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 2715:00Victoria KnopovaParametrix technique for a Lévy-type model with unbounded coefficients
TueMar 0515:00Naoufel SalhiLDP for self-intersections measures
TueMar 1215:00Alexander IvanovAsymptotic properties of the LSE for chirp signal parameters
TueMar 1915:00Georgii RiabovOn clusters in coalescing stochastic flows
TueMar 2615:00Yuhang LiControl problem for SDE with interaction
TueApr 0214:00Andrey PilipenkoOn Reflected Diffusions in Cones and Cylinders
TueApr 0914:00Mykola VovchanskiiOn point densities for Arratia flows with drift
TueApr 1614:00Alexander WeißChen-Strichartz formula for SDE with interaction
TueApr 2314:00Andrey DorogovtsevProcess of random knots with folding
TueApr 3014:00Kateryna HlynianaFiltration problem for SDE with interaction
TueMay 1414:00Andrea OttoliniTBA
TueMay 2114:00Roman ShevchukOn Feller semigroups for one-dimensional diffusion processes with moving membranes
TueMay 2814:00Nasir GanikhodjaevRandom Quadratic Stochastic Operators
TueJun 0414:00Mini-conferenceSkorokhod Readings 2024
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Your timeSpeakerTitle
TueFeb 2015:00Alexey RudenkoIntegrability properties for densities of Brownian motions in Carnot group
TueFeb 1315:00Vitalii KonarovskyiExcursion representation of stochastic block model
TueFeb 0615:00Valeriya KotelnikovaA survey of recent limit theorems for Karlin's occupancy scheme
TueDec 1915:00Mykola VovchanskiiOn operator splitting methods for stochastic flows: dual non-homeomorphic flows, error expansions
WedDec 1304:00Vitalii KonarovskyiExcursion representation of stochastic block model
WedNov 2904:00Nasir GanikhodjaevNon-ergodic quadratic stochastic operators with countable state space
WedNov 2204:00Ilya PavlyukevichEnergy-balance model with moving ice line
WedNov 1504:00Andrey Dorogovtsev, Qingsong WangHitting times for integrators and anticipating parabolic boundary value problems
WedNov 0804:00Viktor YuskovychAsymptotic behavior of solutions of SDEs with Lévy noise
WedNov 0104:00Alexey RudenkoMultiple intersections and potentials for several independent Brownian motions in Carnot groups
WedOct 2504:00Anastasiia HrabovetsOrnstein-Uhlenbeck semigroup in the space of measures
WedOct 1804:00Mykola VovchanskiiOn operator splitting methods for stochastic flows: dual non-homeomorphic flows, error expansions
WedOct 0404:00Feng-Yu WangEntropy Estimate Between Diffusion Processes with Application to MV SDEs
WedSep 2704:00Georgii RiabovConstructing stochastic flows of mappings
WedSep 2004:00Andrey PilipenkoOn SDE for low dimensional Bessel processes
WedSep 1304:00Ekaterina GlinyanayaIntegrals with respect to the Arratia point process as a semimartingale
TueJun 0614:00Nasir GanikhodjaevLimit distributions of some Markov chains with memory
TueMay 3014:00Mini-ConferenceThe Skorokhod Readings
TueMay 2314:00Souheyl JendoubiA geometric dictionary of the Segal-Bargmann transform
TueMay 1614:00Ekaterina GlinianaiaArratia flow with respect to spatial variable as Markov process
TueApr 2514:00Andrey DorogovtsevProperties of stationary random knot
TueApr 1814:00Vitalii KonarovskiiStochastic Modified Flows, Mean-Field Limits and Dynamics of Stochastic Gradient Descent
TueApr 1114:00Olga AryasovaHomogenization of a multivariate diffusion with semipermeable reflecting interfaces
TueApr 0414:00Mykola VovchanskiiThe Arratia flow and some applications of the algebraic decomposition of the Karlin-McGregor determinant
TueMar 2814:00Anastasiia HrabovetsOperators of second quantization for Bernoulli noise
TueMar 2115:00Naoufel SalhiAsymptotics related to double self intersection local time of Brownian motion
TueMar 1415:00Georgii RiabovThe strong flow modifications of the Burdzy-Kaspi flow
TueMar 0715:00Andrey PilipenkoOn the generalized Skorokhod reflection problem
TueFeb 2815:00Mariia SavchenkoHarnack inequality and continuity of solutions for non-uniformly elliptic equations with non-standard growth
TueFeb 2115:00Alexey RudenkoThe multiple intersections of two-dimensional functions of Brownian motions on Carnot groups
TueFeb 1415:00Qingsong WangGeometry of Gaussian random curves
TueDec 2015:00Qingsong WangGeometry of Gaussian random curves
TueDec 1315:00Alexander WeissIntermittency Phenomena for Mass Distributions of Stochastic Flows with Interaction
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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