Докладчик: В.В. Конаровский Тема: Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent
Семинар 27.09
Докладчик: Oleg Zaboronski (University of Warwick) Тема: Probabilistic methods for the asymptotic analysis of Fredholm Determinants and Pfaffians Аннотация: I will review the probabilistic method for computing large gap asymptotics of certain Fredholm determinants due to Marc Kac. The main idea is to interpret the corresponding trace-log expansion in terms of a random walk. I will then state some […]
Семинар 20.09
Докладчик: М.І. Портенко (Інститут математики НАН України) Тема: Several comments to the behavior of Brownian motion in a Euclidean space with a membrane located on a given hyperplane. Аннотация. My talk will concern the limit theorem for the number of crossings through the membrane by a discrete approximations of the process indicated in the title. I am going […]
Семинар 13.09
Докладчик: Алексей Руденко (Институт математики НАН Украины) Тема: An estimate for Hausdorff measure of the set of the intersections of several independent Brownian motions on Carnot group
Семинар 31.05
Докладчик: Naoufel Salhi (University of Carthage) Тема: Self-intersection local times as generalized functionals
Семинар 24.05
Докладчик: М.А. Белозерова (ОНУ имени И.И. Мечникова) Тема: Lyapunov exponents and asymptotic behavior of solutions to stochastic differential equations with interaction
Семинар 17.05
Докладчики: Aндрей А. Дороговцев (Институт математики НАНУ), Ясмина Джорджевич (Университет Осло) Тема: Monge-Kantorovich problem for stochastic flows
Семинар 26.04
Докладчик: Е.В. Глиняная (Институт математики НАН Украины) Тема: Orthogonalization of multiple integrals with respect to the point measure corresponding to the Arratia flow
Семинар, 19.04
Докладчик: В.К. Юськович (Национальный технический университет Украины “Киевский политехнический институт им. Игоря Сикорского”) Тема: On a limit behavior of solutions to multidimensional SDEs
Семинар 01.03
Докладчик: Г.В. Рябов Тема: Modifications of stochastic flows generated by consistent sequences of Feller transition probabilities