Докладчик: Алексей Руденко Тема: Функционалы, описывающие самопересечения марковских процессов
Course of lectures by Professor Markus Riedle
Dear colleagues! A course of lectures “Infinite dimensional Lévy processes” by Professor Markus Riedle (King’s College London) will be held from 25 September to 10 October 2019. Schedule: 25.09.2019, 16:30, room 401. Lecture 1 “Cylindrical measures and cylindrical random variables” 27.09.2019, 16:30, room 401. Lecture 2 “Radon extension and Prokhorov’s theorem” 02.10.2019, 16:30, room 401. Lecture 3 “Cylindrical […]
Семинар 24.09.2019
Докладчик: Markus Riedle (King’s College London) Тема: Modelling Lévy space-time white noises Abstract. It is well known that the cylindrical Brownian motion and the Gaussian space-time white noise correspond to each other. In this talk we consider the analogue relation between cylindrical Lévy processes and Lévy space-time white noises. In contrast to the Gaussian case, it turns […]
Семінар 17.09.2019
Доповідач: Я. І. Грушка Тема: Мінливі множини та їх властивості
Conference on Stochastic Analysis Risor 2019
The employees of our department took part in the conference on stochastic analysis held in Risor, Norway.
Семинар 10.09.2019
Докладчик: Г. В. Рябов Тема: Распределение границ кластеров в потоках Арратья
Семинар 03.09.2019
Докладчик: А. А. Дороговцев Тема: Некоторые семейства мартингалов и самопересечения случайных полей