01:02:38

Vitalii Konarovskyi. A Central Limit Theorem for Modified Massive Arratia Flow.

47:19

O.Rudenko. Joint intersections of trajectories of independent Brownian motions on Carnot group

51:13

L15. The Dirichlet problem for BM. Regular points.

01:16:03

L14. KOlmogorov backward equation. The Talay-Tubaro expansion

01:05:04

Georgii Riabov. Constructing stochastic flows of kernels, part 2

01:31:32

L13. Holder continuous and differentiable versions of stochastic flows. On homeomorphic property

01:22:04

L12. Probabilistic meaning of fundamental solutions and Green functions. Markov property for SDEs.

01:26:07

L11. The Feynman-Kac formula. Stoch. representations for elliptic PDEs. Existence for parabolic PDEs

01:28:12

L 10. Stratonovich integral (cont.). The Doss-Sussmann method. MC for SDEs. SDEs in domains.

01:29:52

L 9. Euler-Maruyama and Milstein schemes. Stratonovich integral

55:04

H. Navrotskiy. Properties of growing cross sections of isotropic Gaussian field

01:02:55

Y. Kinderknecht. Physical origin of fractional Brownian motion in the models of anomalous diffusion.

01:27:14

Lecture 8. Weak solutions and pathwise uniqueness. Ito-Taylor expansion. Consistency for SDEs.

01:25:13

Lecture 7. Levy's characterization of BM. Time change in stochastic integrals. Tanaka's formula.

01:28:15

M. Vovchanskii. Lecture 6. Existence, uniqueness and localization for SDE. Levy's characterization.

51:30

M. Belozerowa. Attractive and repulsive sets for stochastic differential equations with interaction

01:21:49

M. Vovchanskii. Lecture 5. Ito formula (cont.). Examples. Solution of a SDE. Existence theorem

59:42

G. Riabov Lecture 3. Finite absolute continuity with respect to Gaussian measures

01:02:11

Andrey A. Dorogovtsev. Lecture 3. Models for polymer dynamics

46:00

K. Kustarova. Lecture 3. Linear least-squares regression: theory, applications, and analysis

01:01:25

G. Ryabov. Lecture 2. Finite absolute continuity of measures.

58:36

Kateryna Hlyniana. Lecture 3. Point processes of coalescing and annihilating Brownian motions

01:02:09

K. Kustarova. Lecture 2. Empirical risk minimization and the statistical learning framework

01:00:29

K. Hlyniana.Lecture 2. Determinantal and Permanental point processes

01:00:27

G. Ryabov. Lecture 1. Generalized Wiener functionals and capacities.

01:05:53

Vadym Tkachenko. Regularity of birth-death semi-Markov walks

01:24:46

M. Vovchanskii. Lecture 4. Finishing constructing Ito integrals. The Ito formula

01:00:23

Andrey Dorogovtsev. Lecture 2. Non Markovian processes as polymer model

59:06

Kateryna Hlyniana. Lecture 1. Introduction to point processes.

53:25

Kateryna Kustarova. Lecture 1. From training data to prediction.

58:21

Andrey Dorogovtsev. Lecture 1. Properties of linear polymer.

01:25:49

M. Vovchanskii. Lecture 3. Ito integral

58:48

Kateryna Hlyniana. Liouville theorem for the equations with interaction and its application

01:25:26

M. Vovchanskii. Lecture 2. Strong Markov property. p-variation of BM. Progressive processes.

36:08

Nasir Ganikhodjaev. Quadratic Stochastic Processes with a Continuous Set of States

29:56

K. Kuchynskyi. Asymptotic behavior of the solution to SDE with interactions

01:26:16

M. Vovchanskii. Lecture 1. Wiener process, associated filtrations

59:06

M. Portenko. On the killing coefficient of Brownian motion killed at the hitting time

01:06:53

Andrey A. Dorogovtsev. Universal generalized functionals

01:02:27

Georgii Riabov. Constructing stochastic flows of kernels

42:07

Mykola Vovchanskii. On multidimensional point densities for Arratia flows with drift.

01:06:34

Vadym Radchenko. Equations with a symmetric integral with respect to stochastic measures.

57:58

O. Rudenko. The intersection of small balls with a hypersurface in Carnot group

01:12:36

Vitalii Konarovskyi. A quantitative central limit theorem for the simple symmetric exclusion process

39:41

Problem 1. Discrete dynamical systems with interaction by Prof. Andrey Dorogovtsev

01:14:58

Problem 3. Representation of real numbers by Georgii Riabov

01:32:06

60-th Anniversary of the Department of Theory of Random Processes, 12 June 2024

01:53:06

The Skorokhod readings, 2024

50:24

Nasir Ganikhodjaev. Phase Diagrams of Lattice Models with Competing Interactions

55:49

Roman Shevchuk, On Feller semigroups for one-dimensional diffusion processes with moving membranes.

01:07:50

Andrea Ottolini. Hitting times in random graphs

01:15:30

Kateryna Hlyniana. Filtration problem for SDE with interaction

01:27:22

Andrey Dorogovtsev. Dynamics of random knots, quantum physics and compacts in Hilbert space

01:02:16

Lecture 5: Cameron-Martin space

01:00:15

Alexander Weiß. Chen-Strichartz formula for SDE with interaction

01:05:59

Mykola Vovchanskii. On point densities for Arratia flows with drift

01:15:40

Andrey Pilipenko. On Reflected Diffusions in Cones and Cylinders

54:41

Lecture 4: Gaussian measures on Hilbert spaces. Cameron-Martin space.

37:48

Yuhang Li. Control problem for SDE with interaction

01:08:02

Lecture 3: Gaussian measures on Banach spaces