Malliavin calculus and its Applications
Head of the seminar: Professor Andrey A. Dorogovtsev
17.00, room 208.
Secretary of the seminar: Georgii Riabov
- Seminar 23.04.2024
Speaker: Andrey Dorogovtsev (Institute of Mathematics of NAS of Ukraine)
Topic: Dynamics of random knots, quantum physics and compacts in Hilbert space
- Seminar 16.04.2024
Speaker: Alexander Weiß (University of Leipzig)
Topic: Chen-Strichartz formula for SDE with interaction
- Seminar 09.04.2024
Speaker: Mykola Vovchanskii (Institute of Mathematics of NAS of Ukraine)
Topic: On point densities for Arratia flows with drift
- Seminar 02.04.2024
Speaker: Andrey Pilipenko (Institute of Mathematics of NAS of Ukraine)
Topic: On Reflected Diffusions in Cones and Cylinders
- Seminar 26.03.2024
Speaker: Yuhang Li (Jilin University)
Topic: Control problem for SDE with interaction
- Seminar 19.03.2024
Speaker: Georgii Riabov (Institute of Mathematics of NAS of Ukraine)
Topic: On clusters in coalescing stochastic flows
- Seminar 12.03.2024
Speaker: Alexander Ivanov (joint work with Victor Hladun,
National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”)Topic: Asymptotic Properties of the LSE for chirp signal parameters
Abstract. A time continuous statistical model of chirp signal observed against
the background if stationary Gaussian noise is considered.
Consistency and asymptotic normality of the LSE for such a sinusoidal
regression model parameters are obtained. - Seminar 05.03.2024
Speaker: Naoufel Salhi (University of Kairouan)
Topic: LDP for self-intersections measures
- Seminar 27.02.2024
Speaker: Victoria Knopova (Taras Shevchenko National University of Kyiv)
Topic: Parametrix technique for a Lévy-type model with unbounded coefficients
- Seminar 20.02.2024
Speaker: Oleksii Rudenko (Institute of Mathematics of NAS of Ukraine)
Topic: Integrability properties for densities of Brownian motions in Carnot group
Abstract. We consider transition densities for Brownian motions in Carnot group and for some other types of Markov processes. Using known results regarding estimates of such densities we are going to present necessary and sufficient conditions for finiteness of some integrals, related to existence of intersections and self-intersections for functions of such processes.