Speaker: Vitalii Konarovskyi Topic: Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent
Seminar, September 27
Speaker: Oleg Zaboronski (University of Warwick) Title: Probabilistic methods for the asymptotic analysis of Fredholm Determinants and Pfaffians Abstract: I will review the probabilistic method for computing large gap asymptotics of certain Fredholm determinants due to Marc Kac. The main idea is to interpret the corresponding trace-log expansion in terms of a random walk. I will then state some […]
Seminar, September 20
Speaker: Mykola Portenko (Institute of Mathematics, NAS of Ukraine) Topic: Several comments to the behavior of Brownian motion in a Euclidean space with a membrane located on a given hyperplane. Abstract. My talk will concern the limit theorem for the number of crossings through the membrane by a discrete approximations of the process indicated in the title. I […]
Seminar, September 13
Speaker: Alexey Rudenko (Institute of Mathematics, NAS of Ukraine) Topic: An estimate for Hausdorff measure of the set of the intersections of several independent Brownian motions on Carnot group
Seminar, May 31
Speaker: Naoufel Salhi (University of Carthage) Topic: Self-intersection local times as generalized functionals
Seminar, May 24
Speaker: Mariia Belozerowa (Odessa Mechnikov National University) Topic: Lyapunov exponents and asymptotic behavior of solutions to stochastic differential equations with interaction
Seminar, May 17
Speakers: Andrey Dorogovtsev (Institute of Mathematics, NAS of Ukraine), Jasmina Djordjevich (University of Oslo) Topic: Monge-Kantorovich problem for stochastic flows
Seminar, April 26
Speaker: Ekaterina Glinyanaya (Institute of Mathematics, NAS of Ukraine) Topic: Orthogonalization of multiple integrals with respect to the point measure corresponding to the Arratia flow
Seminar, April 19th
Speaker: Viktor Yuskovych (National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”) Topic: On a limit behavior of solutions to multidimensional SDEs
Seminar, March 1
Speaker: Georgii Riabov Topic: Modifications of stochastic flows generated by consistent sequences of Feller transition probabilities