematics, NAS of Ukraine) Topic: Brownian motion in a Euclidean space with a membrane located on a given hyperplane. The presentation is based on the results of joint investigations with Prof. Bohdan Kopytko. Abstract. Brownian motion in Continue reading Seminar, February 15
Speaker: Andrey Dorogovtsev (Institute of Mathematics, NAS of Ukraine) Topic: Isonormal processes associated with Brownian motion