Malliavin Calculus and its Applications

probability

Institute of Mathematics, Natl. Acad. Sci. Ukraine

Audience:	Researchers in the topic
Seminar series time:	Tuesday 14:00-15:00 in your time zone, UTC
Organizers:	Andrey A. Dorogovtsev, Georgii Riabov*
	*contact for this listing

Upcoming talks

Past talks

Your time			Speaker	Title
Tue	Oct 15	14:00	Georgii Riabov	Constructing stochastic flows of kernels
Tue	Oct 22	14:00	Andrey A. Dorogovtsev, Naoufel Salhi	Universal generalized functionals
Tue	Oct 29	15:00	Mykola Portenko	On the killing coefficient of multidimensional Brownian motion killed at the hitting time of a given hypersurface
Tue	Nov 05	15:00	Kyrylo Kuchynskyi	Asymptotic behavior of the solution to the multi-dimensional stochastic differential equation with interactions
Tue	Nov 12	15:00	Nasir Ganikhodjaev	Quadratic Stochastic Processes with a Continuous Set of States
Tue	Nov 19	15:00	Kateryna Hlyniana	Liouville theorem for the equations with interaction and its application
Tue	Nov 26	15:00	Vadym Tkachenko	TBA
Tue	Dec 03	15:00	Mariia Belozerowa	Attractive and repulsive sets for solutions to nonlinear stochastic differential equations with interaction
Tue	Dec 17	15:00	Yana Kinderknecht	Physical origin of fractional Brownian motion and related processes as models of anomalous diffusion
Tue	Dec 24	15:00	Gennadiy Navrotskiy	Properties of growing cross sections of isotropic Gaussian field

