WORKSHOP ON STOCHASTIC ANALYSIS AND RELATED TOPICS

 

JUNE 4-10, 2001 ST. PETERSBURG, RUSSIA

Monday, June 4

 

09.00 10.00

Registration

MORNING

10.00 - 10.45

K. D.Elworthy. Multiplication Operators as 2-forms on path spaces.

11.00 - 11.45

Ana Bela Cruzeiro. Tangent processes and applications.

12.00 - 12.45

E. Pardoux. Homogenization and SPDEs.

AFTERNOON

15.00 - 15.30

Xue-Mei Li. Hodge deRham theorem for 2-forms on path spaces.

15.30 - 16.00

M. Gordina. Heat kernel analysis in infinite dimensions.

16.00 - 16.30

A. Kolesnikov. Diffusion semigroups and log-concavity.

16.45 - 17.15

A. Hahn. Non-Abelian Chern-Simon Theory on $R^3$ in axial Gauge.

17.15 17.45

T. Rybnikova. On linear row-finite systems of stochastic differential equations.

Tuesday, June 5

 

MORNING

09.00 - 09.45

T. Sturm. Martingales on metric spaces.

10.00 - 10.45

A. Kochubei. Stochastic analysis over non-archimedean fields.

10.50 - 11.35

A. Chebotarev. What is quantum stochastic differential equation from the point of view of functional analysis?

11.50 - 12.30

L. Mazliak. Optimal design in semi-parametric life testing.

AFTERNOON

SECTION I

15.00 - 15.30

M.-K. von Renesse. Heat kernel and Diffusion comparison on Alexandrov spaces.

15.30 - 16.00

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

16.00 - 16.30

D. Yarotsky. "Free" evolution of multi-particle excitations in the Glauber dynamics at high temperature.

16.40 - 17.10

V. Obukhovskii. Stochastic differential inclusions of Langevin type on Riemannian manifolds.

17.10 - 17.40

D. Klimentov. Probabilistic criterion of polihedron.

SECTION II

15.00 - 15.30

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

15.30 - 16.00

S. Paycha. Analysis on pseudo-differential operators and applications to geometry and quantum field theory.

16.00 - 16.30

D. Perisich. Colombeau generalized random processes of the second order.

16.40 - 17.10

N. Lazrieva. The Robbins-Monro type SDE. Asymptotic properties of solution and averaging procedures.

 

Wednesday, June 6

 

MORNING

09.00 - 09.45

A. Truman. Singularities of stochastic Burgers equation.

10.00 - 10.45

M. Freidlin. Stochastic resonance and related problems.

10.50 - 11.35

M. Tretjakov. Unidirectional transport in Brownian ratchets.

11.45 - 12.30

Yu.Gliklikh. Viscous hydrodynamics through stochastic perturbations of flows of a perfect fluid as curves on groups of diffeomorphisms.

AFTERNOON

15.00 - 15.30

Yu. Mishura. Stochastic analysis of Fractional Brownian motion.

 

15.30 - 16.00

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

 

16.10 - 16.40

N. Ratanov. Exact distribitions of random motions on inhomogeneous plane.

 

16.40 - 17.10

V. Rodionova. On intrinsic stochastic differential equations on manifolds.

 

17.10 - 17.40

S. Klimentov. Probabilistic representation of solutions of the first order elliptic systems.

 

17.40 - 18.10

L. Morozova. On conditions for global prolongation of solutions of stochastic differential equations.

 

Thursday, June 7

 

MORNING

09.00 - 09.45

S. Makhno. Generated diffusion processes and solutions of stochastic equations.

10.00 - 10.45

V. Bakhtin. Cramer's asymptotics in systems with fast and slow motions.

11.00 - 11.45

T. Toronjadze. Optimal mean-variance robust hedging under asset price model misspecification.

11.55 - 12.25

A. Piatnitski Large deviations principle for diffusion in a medium with locally periodic microstructure.

12.25 - 12.55

Yu. Kolomiets. Asymtotic behavior of solution of stochastic equations with unbounded drift.

15.00 EXCURSION (4 hours)

 

Friday, June 8

 

MORNING

09.00 - 09.45

M. Roeckner. Infinitesimally invariant measures and applications to stochastic partial differential equations.

10.00 - 10.45

Z. Brzezniak. Stochastic nonlinear beam equation.

10.50 - 11.35

N. Smorodina. The Poisson analog of the multiple Wiener-Ito stochastic integral.

11.40 - 12.25

R. Leandre. Stochastic-Wess-Zumino-Witten Model on the Torus.

AFTERNOON

15.00 - 15.30

O. Smoljanov. Construction of Diffusions on Riemannian submanifolds of Euclidian space by surface measures.

 

15.30 - 16.00

T. Kuna. Characterization of Gibbs measures.

 

16.05 - 16.35

M. Oliveiro. Poissonian white noise analysis and harmonic analysis on configuration spaces.

 

16.50 - 17.20

E. Lytvynov. Scaling limits of stochastic dynamics in infinite point systems.

 

17.50 - 18.20

M. Bernabei. Homogenization in random Dirichlet forms.

 

Saturday, June 9

 

09.00 - 09.45

A. Veretennikov. On limit theorems for diffusion processes.

10.00 - 10.45

Ya. Belopolskaya. Logarithmic transformations of backward Kolmogorov equations and controlled diffusion.