Malliavin Calculus and its Applications

probability

Institute of Mathematics, Natl. Acad. Sci. Ukraine

Audience: Researchers in the topic
Seminar series time: Tuesday 15:00-16:00 in your time zone, UTC
Organizers: Andrey A. Dorogovtsev, Georgii Riabov*
*contact for this listing
Upcoming talks
Past talks
Your timeSpeakerTitle
TueDec 0615:00Andrey DorogovtsevLandau-Lifshitz equation in stationary random media
TueNov 2915:00Nasir GanikhodjaevDescription of all limit distributions of some Markov chains with memory 2
TueNov 2215:00Yannic SteenbeckApproximation of Coalescing Diffusion Flows
TueNov 1515:00Georgii RiabovModifications of Tanaka flows on metric graphs
TueNov 0815:00Ekaterina GlinyanayaArratia flow as a Markov process with respect to the spatial variable
TueNov 0115:00Xia ChenTBA
TueOct 2514:00Andrey PilipenkoLimit behavior of perturbed random walks
TueOct 1814:00Vlada LimicOn moments of multiplicative coalescents
TueOct 1114:00Mykola VovchanskiiSplitting for one class of coalescing stochastic flows
TueOct 0414:00Vitalii KonarovskyiConservative SPDEs as fluctuating mean field limits of stochastic gradient descent
TueSep 2714:00Oleg ZaboronskiProbabilistic methods for the asymptotic analysis of Fredholm Determinants and Pfaffians
TueSep 2014:00Mykola PortenkoSeveral comments to the behavior of Brownian motion in a Euclidean space with a membrane located on a given hyperplane.
TueSep 1314:00Alexey RudenkoAn estimate for Hausdorff measure of the set of the intersections of several independent Brownian motions on Carnot group
TueJun 0711:00Mini-ConferenceThe Skorokhod readings
TueMay 3114:00Naoufel SalhiSelf-intersection local times as generalized functionals
TueMay 2414:00Mariia BelozerowaLyapunov exponents and asymptotic behavior of solutions to stochastic differential equations with interaction
TueMay 1714:00Andrey Dorogovtsev, Jasmina DjordjevichMonge-Kantorovich problem for stochastic flows
TueMay 1014:00Mykola VovchanskiiHarris flows with drift and multiplicative splitting
TueApr 2614:00Ekaterina GlinyanayaOrthogonalisation of multiple integrals with respect to the point measure corresponding to the Arratia flow
TueApr 1914:00Vlada LimicOn Moments of Multiplicative Coalescents
TueApr 1214:00Vitalii KonarovskyiOn well-possedness and superposition principle for Dean-Kawasaki equation with correlated noise
TueApr 0514:00Viktor YuskovychOn a limit behavior of solutions to multidimensional SDEs
TueMar 2914:00Andrey PilipenkoThe zero-noise limit of SDEs with L_\infty drift
TueMar 2215:00Alexey RudenkoAn estimate for Hausdorff measure of the set of the intersections of several independent Brownian motions on Carnot group
TueMar 1515:00Elena YarovayaNew Advances in the Theory of Branching Random Walks
TueMar 0115:00Georgii RiabovModifications of stochastic flows generated by consistent sequences of Feller transition probabilities
TueFeb 2215:00Xia ChenIntermittency for hyperbolic Anderson models with time-independent Gaussian noise
TueFeb 1515:00Mykola PortenkoBrownian motion in a Euclidean space with a membrane located on a given hyperplane
TueFeb 0815:00Andrey DorogovtsevIsonormal processes associated with Brownian motion
TueDec 2815:00Mykola VovchanskyiOn the convergence of 1-point densities for Arratia flows
TueDec 2115:00Mikhail NeklyudovErgodicity for infinite particle systems with locally conserved quantities
TueDec 1415:00Naoufel SalhiIntermittency in the Itô-Wiener expansion of the self-intersection local times of the Brownian motion
TueDec 0715:00Andrey PilipenkoOn a skew Lévy process
TueNov 3015:00Mariia BelozerowaLyapunov exponents of the system of stochastic differential equations with interaction
TueNov 2315:00Nasir GanikhodzhaevQuadratic Stochastic Operators and Inhomogeneous Markov Chains
TueNov 1615:00Alexander VeretennikovOn recurrence of diffusion with switching
TueNov 0915:00Vitalii KonarovskyiSticky-reflected stochastic heat equation driven by colored noise
