Seminar, April 26
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
Department of the Theory of Stochastic Processes
Institute of mathematics department site
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
Speaker: Mykola Vovchanskyi (Institute of Mathematics, NAS of Ukraine) Topic: On the convergence of 1-point densities for Arratia flows
Speaker: Mikhail Neklyudov Topic: Ergodicity for infinite particle systems with locally conserved quantities
Speaker: Naoufel Salhi (University of Carthage) Topic: Intermittency in the Itô-Wiener expansion of the self-intersection local times of the Brownian motion
Speaker: Andrey Pilipenko (Institute of Mathematics, NAS of Ukraine) Topic: On a skew Lévy process