Year: 2021

Speaker: Jasmina Djordjevic (University of Oslo) Topic: Backward stochastic differential equations with interaction

Speaker: Ilya Pavlyukevich (Friedrich Schiller University Jena) Topic: Lévy-Driven Linear Transport Equations

Speaker: Max von Renesse (University of Leipzig) Topic: Brownian motion on Wasserstein space and Dean-Kawasaki models Abstract: We will survey some results on the construction of candidate models for Brownian motion on Wasserstein space and the connection to the Dean-Kawasaki equation appearing in the theory of fluctuating hydrodynamics.

Speaker: Alexey Rudenko (Institute of Mathematics, NAS of Ukraine) Topic: Multiple intersections for functions of Brownian motion on Carnot group

Speaker: Georgii Riabov (Institute of Mathematics, NAS of Ukraine) Topic: Construction of strong stochastic flows via consistent families of n-point motions

Speaker: Ievgen Karnaukh (Oles Honchar Dnipro National University) Topic: Exit problems for Kou’s process in a Markovian environment

Speaker: Andrey A. Dorogovtsev (Institute of Mathematics, NAS of Ukraine) Topic: Lazy loop erased random walks and Ehrenfests model

Speaker: Andrey Pilipenko (Institute of Mathematics, NAS of Ukraine) Topic: Random walks on Z^m with semi-permeable membrane

Speaker: Vlada Limic (CNRS and University of Strasbourg) Topic: Multiplicative coalescents with and without immigration. Part 2

Speaker: Mykola I. Portenko (Institute of Mathematics, NAS of Ukraine) Topic: A symmetric α-stable stochastic process reflected at the origin is a solution to a certain martingale problem