Program

The Workshop sessions will be held online via a Zoom-meeting at this link.

Time is everywhere local time in Kyiv (GMT+3)

PDF version of the Program can be downloaded by the link

Tuesday 22 September

10:45 – 11:00	Workshop opening Greetings from Yuliya Mishura, Oksana Bezushchak and Mykola Leonenko
Morning session	Chair: Lyudmyla Sakhno
11:00 – 11:30	Domenico Marinucci, The Geometry of Random Neural Networks
11:30 – 12:00	María Dolores Ruiz-Medina, The role of the double spectral white noise analysis in STRF asymptotic theory
12:00 – 12:30	Andriy Olenko, On structure of spherical anisotropic random fields and composite transformations
12:30 – 13:00	Ivan Papić, Fractional Bessel Process with Constant Drift: Spectral Analysis and Queueing Applications
13:00 – 13:30	Enrico Scalas, Boltzmann equations: From random exchange models for the distribution of wealth to the Lorentz gas
13:30 – 15:00	Break
Afternoon session	Chair: Iryna Bodnarchuk
15:00 – 15:30	Yuliya Mishura, Hadamard fractional Brownian motion: path properties and Wiener integration
15:30 – 16:00	Paul Doukhan, An history of weak dependence conditions
16:00 – 16:30	Dmitri Finkelshtein, Anatoliy Malyarenko, Yuliya Mishura, and Kostiantyn Ralchenko, Poisson Entropies: Normal and Anomalous Behavior
16:30 – 17:00	Florin Avram, On the lattice generated by minimal siphons, and a Lyapunov-certfied complete exclusion partition for rank-one multi-strain chemical ODEs
17:00 – 17:30	Thomas Simon, Mittag-Leffler functions and convex ordering
17:30 – 18:00	Jayme Vaz, A generalization of the Fox H-function
18:00 – 18:30	Martin Ostoja-Starzewski, Applications of tensor random fields in stochastic mechanics

Wednesday 23 September

Morning session	Chair: Kostiantyn Ralchenko
11:00 – 11:30	Luisa Beghin, Grey measures and non-Gaussian stochastic models
11:30 – 12:00	Anatoliy Malyarenko, The adventures of a probabilist in homogeneous vector bundles
12:00 – 12:30	Antonio Di Crescenzo and Sabina Musto, On some characteristics of diffusion processes constructed via Doob h-transforms and applications based on the lognormal process
12:30 – 13:00	Enrica Pirozzi, On some fractional time-changed risk models and their ruin probability
13:00 – 13:30	Mirko D'Ovidio, Non-local dynamic boundary conditions for sticky Brownian motions on smooth domains
13:30 – 15:00	Break
Afternoon session	Chair: Yuliya Mishura
15:00 – 15:30	Gyorgy Terdik, Some properties of MGARCH-BEKK model
15:30 – 16:00	Giacomo Ascione, Time-fractional harmonic oscillators
16:00 – 16:30	Lyudmyla Sakhno, Fractional extensions of generalized counting processes
16:30 – 17:00	Nenad Šuvak, A time-changed Lévy-driven SIRV model: extinction and persistence under a random clock
17:00 – 17:30	Danijel Grahovac, Scale invariance in continuous and discrete stochastic models
17:30 – 18:00	Closing Remarks by Professor Mykola Leonenko, A 50-Year Journey Through Probability