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Your time			Speaker	Title
Tue	Oct 08	14:00	Mykola Vovchanskii	On multidimensional point densities for Arratia flows with drift
Tue	Oct 01	14:00	Vadym Radchenko	Equations with a symmetric integral with respect to stochastic measures
Tue	Sep 24	14:00	Alexey Rudenko	The intersection of small balls with a hypersurface in Carnot group and Brownian motion in Carnot group
Tue	Sep 17	14:00	Vitalii Konarovskyi	A quantitative central limit theorem for the simple symmetric exclusion process
Tue	Jun 04	14:00	Mini-conference	Skorokhod Readings 2024
Tue	May 28	14:00	Nasir Ganikhodjaev	Phase Diagrams of Lattice Models with Competing Interactions
Tue	May 21	14:00	Roman Shevchuk	On Feller semigroups for one-dimensional diffusion processes with moving membranes
Tue	May 14	14:00	Andrea Ottolini	Hitting times in random graphs
Tue	Apr 30	14:00	Kateryna Hlyniana	Filtration problem for SDE with interaction
Tue	Apr 23	14:00	Andrey Dorogovtsev	Process of random knots with folding
Tue	Apr 16	14:00	Alexander Weiß	Chen-Strichartz formula for SDE with interaction
Tue	Apr 09	14:00	Mykola Vovchanskii	On point densities for Arratia flows with drift
Tue	Apr 02	14:00	Andrey Pilipenko	On Reflected Diffusions in Cones and Cylinders
Tue	Mar 26	15:00	Yuhang Li	Control problem for SDE with interaction
Tue	Mar 19	15:00	Georgii Riabov	On clusters in coalescing stochastic flows
Tue	Mar 12	15:00	Alexander Ivanov	Asymptotic properties of the LSE for chirp signal parameters
Tue	Mar 05	15:00	Naoufel Salhi	LDP for self-intersections measures
Tue	Feb 27	15:00	Victoria Knopova	Parametrix technique for a Lévy-type model with unbounded coefficients
Tue	Feb 20	15:00	Alexey Rudenko	Integrability properties for densities of Brownian motions in Carnot group
Tue	Feb 13	15:00	Vitalii Konarovskyi	Excursion representation of stochastic block model
Tue	Feb 06	15:00	Valeriya Kotelnikova	A survey of recent limit theorems for Karlin's occupancy scheme
Tue	Dec 19	15:00	Mykola Vovchanskii	On operator splitting methods for stochastic flows: dual non-homeomorphic flows, error expansions
Wed	Dec 13	04:00	Vitalii Konarovskyi	Excursion representation of stochastic block model
Wed	Nov 29	04:00	Nasir Ganikhodjaev	Non-ergodic quadratic stochastic operators with countable state space
Wed	Nov 22	04:00	Ilya Pavlyukevich	Energy-balance model with moving ice line
Wed	Nov 15	04:00	Andrey Dorogovtsev, Qingsong Wang	Hitting times for integrators and anticipating parabolic boundary value problems
Wed	Nov 08	04:00	Viktor Yuskovych	Asymptotic behavior of solutions of SDEs with Lévy noise
Wed	Nov 01	04:00	Alexey Rudenko	Multiple intersections and potentials for several independent Brownian motions in Carnot groups
Wed	Oct 25	04:00	Anastasiia Hrabovets	Ornstein-Uhlenbeck semigroup in the space of measures
Wed	Oct 18	04:00	Mykola Vovchanskii	On operator splitting methods for stochastic flows: dual non-homeomorphic flows, error expansions
Wed	Oct 04	04:00	Feng-Yu Wang	Entropy Estimate Between Diffusion Processes with Application to MV SDEs
Wed	Sep 27	04:00	Georgii Riabov	Constructing stochastic flows of mappings
Wed	Sep 20	04:00	Andrey Pilipenko	On SDE for low dimensional Bessel processes
Wed	Sep 13	04:00	Ekaterina Glinyanaya	Integrals with respect to the Arratia point process as a semimartingale
Tue	Jun 06	14:00	Nasir Ganikhodjaev	Limit distributions of some Markov chains with memory
Tue	May 30	14:00	Mini-Conference	The Skorokhod Readings
Tue	May 23	14:00	Souheyl Jendoubi	A geometric dictionary of the Segal-Bargmann transform
Tue	May 16	14:00	Ekaterina Glinianaia	Arratia flow with respect to spatial variable as Markov process
Tue	Apr 25	14:00	Andrey Dorogovtsev	Properties of stationary random knot
Tue	Apr 18	14:00	Vitalii Konarovskii	Stochastic Modified Flows, Mean-Field Limits and Dynamics of Stochastic Gradient Descent
Tue	Apr 11	14:00	Olga Aryasova	Homogenization of a multivariate diffusion with semipermeable reflecting interfaces
Tue	Apr 04	14:00	Mykola Vovchanskii	The Arratia flow and some applications of the algebraic decomposition of the Karlin-McGregor determinant
Tue	Mar 28	14:00	Anastasiia Hrabovets	Operators of second quantization for Bernoulli noise
Tue	Mar 21	15:00	Naoufel Salhi	Asymptotics related to double self intersection local time of Brownian motion
