Malliavin calculus

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

17.00, room 208.

Secretary of the seminar: G.Ryabov

Recordings of past seminars.

  • Seminar, December 20th

    Speaker: Qingsong Wang (Jilin University)

    Title: Geometry of Gaussian random curves

  • Seminar, December 13th
    Speaker: 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.