STAR-seminars: Andrey A. Dorogovtsev

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The webinars will take place on Zoom and a link to the virtual room will be sent out to all those who registered at the registration page.

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Speaker: Andrey A. Dorogovtsev - Institute of Mathematics, Ukrainian Academy of Sciences

Title: Occupation and evolutionary measure-valued processes

Abstract: In the talk we consider two types of measure-valued processes constructed from the processes on the phase space. These are visitation processes and solutions to equations with interactions. We will discuss questions of stability and stochastic calculus for such processes. Applications to construction of loop eraised random walks are presented.

The talk is based on the joint work with Iryna Nishchenko and Jasmina Đorđević.

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This series of webinars addresses all interested people in probability, stochastic analysis, control, risk evaluation, statistics, with a view towards applications, in particular to renewable energy markets and production. This series brings together the major research themes of the projects STORM, SCROLLER, and SPATUS

Published May 21, 2021 2:31 PM - Last modified May 21, 2021 2:31 PM