TueNov 0215:00Natalia SmorodinaResolvent processes
TueOct 2614:00Ekaterina GlinyanayaOn a construction of the space of functionals from point measures in the Arratia flow
TueOct 1914:00Jasmina DjordjevicBackward stochastic differential equations with interaction
TueOct 1214:00Ilya PavlyukevichLévy-Driven Linear Transport Equations
TueOct 0514:00Max von RenesseTBA
TueSep 2814:00Alexey RudenkoMultiple intersections for functions of Brownian motion on Carnot group
TueSep 2114:00Georgii RiabovConstruction of strong stochastic flows via consistent families of n-point motions
TueSep 1414:00Ievgen KarnaukhExit problems for Kou's process in a Markovian environment
TueSep 0714:00Andrey DorogovtsevLazy loop erased random walks and Ehrenfests model
TueJun 2214:00Andrey PilipenkoTBA
TueJun 0814:00Vlada LimicMultiplicative coalescents with and without immigration. Part 2
TueJun 0114:00Mykola PortenkoA symmetric alpha-stable stochastic process reflected at the origin is a solution to a certain martingale problem
TueMay 2514:00Andrey DorogovtsevDynkin formula for stochastic semigroups in Wick sence
TueMay 1814:00Mykola VovchanskiiMeasure concentration in coalescing stochastic flows
TueMay 1114:00Ekaterina GlinyanayaOn a limit distribution of a point process in the Arratia flow
TueApr 2714:00Alexey RudenkoThe existence of self-intersections for projections of Brownian motions on stratified Lie group
TueApr 2014:00Akhtam Dzhalilov, Abdurakhmon AliyevCentral limit theorem for stochastic perturbations of circle maps
TueApr 1314:00Alexander IvanovLimit theorems for nonlinear transformations of Gaussian stationary processes and their use in statistics
TueApr 0614:00Alexander IksanovOn nested occupancy scheme in random environment
TueMar 3014:00Yana KinderknechtFeynman-Kac formulae for generalised time-fractional evolution equations. Recent results
TueMar 2315:00Jens FischerSocial conflict and exclusion processes - a link
TueMar 1615:00S. SharipovSome functional limit theorems for branching stochastic processes with immigration
TueMar 0915:00Georgii RiabovConstructing coalescing stochastic flows
TueMar 0215:00Ivan FeshchenkoOn sums of marginal subspaces
TueFeb 2315:00Vitalii KonarovskyiStochastic block model in a new critical regime and the interacting multiplicative coalescent
TueDec 2215:00Maria BelozerovaGeometric properties of the limit map, that characterize the behavior of solutions to stochastic differential equations with interaction
TueDec 1515:00Yana KinderknechtFeynman-Kac formulae for time-fractional evolution equations
TueDec 0815:00Mykola PortenkoOne-dimensional symmetric alpha-stable processes reflected at the origin
TueDec 0115:00Frank Norbert ProskeWell-posedness of the Deterministic Transport Equation with Singular Velocity Field Perturbed along Fractional Brownian Paths
TueNov 2415:00Oleksandr PrykhodkoThe limit behaviour of random walks with arrests
TueNov 1715:00Vlada LimicTBA
TueNov 1015:00Alexander MarynychК-convex hulls of random samples
TueNov 0315:00Andrey DorogovtsevStochastic semigroups in the sense of the Wick product
TueOct 2715:00Georgii RiabovCoalescing stochastic flows on metric graphs and random dynamical systems
TueOct 2014:00Andrey PilipenkoExponential a.s. synchronization of one-dimensional diffusions with non-regular coefficients
TueOct 1314:00Ekaterina GlinyanayaMultiple integrals with respect to point processes associated with the Arratia flow
TueOct 0614:00Alexey RudenkoSome examples of projections of diffusions with and without self-intersections
TueSep 1514:00Мykola VovchanskiiOn n-point densities of the point measures in the Arratia flows and their approximations
TueSep 0814:00Vitalii KonarovskyiConditional Distribution of Independent Brownian Motions to Event of Coalescing Paths
TueSep 0114:00Ekaterina GlinyanayaFunctional limit theorem for integrals with respect to a point process associated with the Arratia flow
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