Year: 2023

Speaker: Mykola Vovchanskyi (Institute of Mathematics of NAS of Ukraine) Topic: On operator splitting methods for stochastic flows: dual non-homeomorphic flows, error expansions Abstract: A splitting scheme for 1d stochastic flows is revisited. Two quite separate questions are addressed. The first one concerns non-homeomorphic flows and deals with the convergence of dual flows evolving in the reversed time. […]

Speaker: Feng-Yu Wang (Tianjin University) Topic: Entropy Estimate Between Diffusion Processes with Application to MV SDEs Abstract: By developing a new technique called the bi-coupling argument, we estimate the relative entropy between different diffusion processes in terms of the distances of initial distributions and drift-diffusion coefficients. As an application, the entropy-cost inequality is established for McKean-Vlasov SDEs.

Speaker: Georgii Riabov (Institute of Mathematics of NAS of Ukraine) Topic: Constructing stochastic flows of mappings.  

Speaker: Andrey Pilipenko (Institute of Mathematics of NAS of Ukraine) Topic: On SDE for low-dimensional Bessel processes.

Speaker: Ekaterina Glinyanaya (Institute of Mathematics of NAS of Ukraine) Topic: Integrals with respect to the Arratia point process as a semimartingale.

Speaker: Nasir Ganikhodjaev (RUz Academy of Sciences Institute of Mathematics, Tashkent, Uzbekistan) Topic: Limit distributions of some Markov chains with memory Abstract. In our previous presentation we have considered Markov chains with memory 2. It is known that the theory of finite Markov chains with positive transition probabilities can be embedded into the theory of limit Gibbs distributions […]

Speaker: Souheyl Jendoubi (Tunis el Manar University) Topic: A geometric dictionary of the Segal-Bargmann transform

Speaker: Andrey Dorogovtsev (Institute of Mathematics of NAS of Ukraine) Title: Properties of stationary random knot

Speaker: Vitalii Konarovskyi (Institute of Mathematics of NAS of Ukraine, Bielefeld University) Topic: Stochastic Modified Flows, Mean-Field Limits and Dynamics of Stochastic Gradient Descent

Speaker: Olga Aryasova (Institute of Geophysics NAS of Ukraine, Friedrich Schiller University of Jena) Topic: Homogenization of a multivariate diffusion with semipermeable reflecting interfaces