Category: seminar “Malliavin calculus”

Speaker: Nasir Ganikhodjaev (Institute of Mathematics, Tashkent, Uzbekistan) Topic: Phase Diagrams of Lattice Models with Competing Interactions Abstract. The existence of competing interactions lies at the heart of a variety of original phenomena in magnetic systems, ranging from the spin-glass transitions found in many disordered materials to the modulated phases with an infinite number of commensurate regions, that […]

Speaker: Andrea Ottolini (University of Washington) Topic: Hitting times in random graphs Abstract. I will discuss a general approach to derive nearly-exact formulas for average hitting times in large graphs. As a main example, we will consider the case of the stochastic block model with two communities, though the idea is much more general. Time permitting, I will […]

Speaker: Kateryna Hlyniana (Institute of Mathematics of NAS of Ukraine) Topic: Filtration problem for SDE with interaction

Speaker: Andrey Dorogovtsev (Institute of Mathematics of NAS of Ukraine) Topic: Dynamics of random knots, quantum physics and compacts in Hilbert space

Speaker: Alexander Weiß (University of Leipzig) Topic: Chen-Strichartz formula for SDE with interaction

Speaker: Mykola Vovchanskii (Institute of Mathematics of NAS of Ukraine) Topic: On point densities for Arratia flows with drift

Speaker: Andrey Pilipenko (Institute of Mathematics of NAS of Ukraine) Topic: On Reflected Diffusions in Cones and Cylinders

Speaker: Yuhang Li (Jilin University) Topic: Control problem for SDE with interaction

Speaker: Georgii Riabov (Institute of Mathematics of NAS of Ukraine) Topic: On clusters in coalescing stochastic flows

Speaker: Alexander Ivanov (joint work with Victor Hladun, National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”) Topic: Asymptotic Properties of the LSE for chirp signal parameters Abstract. A time continuous statistical model of chirp signal observed against the background if stationary Gaussian noise is considered. Consistency and asymptotic normality of the LSE for such a […]