Голова семінару: Проф. А.А.Дороговцев
17.00, кімната 208.
Секретар семінару: Г.В.Рябов
- Семинар 24.05
Докладчик: М.А. Белозерова (ОНУ имени И.И. Мечникова)
Тема: Lyapunov exponents and asymptotic behavior of solutions to stochastic differential equations with interaction
- Семинар 17.05
Докладчики: Aндрей А. Дороговцев (Институт математики НАНУ), Ясмина Джорджевич (Университет Осло)
Тема: Monge-Kantorovich problem for stochastic flows
- Семинар 26.04
Докладчик: Е.В. Глиняная (Институт математики НАН Украины)
Тема: Orthogonalization of multiple integrals with respect to the point measure corresponding to the Arratia flow
- Семинар, 19.04
Докладчик: В.К. Юськович (Национальный технический университет Украины “Киевский политехнический институт им. Игоря Сикорского”)
Тема: On a limit behavior of solutions to multidimensional SDEs
- Семинар 01.03
Докладчик: Г.В. Рябов
Тема: Modifications of stochastic flows generated by consistent sequences of Feller transition probabilities
- Семинар 22.02
Докладчик: Xia Chen (University of Tennessee, Knoxville)
Тема: Intermittency for hyperbolic Anderson models with time-independent Gaussian noise
Aннотация. Intuitively, inttermittency refers to a state of the system with random noise in which the high peak is rare but real. In mathematics, it can be described in terms of moment asymptotics of the system.
Compared to the parabolic Anderson equation, the inttermittency for hyperbolic Anderson equation is much harder and less investigated due to absence of Feynman-Kac formula that links the parabolic Anderson equation to Brownian motions. In this talk, I will report some recent progress in this direction. In particular, I will show how the large deviation technique is combined with Malliavin calculus to achieve the precise moment asymptotics.
The talk is based on a collaborating work joint with Balan, R. and Chen, L.
- Семинар 15.02
Speaker: Mykola Portenko (Institute of Mathematics, NAS of Ukraine)
Topic: Brownian motion in a Euclidean space with a membrane located on a given hyperplane.
The presentation is based on the results of joint investigations with Prof. Bohdan Kopytko.
Abstract. Brownian motion in a Euclidean space with a membrane located on a given hyperplane and acting in a normal direction is constructed such that its so-called permeability coefficient can be given by an arbitrary Borel measurable function defined on that hyperplane and taking on its values from the interval [-1,+1]. In all the publications on the topic, that coefficient was supposed to be a continuous function. A certain limit theorem for the number of crossings through the membrane by a discrete approximation of the process constructed is proved. The limit distribution in that theorem can be curiously interpreted in the case of the membrane whose permeability coefficient coincides with the indicator of a measurable subset of the hyperplane.
- Семинар 08.02
Докладчик: А.А. Дороговцев (Институт математики НАН Украины)
Тема: Isonormal processes associated with Brownian motion
- Семинар, 28.12
Докладчик: Н.Б. Вовчанский (Институт математики НАН Украины)
Тема: On the convergence of 1-point densities for Arratia flows
- Семинар 21.12
Докладчик: Mikhail Neklyudov
Тема: Ergodicity for infinite particle systems with locally conserved quantities