Malliavin calculus
Head of the seminar: Prof. A.A.Dorogovtsev
17.00, room 208.
Secretary of the seminar: G.Ryabov
- Seminar, December 20th
Speaker: Qingsong Wang (Jilin University)
Title: Geometry of Gaussian random curves
- Seminar, December 13thSpeaker: Alexander Weiß (Leipzig University)Topic: Intermittency Phenomena for Mass Distributions of Stochastic Flows with Interaction
- Seminar, December 6th
Speaker: Andrey A. Dorogovtsev (Institute of Mathematics, NAS of Ukraine)
Topic: Landau-Lifshitz equation in stationary random media
- Seminar, November 29
Speaker: Nasir Ganikhodjaev (V.I. Romanovsky Institute of Mathematics of the Academy of Sciences of Uzbekistan)
Topic: Description of all limit distributions of some Markov chains with memory 2
- Seminar, November 22
Speaker: Yannic Steenbeck (Technical University of Braunschweig)
Title: Approximation of Coalescing Diffusion Flows
- Seminar, Novermber 15th
Speaker: Georgii Riabov (Institute of Mathematics, NAS of Ukraine)
Topic: Strong flow modifications of stochastic flows
- Seminar, November 8
Speaker: Ekaterina Glinyanaya (Institute of Mathematics, NAS of Ukraine)
Topic: Arratia flow as a Markov process with respect to the spatial variable
- Seminar, November 1st
Speaker: Xia Chen (University of Tennessee)
Topic: Intermittency for hyperbolic Anderson equations with time-independent Gaussian noise: Stratonovich regime.
Abstract: Recently, a precise intermittency for the hyperbolic Anderson model has been established in Ito-Skorohod regime. In this talk, we discuss the same problem in Stratonovich regime. Our approach provides new ingredient on representation and computation for Stratonovich moments.
The work is based on a collaborative project with Hu, Yaozhong.
- Seminar, October 25
Speaker: Andrey Pilipenko (Institute of Mathematics, NAS of Ukraine)
Topic: Limit behavior of perturbed random walks
- Seminar, October 11
Speaker: Mykola Vovchanskii (Institute of Mathematics, NAS of Ukraine)
Title: Splitting for one class of coalescing stochastic flows
Abstract: The algorithm of splitting, based on the Trotter-Kato formula, is applied to Harris flows with coalescence. Estimates of the speed of convergence are given.