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09.00
– 10.00 |
Registration |
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MORNING |
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10.00
- 10.45 |
K. D.Elworthy. Multiplication Operators as
2-forms on path spaces. |
|
11.00 - 11.45 |
Ana Bela Cruzeiro. Tangent processes and applications. |
|
12.00 - 12.45 |
E. Pardoux. Homogenization and SPDEs. |
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AFTERNOON |
|
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15.00 - 15.30 |
Xue-Mei Li. Hodge
deRham theorem for 2-forms on path spaces. |
|
15.30 - 16.00 |
M. Gordina. Heat kernel analysis in infinite dimensions. |
|
16.00 - 16.30 |
A. Kolesnikov. Diffusion semigroups
and log-concavity. |
|
16.45 - 17.15 |
A. Hahn. Non-Abelian Chern-Simon Theory on $R^3$ in axial Gauge. |
|
17.15 – 17.45 |
T. Rybnikova. On linear
row-finite systems of stochastic differential equations. |
|
MORNING |
|
|
09.00 - 09.45 |
T. Sturm. Martingales
on metric spaces. |
|
10.00 - 10.45 |
A. Kochubei. Stochastic analysis over non-archimedean fields. |
|
10.50 - 11.35 |
A. Chebotarev. What is quantum stochastic differential equation from the point
of view of functional analysis? |
|
11.50 - 12.30 |
L. Mazliak. Optimal design in
semi-parametric life testing. |
|
AFTERNOON |
|
|
SECTION I |
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15.00 - 15.30 |
M.-K. von Renesse. Heat kernel and Diffusion comparison on Alexandrov spaces. |
|
15.30 - 16.00 |
A. Arzhanov. Quasimodes and quasi-eigenvalues to Helmholtz equation with
spectral parameter in boundary condition. |
|
16.00 - 16.30 |
D. Yarotsky. "Free" evolution of multi-particle excitations in the
Glauber dynamics at high temperature. |
|
16.40 - 17.10 |
V. Obukhovskii. Stochastic differential
inclusions of Langevin type on Riemannian manifolds. |
|
17.10 - 17.40 |
D. Klimentov. Probabilistic criterion of polihedron. |
|
SECTION II |
|
|
15.00 - 15.30 |
V. Shelkovich. A linear space of vector-valued
distributions with a multiplicative structure. |
|
15.30 - 16.00 |
S. Paycha. Analysis
on pseudo-differential operators and applications to geometry and quantum
field theory. |
|
16.00 - 16.30 |
D. Perisich. Colombeau generalized random processes of the second order. |
|
16.40 - 17.10 |
N. Lazrieva. The Robbins-Monro type SDE. Asymptotic properties of solution
and averaging procedures. |
|
MORNING |
|||
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09.00 - 09.45 |
A. Truman. Singularities of stochastic Burgers equation. |
||
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10.00 - 10.45 |
M. Freidlin. Stochastic resonance and related problems. |
||
|
10.50 - 11.35 |
M. Tretjakov. Unidirectional
transport in Brownian ratchets. |
||
|
11.45 - 12.30 |
Yu.Gliklikh. Viscous hydrodynamics through stochastic perturbations of flows
of a perfect fluid as curves on groups of diffeomorphisms. |
||
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AFTERNOON |
|||
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15.00 - 15.30 |
Yu. Mishura. Stochastic analysis of Fractional Brownian motion. |
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|
|
15.30 - 16.00 |
M. Kleptsyna. Stochastic analysis of the Ornstein-Uhlenbeck process with
fractional Brownian motion. |
|
|
|
16.10 - 16.40 |
N. Ratanov. Exact distribitions of random motions on inhomogeneous plane. |
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|
|
16.40 - 17.10 |
V. Rodionova. On intrinsic stochastic differential equations on manifolds. |
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|
|
17.10 - 17.40 |
S. Klimentov. Probabilistic representation of solutions of the first order
elliptic systems. |
|
|
|
17.40 - 18.10 |
L. Morozova. On
conditions for global prolongation of solutions of stochastic differential
equations. |
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|
|
MORNING |
|
|
09.00 - 09.45 |
S. Makhno. Generated
diffusion processes and solutions of stochastic equations. |
|
10.00 - 10.45 |
V. Bakhtin. Cramer's asymptotics in systems with fast and slow motions. |
|
11.00 - 11.45 |
T. Toronjadze. Optimal mean-variance robust hedging under asset price model misspecification. |
|
11.55 - 12.25 |
A. Piatnitski Large
deviations principle for diffusion in a medium with locally periodic
microstructure. |
|
12.25 - 12.55 |
Yu. Kolomiets. Asymtotic behavior of solution of stochastic equations with unbounded drift. |
|
15.00 EXCURSION (4 hours) |
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|
MORNING |
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|
09.00 - 09.45 |
M. Roeckner. Infinitesimally invariant measures and
applications to stochastic partial differential equations. |
||
|
10.00 - 10.45 |
Z. Brzezniak. Stochastic nonlinear beam equation. |
||
|
10.50 - 11.35 |
N. Smorodina. The Poisson analog of the multiple Wiener-Ito stochastic
integral. |
||
|
11.40 - 12.25 |
R. Leandre. Stochastic-Wess-Zumino-Witten
Model on the Torus. |
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AFTERNOON |
|||
|
15.00 - 15.30 |
O. Smoljanov. Construction of Diffusions on Riemannian submanifolds of
Euclidian space by surface measures. |
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|
|
15.30 - 16.00 |
T. Kuna. Characterization
of Gibbs measures. |
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|
|
16.05 - 16.35 |
M. Oliveiro. Poissonian white noise analysis and harmonic analysis on
configuration spaces. |
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|
|
16.50 - 17.20 |
E. Lytvynov. Scaling limits of stochastic dynamics in infinite point systems. |
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|
|
17.50 - 18.20 |
M. Bernabei. Homogenization in random Dirichlet forms. |
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|
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09.00 - 09.45 |
A. Veretennikov. On limit theorems for diffusion
processes. |
|
10.00 - 10.45 |
Ya. Belopolskaya. Logarithmic
transformations of backward Kolmogorov equations and controlled diffusion. |