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, June 6th

    Speaker: Nasir Ganikhodjaev (RUz Academy of Sciences Institute of Mathematics, Tashkent, Uzbekistan)

    Topic: Limit distributions of some Markov chains with memory

    Abstract. In our previous presentation we have considered Markov chains with memory 2. It is known that the theory of finite Markov chains with positive transition probabilities can be embedded into the theory of limit Gibbs distributions as a trivial particular case, and the Hamiltonians can be considered as a natural generalization of the transition  probabilities or, more exactly, of their logarithms. To define Markov chains with memory r, we consider model with competing interactions that describe interactions between two cites on distance r.

    Using methods theory of limit Gibbs measures we describe for some r limit distributions of some Markov chains with memory r.

  • Seminar, May 23rd

    Speaker: Souheyl Jendoubi (Tunis el Manar University)

    Topic: A geometric dictionary of the Segal-Bargmann transform

  • Seminar, April 25th

    Speaker: Andrey Dorogovtsev (Institute of Mathematics of NAS of Ukraine)

    Title: Properties of stationary random knot

  • Seminar, April 18th

    Speaker: Vitalii Konarovskyi (Institute of Mathematics of NAS of Ukraine, Bielefeld University)

    Topic: Stochastic Modified Flows, Mean-Field Limits and Dynamics of Stochastic Gradient Descent

  • Seminar, April 11th

    Speaker: Olga Aryasova (Institute of Geophysics NAS of Ukraine, Friedrich Schiller University of Jena)

    Topic: Homogenization of a multivariate diffusion with semipermeable reflecting interfaces

  • Seminar, April 4th

    Speaker: Mykola Vovchanskyi (Institute of Mathematics, NAS of Ukraine)

    Topic: The Arratia flow and some applications of the algebraic decomposition of the Karlin-McGregor determinant

  • Seminar, March 28th

    Speaker: Anastasiia Hrabovets (Institute of Mathematics, NAS of Ukraine)

    Topic: Operators of second quantization for Bernoulli noise

  • Seminar, March 21st

    Speaker: Naoufel Salhi (University of Tunis El Manar)

    Topic: Asymptotics related to double self-intersection local time of Brownian motion

  • Seminar, March 14th

    Speaker: Georgii Riabov (Institute of Mathematics, NAS of Ukraine)

    Topic: On modifications of Burdzy-Kaspi stochastic flows

  • Seminar, March 7th

    Speaker: Andrey Pilipenko (Institute of Mathematics, NAS of Ukraine)

    Title: On the generalized Skorokhod reflection problem