Regular speakers and their current areas of interest:
Olav Kallenberg: stochastic analysis and dynamical systems, with applications to statistical mechanics and biological evolution
Ming Liao: stochastic processes in Lie groups
Erkan Nane: fractional diffusions and iterated processes
2014 - 2015
Speaker: Dr. Jerzy Szulga
Title: Quantum probability and Lorentz transformation from an elementary point of view
Abstract: I will refresh the framework of quantum probability, which essentially adapts the theory of subspaces of the space of linear continuous operators on a Hilbert space. Then I will discuss some aspects of the Lorentz group and show how to derive several of its properties. These properties are well known but usually they are presented within a quite advanced setup of differential geometry and tensor theory. In fact, at least some of these results can be obtained just by using undergraduate linear algebra and calculus, and not even tediously.
Speaker: Dr. Erkan Nane
Topic: Intermittence and time fractional stochastic partial differential equations.
Abstract: In this talk, I consider time fractional stochastic heat type equations. The time fractional stochastic heat type equations might be used to model phenomenon with random effects with thermal memory. In this talk I discuss: (i) existence and uniqueness of solutions and existence of a continuous version of the solution; (ii) absolute moments of the solutions of this equation grow exponentially; and (iii) the distances to the origin of the farthest high peaks of those moments grow exactly linearly with time. These results extend the results of Mohammud Foondun and Davar Khoshnevisan, (Intermittence and nonlinear parabolic stochastic partial differential equations, Electron. J. Probab. 14 (2009), no. 21, 548--568) and Daniel Conus and Khoshnevisan (On the existence and position of the farthest peaks of a family of stochastic heat and wave equations, Probab. Theory Related Fields 152 (2012), no. 3-4, 681--701) on the parabolic stochastic heat equations. --- This is a recent joint work with Jebessa B Mijena.
Speaker: Dr. Ming Liao
Title: Independent increments and semimartingale property on Lie groups
Abstract: On a Euclidean space, it is well known that a process with independent increments is a semimartingale if and only if its (deterministic) drift has a finite variation. The same holds on a Lie group. Various representations of a process with independent increments in a Euclidean space are not affected by whether it is a semimartingale, but the proofs of these formulae may be easier in the semimartingale case. However, such a process in a Lie group has a simpler and more direct martingale representation when it is a semimartingale.
Speaker: Olav Kallenberg
Topic: Tangential existence and comparison
Abstract: By a fundamental theorem of Jacod, a semimartingale X has independent increments iff its local characteristics are a.s. nonrandom. This seems to suggest that we may reduce the study of X to the independence case by a simple conditioning. Though this doesn't work in general, we can always construct an approximating tangential process with conditionallly independent increments. In this talk, I shall try to explain and elaborate on these ideas.