Category: seminar “Malliavin calculus”

Speaker: A.M.Kulik Title: The parametrix method and a weak solution of the SDE with an alpha-stable noise

Speaker: M.V.Tantsiura Title: On existence and uniqueness of the strong solution to the equation that defines the movement of an infinite system of interacting particles

Speaker: M.P.Lahunova Title: The Riemann structure on the space of probabilistic measures (review of M.-K. von Renesse, K.-Th. Sturm ”Entropic measure and Wasserstein diffusion”)

Speaker: Ye.V.Glinyanaya Title: The Feynman-Kac formula for the Arratia flow

Speaker: G.V.Riabov Title: The orthogonal structure of functionals of the Arratia flow

Speaker: A.A.Dorogovtsev Title: Tanaka’s formula for Gaussian random processes An analogue to Tanaka’s formula with the extended stochastic integral is discussed for Gaussian random processes that are not semi-martingales.

Speaker: Yu.Prihodko Title: On limit behaviour of random walks with non-integrable perturbation at zero

Speaker: V.Kuznetsov Title: Estimates for densities and moments of solutions to stochastic differential equations that appear in study of stochastic flows (partially based on Karatzas I., Ruf J. “Distribution of the time to explosion for one-dimensional diffusions“, 2013)

Speaker: A.A.Dorogovtsev Title: Geometric entropy