The Workshop is organized by the Department of Probability Theory, Statistics and Actuarial Mathematics of Taras Shevchenko National University of Kyiv
The Workshop will be conducted virtually via Zoom meeting
Topic: Workshop dedicated to the memory of Professor Yuriy Kozachenko
Time: Dec 1, 2020 02:00 PM Kiev
The Workshop aims to discuss new advances and developments in various areas of probability and statistics
Invited Speakers
Giulia Di Nunno, University of Oslo, Norway
Title of the talk: Stochastic control for Volterra equations driven by time-changed noises
Rita Giuliano-Antonini, University of Pisa, Italy
Title of the talk: Convergence for weighted sums of Lüroth type random variables
Alexander Ivanov, National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Ukraine
Title of the talk: Some results on estimation of the noise covariance function in time continuous regression model
Nikolai Leonenko, Cardiff University, UK
Title of the talk: Estimating the covariance function of isotropic field on the sphere
Andriy Olenko, La Trobe University, Australia
Title of the talk: On the running maxima of subgaussian double arrays of random variables
Enzo Orsingher, Sapienza University of Rome, Italy
Title of the talk: Hyperbolic geometry and Asian Options
Vladimir Piterbarg, Lomonosov Moscow State University, Russian Federation
Title of the talk: On accompanying measures and asymptotic expansions in limit theorems for maximum of random variables
Lyudmyla Sakhno, Taras Shevchenko National University of Kyiv, Ukraine
Title of the talk: Investigation of stochastic processes related to partial differential equations with
random initial conditions
Tommi Sottinen, University of Vaasa, Finland
Title of the talk: Integration-by-parts characterizations of Gaussian processes
Andrei Volodin, University of Regina, Canada
Title of the talk: On the Sub-Gaussianity of the r-Correlograms
Previous Workshops in this series:
- Modern Trends in Probability Theory and Mathematical Statistics II (27 February 2012)
- Modern Trends in Probability Theory and Mathematical Statistics I (27 September 2011)
- Workshop on Long-Range Dependence: From Fractional Calculus to Financial Applications (7-11 September 2009)