Відділ теорії випадкових процесів

Докладчик: Е.В. Глиняная (Институт математики НАН Украины) Тема: Arratia flow as a Markov process with respect to the spatial variable

Докладчик: Xia Chen (University of Tennessee) Тема: Intermittency for hyperbolic Anderson equations with time-independent Gaussian noise: Stratonovich regime. Аннотация: Recently, a precise intermittency for the hyperbolic Anderson model has been established in Ito-Skorohod regime. In this talk, we discuss the same problem in Stratonovich regime. Our approach provides new ingredient on representation and computation for Stratonovich moments. The work is based […]

Докладчик: А.Ю. Пилипенко (Институт математики НАН Украины) Тема: Limit behavior of perturbed random walks

Докладчик: Н.Б. Вовчанский (ИнститутInstitute of Mathematics, NAS of Ukraine) Тема: Splitting for one class of coalescing stochastic flows Аннотация: The algorithm of splitting, based on the Trotter-Kato formula, is applied to Harris flows with coalescence. Estimates of the speed of convergence are given.

Докладчик: В.В. Конаровский Тема: Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent

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 […]

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 […]

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

Докладчик: Naoufel Salhi (University of Carthage) Тема: Self-intersection local times as generalized functionals

Докладчик: М.А. Белозерова (ОНУ имени И.И. Мечникова) Тема: Lyapunov exponents and asymptotic behavior of solutions to stochastic differential equations with interaction