Speaker: Anastasiia Hrabovets (Institute of Mathematics of NAS of Ukraine) Topic: Ornstein-Uhlenbeck semigroup in the space of measures

Speaker: Mykola Vovchanskyi (Institute of Mathematics of NAS of Ukraine) Topic: On operator splitting methods for stochastic flows: dual non-homeomorphic flows, error expansions Abstract: A splitting scheme for 1d stochastic flows is revisited. Two quite separate questions are addressed. The first one concerns Continue reading Seminar 17.10.2023→

Speaker: Feng-Yu Wang (Tianjin University) Topic: Entropy Estimate Between Diffusion Processes with Application to MV SDEs Abstract: By developing a new technique called the bi-coupling argument, we estimate the relative entropy between different diffusion processes in terms of the distances of initial distributions and Continue reading Seminar 03.10.2023→

Speaker: Georgii Riabov (Institute of Mathematics of NAS of Ukraine) Topic: Constructing stochastic flows of mappings.  

Speaker: Andrey Pilipenko (Institute of Mathematics of NAS of Ukraine) Topic: On SDE for low-dimensional Bessel processes.