Author: ryabovgeorge

Speaker: Naoufel Salhi (University of Kairouan) Topic: LDP for self-intersections measures

Speaker: Victoria Knopova (Taras Shevchenko National University of Kyiv) Topic: Parametrix technique for a Lévy-type model with unbounded coefficients

Speaker: Oleksii Rudenko (Institute of Mathematics of NAS of Ukraine) Topic: Integrability properties for densities of Brownian motions in Carnot group  Abstract. We consider transition densities for Brownian motions in Carnot group and for some other types of Markov processes. Using known results regarding estimates of such densities we are going to present necessary and  sufficient conditions for finiteness of some integrals, […]

Speaker: Vitalii Konarovskyi (Institute of Mathematics of NAS of Ukraine, Hamburg University) Topic: Excursion representation of stochastic block model

Speaker: Valeriya Kotelnikova (Taras Shevchenko National University of Kyiv) Topic: A survey of recent limit theorems for Karlin’s occupancy scheme

Speaker: Mykola Vovchanskii (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 non-homeomorphic flows and deals with the convergence of dual flows evolving in the reversed time. The […]

Speaker: Nasir Ganikhodjaev (Institute of Mathematics of the Academy of Sciences of Uzbekistan) Topic: Non-ergodic quadratic stochastic operators with countable state space

Speaker: Ilya Pavlyukevich (Friedrich Schiller University Jena) Topic: Energy-balance model with moving ice line

Speaker: Andrey Dorogovtsev (Institute of Mathematics of NAS of Ukraine) Topic: Hitting times for integrators and anticipating parabolic boundary value problems

Speaker: Viktor Yuskovych (National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”) Topic: Asymptotic behavior of solutions of SDEs with Lévy noise