### Malliavin calculus

Head of the seminar: Prof. A.A.Dorogovtsev

Secretary of the seminar: Ia.Korenovska

E-mail address: yaroslavaka@mail.ru

17.00, room 208.

- Seminar 27.10.2015
Speaker:

**V. Kuznetsov**Title:

**Large deviations principle. When contraction principle doesn’t work** - Seminar 20.10.2015
Speaker:

**G.V. Riabov**Title:

**The Krylov-Veretennikov formula for functionals from the Arratia flow** - Seminar 13.10.2015
Speaker:

**H.J. Engelbert**Title:

**S****tochastic differential equations for sticky reflecting Brownian motion** - Seminar 06.10.2015
Speaker:

**A.Yu.Pilipenko**Title:

**On Brownian motion with tight membrane** - Seminar 25.03.2014
Speaker:

**G/Shevchenko**Title:

**Stochastic differential equations with mixed noise (based on Doctor’s thesis)**The talk will be devoted to so-called “mixed” stochastic differential equations

X(t)=X(0)+0

∫ a(s,X(s))ds+

t0

∫ b(s,X(s))dW(s)+

t0

∫ c(s,X(s))dZ(s),

twhere W is a standard Wiener process, Z is an adapted process trajectories of which almost surely satisfy the Holder condition with constant γ>1/2. Results on existence, uniqueness and integrability of the solution of this equation will be discussed. In case when Z=BH is a fractal Brownian motion with Hurst parameter >1/2 also conditions of Malliavin differentiability and existence of the solution’s density will be given.

- Seminar 08.04.2014
Speaker:

**M.Vovchanskii**Title:

**The Brownian web and Harris web** - Seminar 01.04.2014
Speaker:

**V.Kuznetsov**Title:

**Mean time of staying in an interval for a distance between particles in a Brownian flow (based on C.L.Zirbel “Mean occupation times of continuous one-dimensional Markov processes”)** - Seminar 18.03.2014
Speaker:

**V.Kuznetsov**Title:

**Mean time of staying in an interval for a distance between particles in a Brownian flow (based on C.L.Zirbel “Mean occupation times of continuous one-dimensional Markov processes”)** - Seminar 11.03.2014
Speaker:

**V.Kuznetsov**Title:

**Mean time of staying in an interval for a distance between particles in a Brownian flow (based on C.L.Zirbel “Mean occupation times of continuous one-dimensional Markov processes”)** - Seminar 04.03.2014
Speaker:

**A.A.Pohorui**Title:

**Fading random evolutions**