Modern Trends in Probability Theory and Mathematical Statistics II

27 February 2012

Mechanics and Mathematics Faculty, room 404

12:20–12:45 | Yu. Mishura On drift parameter estimation in models with fractional Brownian motion (joint talk with Yu. Kozachenko, A. Melnikov) |

12:45–13:10 | L. Sakhno Limit theorems for quadratic forms and applications |

13:10–13:35 | A. Olenko (La Trobe University of Melbourne) Limit theorems for cyclical long-range dependent random fields Abstract |

13:35–14:00 | Yu. Kozachenko On accuracy and reliability of calculation of multiple integrals by Monte-Carlo method (joint talk with Yu. Mlavets) |

14:15–15:00 | E. Orsingher (Sapienza University of Rome) Fractional Poisson processes |

15:00–15:30 | A. De Gregorio (Sapienza University of Rome) Random flights |

15:30–15:55 | G. Shevchenko Random variables as fractional stochastic integrals |