Category: seminar “Malliavin calculus”

Speaker: Vitalii Konarovskyi Title: Sticky-reflected stochastic heat equation driven by colored noise

Speaker: Natalia Smorodina (St. Petersburg Department of Steklov Mathematical Institute) Topic: Resolvent processes Abstract: We discuss some problems associated with probabilistic representation of the resolvent operator.  

Speaker: Ekaterina Glinyanaya (Institute of Mathematics, NAS of Ukraine) Topic: On a construction of the space of functionals from point measures in the Arratia flow

Speaker: Jasmina Djordjevic (University of Oslo) Topic: Backward stochastic differential equations with interaction

Speaker: Ilya Pavlyukevich (Friedrich Schiller University Jena) Topic: Lévy-Driven Linear Transport Equations

Speaker: Max von Renesse (University of Leipzig) Topic: Brownian motion on Wasserstein space and Dean-Kawasaki models Abstract: We will survey some results on the construction of candidate models for Brownian motion on Wasserstein space and the connection to the Dean-Kawasaki equation appearing in the theory of fluctuating hydrodynamics.

Speaker: Alexey Rudenko (Institute of Mathematics, NAS of Ukraine) Topic: Multiple intersections for functions of Brownian motion on Carnot group

Speaker: Georgii Riabov (Institute of Mathematics, NAS of Ukraine) Topic: Construction of strong stochastic flows via consistent families of n-point motions

Speaker: Ievgen Karnaukh (Oles Honchar Dnipro National University) Topic: Exit problems for Kou’s process in a Markovian environment

Speaker: Andrey A. Dorogovtsev (Institute of Mathematics, NAS of Ukraine) Topic: Lazy loop erased random walks and Ehrenfests model