Category: seminar “Malliavin calculus”

Speaker: V. Kuznetsov Title: Large deviations principle. When contraction principle doesn’t work 

Speaker: G.V. Riabov Title: The Krylov-Veretennikov formula for functionals from the Arratia flow 

Speaker: H.J. Engelbert Title: Stochastic differential equations for sticky reflecting Brownian motion

Speaker: A.Yu.Pilipenko Title: On Brownian motion with tight membrane

Speaker: G/Shevchenko Title: Stochastic differential equations with mixed noise (based on Doctor’s thesis) The talk will be devoted to so-called “mixed” stochastic differential equations   X(t)=X(0)+ 0 ∫ a(s,X(s))ds+ t 0 ∫ b(s,X(s))dW(s)+ t 0 ∫ c(s,X(s))dZ(s), t where W is a standard Wiener process, Z is an adapted process trajectories of which almost surely […]

Speaker: M.Vovchanskii Title: The Brownian web and Harris web

Speaker: V.Kuznetsov Title: Mean time of staying in an interval for a distance between particles in a Brownian flow (based on C.L.Zirbel “Mean occupation times of continuous one-dimensional Markov processes”)

Speaker: V.Kuznetsov Title: Mean time of staying in an interval for a distance between particles in a Brownian flow (based on C.L.Zirbel “Mean occupation times of continuous one-dimensional Markov processes”)

Speaker: V.Kuznetsov Title: Mean time of staying in an interval for a distance between particles in a Brownian flow (based on C.L.Zirbel “Mean occupation times of continuous one-dimensional Markov processes”)

Speaker: A.A.Pohorui Title: Fading random evolutions