Theory of Stochastic Processes

Andrey Pilipenko. Limit theorems for general one-dimensional diffusions.

Theory of Stochastic Processes

Andrey A. Dorogovtsev. Conditional distributions of Gaussian random curves

Theory of Stochastic Processes

K. Hlyniana, Superposition of random mappings and Gaussian limits for thinnings of point processes

Theory of Stochastic Processes

G. Ryabov, Stochastic flows on metric graphs

Theory of Stochastic Processes

Naoufel Salhi. On measures related with a generalization of intersection local times

Theory of Stochastic Processes

M. Vovchanskii. Heat potentials for limit theorems for point densities for Arratia flows with drift

Theory of Stochastic Processes

Oleksii Galganov. Asymptotic properties of leaves in preferential attachment random recursive trees

Theory of Stochastic Processes

Lecture 5. LLN for Markov chains. Convergence in distribution. Pilipenko A. Yu.

Theory of Stochastic Processes

Lecture 6. Convergence in distribution II. Pilipenko A. Yu.

Theory of Stochastic Processes

Lecture 4. Generating function III. Recurrence and Transience of Random walks. Pilipenko A. Yu.

Theory of Stochastic Processes

Lecture 8. Functional limit theorems for continuous time random walks. Pilipenko A. Yu.

Theory of Stochastic Processes

Lecture 3. Generating function II. Recurrent equations and Random walks. Pilipenko A. Yu.

Theory of Stochastic Processes

Lecture 2. Generating functions I. Pilipenko A. Yu.

Theory of Stochastic Processes

Lecture 7. Distributions of certain functionals of a Brownian motion. Pilipenko A. Yu.

Theory of Stochastic Processes

Mikhail Tretyakov. Numerical methods for confined Langevin dynamics

Theory of Stochastic Processes

Oleg Zaboronski. Classification of Entrance Laws for Annihilating-Coalescing Brownian Motions

Theory of Stochastic Processes

A. Rudenko. The Hausdorff Measure of Trajectories of Independent Brownian Motions on a Carnot Group

Theory of Stochastic Processes

A. Kukush. Estimation in errors-in-variables model under a mixture of classical and Berkson errors

Theory of Stochastic Processes

S. Jendoubi. Ornstein–Uhlenbeck operators induced by the Berezin–Weyl–Segal–Bargmann–Fock models

Theory of Stochastic Processes

Conference day 1

Theory of Stochastic Processes

Nasir Ganikhodjaev. Gibbs measures of the Potts model with finitely many spins

Theory of Stochastic Processes

Lecture 1. Introduction. Simple random walk. André's reflection principle. Pilipenko A. Yu.

Theory of Stochastic Processes

Lecture 6. Different structure of stochastic semigroups. A. A. Dorogovtsev

Theory of Stochastic Processes

Lecture 7. Krylov-Veretennikov expansion for stochastic semigroups. A. A. Dorogovtsev

Theory of Stochastic Processes

Lecture 5. Stochastic semi-groups and SPDE. A. A. Dorogovtsev

Theory of Stochastic Processes

Lecture 4. Gaussian linear functionals, first example of stochastic semi-group. Dorogovtsev A. A.

Theory of Stochastic Processes

Lecture 3. Gaussian strong random operators . Dorogovtsev A. A.

Theory of Stochastic Processes

K. Kustareva, Asymptotic properties of compact sets in flows generated by equations with interaction

Theory of Stochastic Processes

Lecture 2. Examples of strong random operators. Dorogovtsev A. A.

Theory of Stochastic Processes

Lecture 1. Random linear operators. Dorogovtsev A. A.

Theory of Stochastic Processes