Автор: ryabovgeorge

Доповідач: Олексій Руденко (Інститут математики НАН України) Тема: Multiple intersections and potentials for several independent Brownian motions in Carnot groups Тези: It is well-known that a hitting probability of Markov process can be represented as a potential of some measure. Moreover there are several results relating the probability for the product of trajectories of several independent Markov processes to hit […]

Доповідач: Анастасія Грабовець (Інститут математики НАН України) Тема: Ornstein-Uhlenbeck semigroup in the space of measures

Доповідач: Mикола Вовчанський (Інститут математики НАН України) Тема: On operator splitting methods for stochastic flows: dual non-homeomorphic flows, error expansions Тези: A splitting scheme for 1d stochastic flows is revisited. Two quite separate questions are addressed. The first one concerns non-homeomorphic flows and deals with the convergence of dual flows evolving in the reversed time. The second one […]

Доповідач: Feng-Yu Wang (Тяньцзіньський університет) Тема: Entropy Estimate Between Diffusion Processes with Application to MV SDEs Тези: By developing a new technique called the bi-coupling argument, we estimate the relative entropy between different diffusion processes in terms of the distances of initial distributions and drift-diffusion coefficients. As an application, the entropy-cost inequality is established for McKean-Vlasov SDEs.

Доповідач: Г. В. Рябов (Інститут математики НАН України) Тема: Constructing stochastic flows of mappings.

Доповідач: А.Ю. Пилипенко (Інститут математики НАН України) Тема: On SDE for low-dimensional Bessel processes.

Доповідач: К.В. Глиняна (Інститут математики НАН України) Тема: Integrals with respect to the Arratia point process as a semimartingale.

Доповідач: Н. Н. Ганіходжаєв (Інститут математики імені В. І. Романовського Академії наук Республіки Узбекистан) Тема: Limit distributions of some Markov chains with memory Тези. In our previous presentation we have considered Markov chains with memory 2. It is known that the theory of finite Markov chains with positive transition probabilities can be embedded into the theory of limit Gibbs […]

Доповідач: Souheyl Jendoubi (Туніський університет Ель-Манар) Тема: A geometric dictionary of the Segal-Bargmann transform

Доповідач: A.А. Дороговцев (Інститут математики НАН України) Тема: Properties of stationary random knot