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
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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