Seminars

Malliavin calculus and its Applications

Head of the seminar: Professor Andrey A. Dorogovtsev

17.00, room 208.

Secretary of the seminar: Georgii Riabov

Recordings of past seminars.

  • Seminar 24.12.2024

    Speaker: Hennadiy Navrotskiy (Institute of Mathematics of NAS of Ukraine)

    Topic: Properties of growing cross sections of isotropic Gaussian field

  • Seminar 17.12.2024

    Speaker: Yana Kinderknecht (University of Kassel)

    Topic: Physical origin of the fractional Brownian motion and related Gaussian processes arising in the models of anomalous diffusion

  • Seminar 03.12.2024

    Speaker: Mariia Belozerowa (Odesa I. I. Mechnikov National University)

    Topic: Attractive and repulsive sets for solutions to nonlinear stochastic differential equations with interaction

  • Seminar 26.11.2024

    Speaker: Vadym Tkachenko (Institute of Mathematics of NAS of Ukraine)

    Topic: Regularity of birth-death semi-Markov walks

  • Seminar 19.11.2024

    Speaker: Kateryna Hlyniana (Institute of Mathematics of NAS of Ukraine)

    Topic: Liouville theorem for the equations with interaction and its application

  • Seminar 12.11.2024

    Speaker: Nasir Ganikhodjaev (V.I. Romanovskiy Institute of Mathematics, Tashkent)

    Topic: Quadratic Stochastic Processes with a Continuous Set of States

  • Seminar 05.11.2024

    Speaker: Kyrylo Kuchynskyi (Institute of Mathematics of NAS of Ukraine)

    Topic: Asymptotic behavior of the solution to the multi-dimensional stochastic differential equation with interactions

  • Seminar 29.10.2024

    Speaker: Mykola Portenko (Institute of Mathematics of NAS of Ukraine)

    Topic: On the killing coefficient of multidimensional Brownian motion killed at the hitting time of a given hypersurface

  • Seminar 22.10.2024

    Speaker: Andrey A. Dorogovtsev (Institute of Mathematics of NAS of Ukraine, joint work with Naoufel Salhi, University of Kairouan)

    Topic: Universal generalized functionals

  • Seminar 08.10.2024

    Speaker: Mykola Vovchanskii (Institute of Mathematics of NAS of Ukraine)

    Topic: On multidimensional point densities for Arratia flows with drift