报告题目:乌克兰国家科学院数学所随机过程理论系宣介会
报告人:Andrey Dorogovtsev教授
时间: 4月11日9:00-11:00
地点: 数学楼第二学术报告厅
报告简介:乌克兰国家科学院数学所随机过程理论系简介
乌克兰国家科学院数学所随机过程理论系由A.V.Skorokhod教授创立于1964年,现任系主任为Andrey. A. Dorogovtsev教授,学术研究方向及相关教授如下:
Stochastic differential equations and diffusion processes
(M.I.Portenko, A.A.Dorogovtsev, A.Yu.Pilipenko, A.M.Kulik)
Distributional, trajectory-wise, and asymptotic properties of Levy-type processes
(A.M.Kulik)
Limit theorems for Markov models
(A.M.Kulik, A.Yu.Pilipenko)
Stochastic analysis
(A.A.Dorogovtsev, A.M.Kulik, A.Yu.Pilipenko, G.V.Riabov)
Measure-valued processes
(A.A.Dorogovtsev, A.Yu.Pilipenko)
Stochastic flows
(A.A.Dorogovtsev, A.Yu.Pilipenko)
Distributions in infinite-dimensional spaces
(A.A.Dorogovtsev, A.M.Kulik, A.Yu.Pilipenko)
Local times and self-intersection times
(A.A.Dorogovtsev, A.V.Rudenko, O.L.Izyumtseva)