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	TBA
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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