Program

14:00 – 14:30	Alexander Ivanov and K.K. Moskvychova Some results on estimation of the noise covariance function in time continuous regression model (presentation)
14:30 – 15:00	Nikolai Leonenko Estimating the covariance function of isotropic field on the sphere (presentation)
15:00 – 15:30	Giulia Di Nunno Stochastic control for Volterra equations driven by time-changed noises (presentation)
15:30 – 16:00	Vladimir Piterbarg and Yu.A. Scherbakova On accompanying measures and asymptotic expansions in limit theorems for maximum of random variables (presentation)
16:00 – 16:30	Rita Giuliano-Antonini Convergence for weighted sums of Lüroth type random variables (presentation)
	Break
16:30 – 17:00	Break
	Break
17:00 – 17:30	Enzo Orsingher and M.M. Marchione Hyperbolic geometry and Asian Options (presentation)
17:30 – 18:00	Lyudmyla Sakhno Investigation of stochastic processes related to partial differential equations with random initial conditions (presentation)
18:00 – 18:30	Tommi Sottinen Integration-by-parts characterizations of Gaussian processes (presentation)
18:30 – 19:00	Andrei Volodin On the Sub-Gaussianity of the r-Correlograms (presentation)
	Break
1.12.2020	Andriy Olenko On the running maxima of subgaussian double arrays of random variables (presentation)

PDF version of the Program can be downloaded by the link