Workshop on Stochastic Analysis and Related Topics

St. Petersburg, June 4-10 2001


List of Participants


1.     Abnizova Irina

Application of Monte Carlo to inverse problems

2.     Arzanov Aleksej

Quasimodes and quasi-eigenvalues to Helmholtz equation with spectral parameter in boundary condition

3.     Bakhtin Victor

Cramer's Asymptotics in Systems with Fast and Slow Motions

4.     Belopolskaya Yana

Logarithmic transformation of backward Kolmogorov equations and controlled diffusion

5.     Bernabei Maria Simonetta

Homogenization in random Dirichlet forms

5.     Betro Giuliana

7.     Brzeznjak Zdzislaw

Stochastic Nonlinear Beam Equation

9.     ChebotarevAlexander

What is quantum mechanics from the functional analysis view point

10.  Cruzeiro Ana Bela

Tangent processes and applications

13.  Elworthy David

Multiplication operators as 2-forms on path spaces

15.  Freidlin Mark

Stochastic Resonance and Related Problems

16.  Gliklikh Yuri

Viscous hydrodynamics through stochastic perturbations of flows of perfect fluid as curves on groups of diffeomorphisms

17.  Gordina Maria

Heat kernel analysis in infinite dimensions

18.  Hahn Atle

Non-Abelian Chern-Simons Theory on R^3 in axial Gauge

20.  Klebanov Lev


21.  Kleptsyna Marina

Stochastic analysis of the Ornstein-Uhlenbeck process with fractional Brownian motion

26.  Kochubei Anatoly

Stochastic analysis over non-Archimedean fields

27.  Kolesnikov Alexander

On diffusion semigroups and log-concavity

28.  Kolomiyets Yuriy

Asymptotic behavior of the solutions of one-dimensional stochastic equations with random disturbances

29.  Kuna Tobias

Characterization of Gibbs measures

31.  Lazrievi Nanuli

The Robbins—Monro Type SDE. Asymptotic Properties of Solution and Averaging Procedures

32.  Leandre Remi

Brownian Pants and Deligne cohomology

33.  Li Xue-Mei

Hodge deRham theorem for 2-forms on path spaces

34.  Lytvynov Eugene

Scaling limits of stochastic dynamics in infinite point systems

35.  Makhno Sergey

Stochastic Equations and Genareted Diffusion

36.  Mazliak Laurent

Optimal design in semiparametric life testing

37.  Mishura Yuliya

Stochastic analysis of Fractional Brownian motion

38.  Morozova Lora

On conditions for global prolongation of solutions of stochastic differential equations (joint with Y. Gliklikh)

39.  Obukhovskii Andrei

Stochastic differential inclusions of Langevin type on Riemannian manifolds (joint with Y. Gliklikh)

40.  Oliveiro Maria

Poissonian white noise analysis and harmonic analysis on configuration spaces

42.  Pardoux Etienne

Homogenization and SPDEs

44.  Paycha Sylvie

Analysis of pseudo-differential operators and applications to geometry and Q.F.T.

45.  Perisic Dusanka

Colombeau Generalized Random Processes of the Second Order

47.  Ratanov Nikita

Random walk in nonuniform environment

48.  Rodionova Irina

On intrinsic stochastic differential equations on manifolds

49.  Roeckner Michael

Interacting Infinite Particle Systems and Dirichlet Forms

50.  Rybnikova Tatiana

On linear row-finite systems of stochastic differential equations

51.  Shelkovich Vladimir

A linear space of vector-valued distributions with a multiplicative structure

52.  Smolyanov Oleg

Construction of diffusions on Riemannian submanifolds of Euclidian space by surface measures

53.  Smorodina Natalia

The Poisson analog of the multiple Wiener-Ito stochastic integral

54.  Sturm Karl-Theodor

Martingales on metric spaces

55.  Thaler Horst


56.  Toronjadze Teimuraz

Optimal Mean-Variance Robust Hedging under Asset Price Model Misspecification

57.  Tretjakov Michael

Unidirectional transport in Brownian ratchets (joint with Prof. G.N. Milstein)

58.  Truman Aubrey

Singularities of Stochastic Burgers Equation

59.  Veretennikov Alexander

On limit theorems for diffusion processes

60.  Von Renesse Max-Konstantin

Heat kernel and Diffusion comparison on Alexandrov spaces

61.  Yarotsky Dmitry

Free evolution of multicomponent perturbations in Glauber dynamics





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