Speaker: A.A.Dorogovtsev Title: Tanaka’s formula for Gaussian random processes An analogue to Tanaka’s formula with the extended stochastic integral is discussed for Gaussian random processes that are not semi-martingales.
Seminar 17.12.2013
Speaker: Yu.Prihodko Title: On limit behaviour of random walks with non-integrable perturbation at zero
Seminar 10.12.2013
Speaker: V.Kuznetsov Title: Estimates for densities and moments of solutions to stochastic differential equations that appear in study of stochastic flows (partially based on Karatzas I., Ruf J. “Distribution of the time to explosion for one-dimensional diffusions“, 2013)
Seminar 03.12.2013
Speaker: A.A.Dorogovtsev Title: Geometric entropy
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