Tue	Mar 14	15:00	Georgii Riabov	The strong flow modifications of the Burdzy-Kaspi flow
Tue	Mar 07	15:00	Andrey Pilipenko	On the generalized Skorokhod reflection problem
Tue	Feb 28	15:00	Mariia Savchenko	Harnack inequality and continuity of solutions for non-uniformly elliptic equations with non-standard growth
Tue	Feb 21	15:00	Alexey Rudenko	The multiple intersections of two-dimensional functions of Brownian motions on Carnot groups
Tue	Feb 14	15:00	Qingsong Wang	Geometry of Gaussian random curves
Tue	Dec 20	15:00	Qingsong Wang	Geometry of Gaussian random curves
Tue	Dec 13	15:00	Alexander Weiss	Intermittency Phenomena for Mass Distributions of Stochastic Flows with Interaction
Tue	Dec 06	15:00	Andrey Dorogovtsev	Landau-Lifshitz equation in stationary random media
Tue	Nov 29	15:00	Nasir Ganikhodjaev	Description of all limit distributions of some Markov chains with memory 2
Tue	Nov 22	15:00	Yannic Steenbeck	Approximation of Coalescing Diffusion Flows
Tue	Nov 15	15:00	Georgii Riabov	Modifications of Tanaka flows on metric graphs
Tue	Nov 08	15:00	Ekaterina Glinyanaya	Arratia flow as a Markov process with respect to the spatial variable
Tue	Nov 01	15:00	Xia Chen	TBA
Tue	Oct 25	14:00	Andrey Pilipenko	Limit behavior of perturbed random walks
Tue	Oct 18	14:00	Vlada Limic	On moments of multiplicative coalescents
Tue	Oct 11	14:00	Mykola Vovchanskii	Splitting for one class of coalescing stochastic flows
Tue	Oct 04	14:00	Vitalii Konarovskyi	Conservative SPDEs as fluctuating mean field limits of stochastic gradient descent
Tue	Sep 27	14:00	Oleg Zaboronski	Probabilistic methods for the asymptotic analysis of Fredholm Determinants and Pfaffians
Tue	Sep 20	14:00	Mykola Portenko	Several comments to the behavior of Brownian motion in a Euclidean space with a membrane located on a given hyperplane.
Tue	Sep 13	14:00	Alexey Rudenko	An estimate for Hausdorff measure of the set of the intersections of several independent Brownian motions on Carnot group
Tue	Jun 07	11:00	Mini-Conference	The Skorokhod readings
Tue	May 31	14:00	Naoufel Salhi	Self-intersection local times as generalized functionals
Tue	May 24	14:00	Mariia Belozerowa	Lyapunov exponents and asymptotic behavior of solutions to stochastic differential equations with interaction
Tue	May 17	14:00	Andrey Dorogovtsev, Jasmina Djordjevich	Monge-Kantorovich problem for stochastic flows
Tue	May 10	14:00	Mykola Vovchanskii	Harris flows with drift and multiplicative splitting
Tue	Apr 26	14:00	Ekaterina Glinyanaya	Orthogonalisation of multiple integrals with respect to the point measure corresponding to the Arratia flow
Tue	Apr 19	14:00	Vlada Limic	On Moments of Multiplicative Coalescents
Tue	Apr 12	14:00	Vitalii Konarovskyi	On well-possedness and superposition principle for Dean-Kawasaki equation with correlated noise
Tue	Apr 05	14:00	Viktor Yuskovych	On a limit behavior of solutions to multidimensional SDEs
Tue	Mar 29	14:00	Andrey Pilipenko	The zero-noise limit of SDEs with L_\infty drift
Tue	Mar 22	15:00	Alexey Rudenko	An estimate for Hausdorff measure of the set of the intersections of several independent Brownian motions on Carnot group
Tue	Mar 15	15:00	Elena Yarovaya	New Advances in the Theory of Branching Random Walks
Tue	Mar 01	15:00	Georgii Riabov	Modifications of stochastic flows generated by consistent sequences of Feller transition probabilities
Tue	Feb 22	15:00	Xia Chen	Intermittency for hyperbolic Anderson models with time-independent Gaussian noise
Tue	Feb 15	15:00	Mykola Portenko	Brownian motion in a Euclidean space with a membrane located on a given hyperplane
Tue	Feb 08	15:00	Andrey Dorogovtsev	Isonormal processes associated with Brownian motion
Tue	Dec 28	15:00	Mykola Vovchanskyi	On the convergence of 1-point densities for Arratia flows
Tue	Dec 21	15:00	Mikhail Neklyudov	Ergodicity for infinite particle systems with locally conserved quantities
Tue	Dec 14	15:00	Naoufel Salhi	Intermittency in the Itô-Wiener expansion of the self-intersection local times of the Brownian motion
Tue	Dec 07	15:00	Andrey Pilipenko	On a skew Lévy process
Tue	Nov 30	15:00	Mariia Belozerowa	Lyapunov exponents of the system of stochastic differential equations with interaction
Tue	Nov 23	15:00	Nasir Ganikhodzhaev	Quadratic Stochastic Operators and Inhomogeneous Markov Chains
