Теория случайных процессов

Alexander Weiss. Krylov-Veretennikov expansion for solution to equation with interaction

Alexander Weiss. Krylov-Veretennikov expansion for solution to equation with interaction
Канал: Теория случайных процессов

16:13
0
Large deviations. Lecture 3. Vitalii Konarovskyi

Large deviations. Lecture 3. Vitalii Konarovskyi
Канал: Теория случайных процессов

16:13
0
Andrey A. Dorogovtsev. White noise processes and stochastic semigroups

Andrey A. Dorogovtsev. White noise processes and stochastic semigroups
Канал: Теория случайных процессов

16:13
0
Large deviations. Lecture 2. Vitalii Konarovskyi

Large deviations. Lecture 2. Vitalii Konarovskyi
Канал: Теория случайных процессов

16:13
0
Large deviations. Lecture 1. Vitalii Konarovskyi

Large deviations. Lecture 1. Vitalii Konarovskyi
Канал: Теория случайных процессов

08:51
0
Qingsong Wang. Conditional self-intersection measures of Brownian motion

Qingsong Wang. Conditional self-intersection measures of Brownian motion
Канал: Теория случайных процессов

09:17
0
Andrii Pilipenko. Stochastic description of Brownian motions on star-like graphs

Andrii Pilipenko. Stochastic description of Brownian motions on star-like graphs
Канал: Теория случайных процессов

20:13
0
Andrii Ilienko. Strong limit theorems for Tukey depth regions

Andrii Ilienko. Strong limit theorems for Tukey depth regions
Канал: Теория случайных процессов

23:58
0
David Clancy, Jr. A central limit theorem for the giant in a stochastic block model

David Clancy, Jr. A central limit theorem for the giant in a stochastic block model
Канал: Теория случайных процессов

16:50
0
Adam Bobrowski. Analytic description of Brownian motions on star-like graphs

Adam Bobrowski. Analytic description of Brownian motions on star-like graphs
Канал: Теория случайных процессов

14:29
0
Mykola Vovchanskii. Some known barriers and Harris flows

Mykola Vovchanskii. Some known barriers and Harris flows
Канал: Теория случайных процессов

14:29
0
O.Rudenko. Joint intersections of trajectories of independent Brownian motions on Carnot group

O.Rudenko. Joint intersections of trajectories of independent Brownian motions on Carnot group
Канал: Теория случайных процессов

02:43
0
Vitalii Konarovskyi. A Central Limit Theorem for Modified Massive Arratia Flow.

Vitalii Konarovskyi. A Central Limit Theorem for Modified Massive Arratia Flow.
Канал: Теория случайных процессов

02:43
0
L15. The Dirichlet problem for BM. Regular points.

L15. The Dirichlet problem for BM. Regular points.
Канал: Теория случайных процессов

10:58
0
L14. KOlmogorov backward equation. The Talay-Tubaro expansion

L14. KOlmogorov backward equation. The Talay-Tubaro expansion
Канал: Теория случайных процессов

10:58
0
Georgii Riabov. Constructing stochastic flows of kernels, part 2

Georgii Riabov. Constructing stochastic flows of kernels, part 2
Канал: Теория случайных процессов

10:58
0
L13. Holder continuous and differentiable versions of stochastic flows. On homeomorphic property

L13. Holder continuous and differentiable versions of stochastic flows. On homeomorphic property
Канал: Теория случайных процессов

10:58
0
L12. Probabilistic meaning of fundamental solutions and Green functions. Markov property for SDEs.

L12. Probabilistic meaning of fundamental solutions and Green functions. Markov property for SDEs.
Канал: Теория случайных процессов

08:20
0
L11. The Feynman-Kac formula. Stoch. representations for elliptic PDEs. Existence for parabolic PDEs

L11. The Feynman-Kac formula. Stoch. representations for elliptic PDEs. Existence for parabolic PDEs
Канал: Теория случайных процессов

01:06
0
L 10. Stratonovich integral (cont.). The Doss-Sussmann method. MC for SDEs. SDEs in domains.

L 10. Stratonovich integral (cont.). The Doss-Sussmann method. MC for SDEs. SDEs in domains.
Канал: Теория случайных процессов

19:30
0
L 9. Euler-Maruyama and Milstein schemes. Stratonovich integral

L 9. Euler-Maruyama and Milstein schemes. Stratonovich integral
Канал: Теория случайных процессов

19:30
0
H. Navrotskiy. Properties of growing cross sections of isotropic Gaussian field

H. Navrotskiy. Properties of growing cross sections of isotropic Gaussian field
Канал: Теория случайных процессов

18:42
0
Y. Kinderknecht. Physical origin of fractional Brownian motion in the models of anomalous diffusion.

Y. Kinderknecht. Physical origin of fractional Brownian motion in the models of anomalous diffusion.
Канал: Теория случайных процессов

18:42
0
Lecture 8. Weak solutions and pathwise uniqueness. Ito-Taylor expansion. Consistency for SDEs.

Lecture 8. Weak solutions and pathwise uniqueness. Ito-Taylor expansion. Consistency for SDEs.
Канал: Теория случайных процессов

18:42
0
L 7. Levy's characterization of BM. Time change in stochastic integrals. Tanaka's formula an

L 7. Levy's characterization of BM. Time change in stochastic integrals. Tanaka's formula an
Канал: Теория случайных процессов

23:04
0
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