Speaker : Vassili Kolokoltsov, Department of Statistics, University of Warwick, Coventry, United Kingdom

Time : 15:00 - 16:00 CEST (Rome/Paris)

Hosted at: SISSA, International School of Advanced Studies, Trieste, Italy

YouTube :  https://youtu.be/cNgHmBIiijM

Organizers : Pavan Pranjivan Mehta* (pavan.mehta@sissa.it) and Arran Fernandez** (arran.fernandez@emu.edu.tr)

* SISSA, International School of Advanced Studies, Italy

** Eastern Mediterranean University, Northern Cyprus

Keywords: Rates of convergence, Continuous time random walks, Scaling limits, Fractional evolutions, Functional central limit theorem with stable processes, Levy flights and Levy walks, Domains of quasi-attraction

Abstract: The talk will be devoted to three new interlinked directions of research:

1. Rates of convergence in the functional CLT with stable limits (including domains of quasi-attraction: for large, but not too large n);
2. Rates of convergence of CTRWs (continuous time random walks) to fractional evolutions;
3. Rates of convergence for the scaling limits of Lévy flights and Lévy walk

Biography: Vassili N. Kolokoltsov is Professor at Lomonosov Moscow State University and Major researcher at National Research University Higher School of Economics Moscow, Russia. He is also Professor Emeritus at the University of Warwick, UK. Professor Kolokoltsov got his PhD in mathematics from Moscow State University in 1984 and the full Doctor of Science in mathematics and physics from the Steklov Math Institute of the Russian Academy of Science in 1993. Vassili Kolokoltsov published 12 monographs and over 200 research papers in various domains of pure and applied mathematics. His research interests cover a wide spectrum of mathematical disciplines including probability, stochastic analysis, optimisation theory, game theory, differential equations, fractional calculus, functional analysis, mathematical physics, quantum control and games, mathematical modelling of socio-economic, ecological and financial processes. During his scientific career, Professor Kolokoltsov visited and worked in various research centres in Europe and America, including the UK, Germany, France and Mexico, and took part in numerous international conferences as speaker, organiser, or member of the program committee. He also has been serving as an editor in several mathematics journals including Fractional Calculus and Applied Analysis (FCAA) and Dynamic Games and Applications (DGA).

Bibliography

[1] Vassili N. Kolokoltsov. “Domains of Quasi Attraction: Why Stable Processes Are Observed in Reality?” In: Fractal and Fractional 7 (2023), p. 752.

[2] Vassili N. Kolokoltsov. “Fractional Equations for the Scaling Limits of Levy Walks With Position-Dependent Jump Distributions”. In: Mathematics 11 (2023), p. 2566.

[3] Vassili N. Kolokoltsov. “The Rates of Convergence for Functional Limit Theorems with Stable Subordinators and for CTRW Approximations to Fractional Evolutions”. In: Fractal and Fractional 7 (2023), p. 335