Докладчик: Xia Chen (University of Tennessee, Knoxville) Тема: Intermittency for hyperbolic Anderson models with time-independent Gaussian noise Aннотация. Intuitively, inttermittency refers to a state of the system with random noise in which the high peak is rare but real. In mathematics, it can be described in terms of moment asymptotics of the system. Compared to the parabolic Anderson equation, […]
Семинар 15.02
Speaker: Mykola Portenko (Institute of Mathematics, NAS of Ukraine) Topic: Brownian motion in a Euclidean space with a membrane located on a given hyperplane. The presentation is based on the results of joint investigations with Prof. Bohdan Kopytko. Abstract. Brownian motion in a Euclidean space with a membrane located on a given hyperplane and acting in a normal direction […]
Семинар 08.02
Докладчик: А.А. Дороговцев (Институт математики НАН Украины) Тема: Isonormal processes associated with Brownian motion
Семинар, 28.12
Докладчик: Н.Б. Вовчанский (Институт математики НАН Украины) Тема: On the convergence of 1-point densities for Arratia flows
Семинар 21.12
Докладчик: Mikhail Neklyudov Тема: Ergodicity for infinite particle systems with locally conserved quantities
Семинар, 14.12
Докладчик: Naoufel Salhi (Университет Картажа) Тема: Intermittency in the Itô-Wiener expansion of the self-intersection local times of the Brownian motion
Семинар 07.12
Докладчик: А.Ю. Пилипенко (Институт математики НАН Украины) Тема: On a skew Lévy process
Семинар, 30.11
Докладчик: М.А. Белозерова (Одесский национальный университет имени И.И. Мечникова) Title: Lyapunov exponents of the system of stochastic differential equations with interaction
Семинар 23.11
Докладчик: Н.Н. Ганиходжаев (Институт математики имени В.И.Романовского) Тема: Quadratic Stochastic Operators and Inhomogeneous Markov Chains
Семинар 16.11
Докладчик: А.Ю. Веретенников (Институт проблем передачи информации им. А.А. Харкевича) Тема: On recurrence of diffusion with switching Аннотация. The Markov system “Diffusion with switching” is otherwise called “Diffusion in a random environment”, where this environment is due to a discrete component of the system, which is usually an independent ergodic Markov chain. Assume that depending on this discrete variable […]