Поредната сбирка на Националния семинар по стохастика ще се проведе на 12 май 2026 г. (вторник) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Random Flights and Anomalous Diffusion: A non-Markovian Take on Lorentz Processes ще изнесе Lorenzo Facciaroni (Sapienza University of Rome). Abstract: A Lorentz process is a model for the motion of a particle among randomly located scatterers, also known as obstacles. It was originally used to describe the transport of electrons through a conductor. In the classical setting, when the scatterers are distributed according to a Poisson point process, the deterministic dynamics of elastic collisions can be approximated, under the Boltzmann-Grad scaling limit, by a Markovian random flight. The density of this limiting process is governed [...]

Поредната сбирка на Националния семинар по стохастика ще се проведе на 13 май 2026 г. (вторник) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Some Properties of Exponential Functionals of Continuous Gaussian Processes ще изнесе José Alfredo López-Mimbela (Center for Research in Mathematics Guanajuato, Mexico). Abstract: Exponential functionals of random processes are mathematical expressions that typically involve integrating the exponential of a random process over time. These functionals play a significant role in various areas of mathematics and applied sciences, including probability theory, statistical mechanics, and financial mathematics. In this talk, we discuss some properties of exponential functionals associated with continuous Gaussian processes. The discussion centers on obtaining useful bounds for their cumulative distribution functions, with particular emphasis on [...]

Поредната сбирка на Националния семинар по стохастика ще се проведе на 20 май 2026 г. (вторник) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Finite time blowup and existence of global solutions of a semi-linear stochastic partial differential equation with fractional noise ще изнесе Ekaterina Todorova Kolkovska (Center for Research in Mathematics Guanajuato, Mexico). Abstract: We consider a stochastic partial differential equation driven by fractional Brownian motion with Hurst parameter H greater or equal to 1/2 on a bounded domain with smooth boundary and Dirichlet boundary conditions. By means of an associated random partial differential equation, lower and upper bounds for the blowup time of the solution are given. Sufficient conditions for blowup in finite time and for the [...]

Поредната сбирка на Националния семинар по стохастика ще се проведе на 9 юни 2026 г. (вторник) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Modified percolation models on lattice graphs ще изнесе Viktor Stoyanov (University of Warwick). Abstract: We consider modified percolation models on the first quadrant of Z^2 , where many of the key tools from standard percolation on Z^2 fail, such as translational invariance. I will begin by defining the standard percolation model on Z^d , giving an overview of what is known, and then give some results which we prove for the first quadrant of Z^2 . In the second part of the talk, I will discuss an anisotropic percolation model on the first quadrant, [...]