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Семинар

The next session of the seminar "Malliavin Calculus and its Applications" will be 
held online on Tuesday, 16th of November17:00-18:00 (Kyiv time, UTC+2)*
You can attend it via the following link:
https://us02web.zoom.us/j/83924873277
In case you have problems with accessing the seminar, please contact me (Georgii Riabov) (by e-mail, phone +380957929770 or Skype).
Speaker: Alexander Veretennikov
(Institute for Information Transmission Problems (Kharkevich Institute))
Topic: On recurrence of diffusion with switching

Abstract. The Markov system "Diffusion with switching" is otherwise called "Diffusion in a random environment", where this environment is due to a discrete component of the system, which is usually an independent ergodic Markov chain. Assume that depending on this discrete variable the diffusion component may be either in a recurrent or in a transient regime. Sufficient conditions for the overall positive recurrence are established. The notion of positive recurrence is, in particular, important because of the link of this property with the existence of the invariant measure and convergence to it. The talk will be based on the preprint https://arxiv.org/abs/2111.00248
* В Киеве время переведено на зимнее. В Москве - нет. Поэтому сейчас разница в 1 час.
NB: Do not be confused: most of the talks at this seminar are actually not linked to Malliavin"s calculus, and this talk is not an exception. (AYV)

Recording of the session will be available on our youtube channel: https://www.youtube.com/channel/UCHUHV6wpFRf--8OkmplIR-Q/  
With best regards,
Secretary of the seminar
Georgii Riabov
15.11.2021 | Веретенников Александр Юрьевич
 

 

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