Mini-conference for master students in the theory of stochastic processes 2023

THE SKOROKHOD READINGS

Department of the Theory of Stochastic Processes of the Institute of Mathematics of Ukrainian National Academy of Sciences organizes an extended session of the seminar “Malliavin calculus and its applications” for young mathematicians. During this session master students from different countries can present their investigations making 30 minutes on-line talks. This is the sixth such mini-conference that continues traditions of the Department to attract young people to the problems of modern theory of stochastic processes.

The conference will be held on-line on May 30, 2023.
The link to join the conference: https://us02web.zoom.us/j/83924873277

The schedule of the conference and abstracts of the talks:

14:30-15:00 Merten Mlinarzik (Technical University of Braunschweig)

Stochastic calculus for randomly scaled Gaussian processes related to generalized time-fractional evolution equations

Supervisor: Yana Kinderknecht

15:00-15:30 Vadym Tkachenko (Kyiv Academic University)

Stationary solution of semilinear SDE

Supervisor: Andriy Pilipenko

15:30-16:00 Sadillo Sharipov (V.I. Romanovsky Institute of Mathematics of the Academy of Sciences of the Republic of Uzbekistan)

On limit theorems for functional autoregressive processes with random coefficients.

16:00-16:30 Break
16:30-17:00 Valeriya Kotelnikova (Taras Shevchenko National University of Kyiv, University of Wrocław)

Limit theorems for sums of independent indicators, with application to Karlin’s occupancy scheme

Supervisor: Olexander Iksanov

17:00-17:30 Zhengyi Gong (University of Minnesota)

The Majority Vote Process with Unbalanced Noise

Supervisor: Maury Bramson

17:30-18:00 Yurii Miniailyk (Richelieu Scientific Lyceum)

Ehrenfest model for random knots

Supervisor: Andrey A. Dorogovtsev

All young researchers and students are welcome to participate in the conference! In order to present a talk please fill in the following registration form: https://forms.gle/i3Akfz5ms6kz2aeq7
Abstract should be sent to pilipenko.ay@gmail.com(Andrey Pilipenko).

Recording of this year session will be available on our youtube channel: https://www.youtube.com/channel/UCHUHV6wpFRf–8OkmplIR-Q/  

 

Program Commitee
Andrey A. Dorogovtsev
Andrey Pilipenko
Mykola Portenko
Organizing Commitee
Ekaterina Glinyanaya
Aleksey Rudenko
Georgii Riabov

Contact email (Andrey Pilipenko): pilipenko.ay@gmail.com

The conference is named in honor of Anatolii Vladimirovich Skorokhod.
SKOR
He founded the Department of the Theory of Stochastic Processes of the Institute of Mathematics in 1964 and was the first head of the Department for 30 years. Here a lot of his brilliant works were created. The name of A. V. Skorokhod belongs with those of the few outstanding mathematicians of the second half of the previous century whose efforts have imparted modern features to mathematics. His extraordinary creative potential can be appraised by everyone who has studied the contemporary stochastic analysis and has revealed surprisingly the fact that the considerable part of its notions and methods has been introduced into mathematics by A.V.Skorokhod. It suffices to mention the notions of Skorokhod’s topology, Skorokhod’s space, Skorokhod’s embedding problem, Skorokhod’s reflecting problem, Skorokhod’s integral and also the Skorokhod representation theorem, the notion of a strong and a weak linear random operator, the notion of a stochastic semigroup proposed as well by him and it becomes clear how extremely powerful was his creative capacity.