Tue	Nov 16	15:00	Alexander Veretennikov	On recurrence of diffusion with switching
Tue	Nov 09	15:00	Vitalii Konarovskyi	Sticky-reflected stochastic heat equation driven by colored noise
Tue	Nov 02	15:00	Natalia Smorodina	Resolvent processes
Tue	Oct 26	14:00	Ekaterina Glinyanaya	On a construction of the space of functionals from point measures in the Arratia flow
Tue	Oct 19	14:00	Jasmina Djordjevic	Backward stochastic differential equations with interaction
Tue	Oct 12	14:00	Ilya Pavlyukevich	Lévy-Driven Linear Transport Equations
Tue	Oct 05	14:00	Max von Renesse	TBA
Tue	Sep 28	14:00	Alexey Rudenko	Multiple intersections for functions of Brownian motion on Carnot group
Tue	Sep 21	14:00	Georgii Riabov	Construction of strong stochastic flows via consistent families of n-point motions
Tue	Sep 14	14:00	Ievgen Karnaukh	Exit problems for Kou's process in a Markovian environment
Tue	Sep 07	14:00	Andrey Dorogovtsev	Lazy loop erased random walks and Ehrenfests model
Tue	Jun 22	14:00	Andrey Pilipenko	TBA
Tue	Jun 08	14:00	Vlada Limic	Multiplicative coalescents with and without immigration. Part 2
Tue	Jun 01	14:00	Mykola Portenko	A symmetric alpha-stable stochastic process reflected at the origin is a solution to a certain martingale problem
Tue	May 25	14:00	Andrey Dorogovtsev	Dynkin formula for stochastic semigroups in Wick sence
Tue	May 18	14:00	Mykola Vovchanskii	Measure concentration in coalescing stochastic flows
Tue	May 11	14:00	Ekaterina Glinyanaya	On a limit distribution of a point process in the Arratia flow
Tue	Apr 27	14:00	Alexey Rudenko	The existence of self-intersections for projections of Brownian motions on stratified Lie group
Tue	Apr 20	14:00	Akhtam Dzhalilov, Abdurakhmon Aliyev	Central limit theorem for stochastic perturbations of circle maps
Tue	Apr 13	14:00	Alexander Ivanov	Limit theorems for nonlinear transformations of Gaussian stationary processes and their use in statistics
Tue	Apr 06	14:00	Alexander Iksanov	On nested occupancy scheme in random environment
Tue	Mar 30	14:00	Yana Kinderknecht	Feynman-Kac formulae for generalised time-fractional evolution equations. Recent results
Tue	Mar 23	15:00	Jens Fischer	Social conflict and exclusion processes - a link
Tue	Mar 16	15:00	S. Sharipov	Some functional limit theorems for branching stochastic processes with immigration
Tue	Mar 09	15:00	Georgii Riabov	Constructing coalescing stochastic flows
Tue	Mar 02	15:00	Ivan Feshchenko	On sums of marginal subspaces
Tue	Feb 23	15:00	Vitalii Konarovskyi	Stochastic block model in a new critical regime and the interacting multiplicative coalescent
Tue	Dec 22	15:00	Maria Belozerova	Geometric properties of the limit map, that characterize the behavior of solutions to stochastic differential equations with interaction
Tue	Dec 15	15:00	Yana Kinderknecht	Feynman-Kac formulae for time-fractional evolution equations
Tue	Dec 08	15:00	Mykola Portenko	One-dimensional symmetric alpha-stable processes reflected at the origin
Tue	Dec 01	15:00	Frank Norbert Proske	Well-posedness of the Deterministic Transport Equation with Singular Velocity Field Perturbed along Fractional Brownian Paths
Tue	Nov 24	15:00	Oleksandr Prykhodko	The limit behaviour of random walks with arrests
Tue	Nov 17	15:00	Vlada Limic	TBA
Tue	Nov 10	15:00	Alexander Marynych	К-convex hulls of random samples
Tue	Nov 03	15:00	Andrey Dorogovtsev	Stochastic semigroups in the sense of the Wick product
Tue	Oct 27	15:00	Georgii Riabov	Coalescing stochastic flows on metric graphs and random dynamical systems
Tue	Oct 20	14:00	Andrey Pilipenko	Exponential a.s. synchronization of one-dimensional diffusions with non-regular coefficients
Tue	Oct 13	14:00	Ekaterina Glinyanaya	Multiple integrals with respect to point processes associated with the Arratia flow
Tue	Oct 06	14:00	Alexey Rudenko	Some examples of projections of diffusions with and without self-intersections
Tue	Sep 15	14:00	Мykola Vovchanskii	On n-point densities of the point measures in the Arratia flows and their approximations
Tue	Sep 08	14:00	Vitalii Konarovskyi	Conditional Distribution of Independent Brownian Motions to Event of Coalescing Paths
Tue	Sep 01	14:00	Ekaterina Glinyanaya	Functional limit theorem for integrals with respect to a point process associated with the Arratia flow

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