Lecturer: O. L. Izyumtseva Title: Asymptotics of intersection local times of diffusion processes
Lectures by Professor H.- J. Engelbert (April, 2016)
H.- J. Engelbert Institute of Mathematics, Friedrich Schiller-University, Jena, Germany On the Chaotic Representation Property of Certain Families of Martingales and Applications (Based on joint work with Paolo Di Tella, Technical University of Dresden) 26.04.2016, 12.00, room 208 27.04.2016, 12.00, room 208 28.04.2016, 12.00, room 208 Annotations of Lectures Kiev-2016
Seminar 27.10.2015
Speaker: V. Kuznetsov Title: Large deviations principle. When contraction principle doesn’t work
Seminar 20.10.2015
Speaker: G.V. Riabov Title: The Krylov-Veretennikov formula for functionals from the Arratia flow
Seminar 13.10.2015
Speaker: H.J. Engelbert Title: Stochastic differential equations for sticky reflecting Brownian motion