STOCHASTICS WITH APPLICATIONS Seminar

 

PROGRAM

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Predavanja možete pratiti i online putem MITEAM stranice seminara Stohastika sa primenama:
https://miteam.mi.sanu.ac.rs/asset/n4AMxqgneB2qxFuT2

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Plan rada seminara Stohastika sa primenama za JANUAR 2026.

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Četvrtak, 29.01.2026. u 11:15, Online
Andrey A. Dorogovtsev, Institute of Mathematics, Kiev
STOCHASTIC CALCULUS FOR FLOWS WITH INTERACTION
In the talk we consider stochastic differential equations with interaction which were introduced by the author in 2003. In such equation the solution is a pair consisting stochastic flow and the measure-valued process describing the mass of particles carried by the flow. The corresponding measure-valued process inherits some properties of the diffusion processes. So we consider the Clark representation and Krylov-Veretennikov expansion for it. These consructions requires the development of some stochastic calculus for flows with interactions, which is also presented in the talk.

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