10:40–11:10 E. Orsingher (Sapienza University of Rome) Pseudoprocesses and circular pseudoprocesses Abstract
11:10–11:40 M. Dozzi (Université de Lorraine) On the large time behaviour of semilinear stochastic parabolic equations Abstract
12:00–12:20 Y. Mishura Strong consistency of the standard maximum likelihood estimate of drift parameter in the diffusion model
12:20–12:40 G. Shevchenko Hurst parameter estimation in the mixed model Abstract
12:40–13:00 L. Sakhno Minimum contrast method for statistical estimation in the spectral domain
13:05–13:25 Yu. Kozachenko, T. Yanevych Criterion for testing a hypothesis on covariance function of the vector-valued random sequence
13:25–13:45 V. Zubchenko Comparison and properties of integrals with respect to fractional Poisson process with Molchan–Golosov and Mandelbrot–Van Ness kernels
13:45–14:05 V. Knopova On some properties of the probability density of a Levy process
14:05–14:25 K. Ralchenko Parameter estimation in models with long-range dependence (based on a joint work with Y. Mishura and G. Shevchenko)