Category: seminar “Malliavin calculus”

Speaker: Frank Norbert Proske (University of Oslo) Topic: Well-posedness of the Deterministic Transport Equation with Singular Velocity Field Perturbed along Fractional Brownian Paths

Speaker: Oleksandr Prykhodko Topic: The limit behaviour of random walks with arrests

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

Speaker: Alexander Marynych Topic: K-convex hulls of random samples

Speaker: Andrey A. Dorogovtsev Topic: Generalized Gaussian random fields, approximations and self-intersections

Speaker: Georgii Riabov Topic: Coalescing stochastic flows on metric graphs and random dynamical systems

Speaker: Andrey Pilipenko Topic: Exponential a.s. synchronization of one-dimensional diffusions with non-regular coefficients  

Speaker: Alexey Rudenko Topic: Some examples of projections of diffusions with and without self-intersections

Speaker: Mykola Vovchanskii Topic: On n-point densities of the point measures in the Arratia flows and their approximations   Abstract: We discuss the n-point densities arising in the consideration of finite-dimensional motions of the Arratia flow and describing sequences of collisions in the flow. An explicit expression for them is derived. The initial interval being discretized, the convergence […]

Speaker: Vitalii Konarovskyi Topic: Conditional Distribution of Independent Brownian Motions to Event of Coalescing Paths   Abstract: In the talk, we will consider a family of independent real-valued Brownian motions starting at distinct points and will be interested in the description of the conditional distribution of this family to the event that trajectories coalesce, which is of probability […]