Talks schedule
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Tuesday, September 7
Room 0,
Yellow Building| 0900-0915 | O. Zakusylo Welcome speech | |
| 0915-0930 | A. Samoylenko Welcome speech | |
| Morning session, chairman: A. Millet |
| 0930-1010 | V. Koroliuk Large deviation principle for Markov random evolution with independent increments in asymptotical small diffusion scheme | |
| 1010-1050 | M. Röckner Fokker-Planck equations on infinite dimensional spaces | |
| 1050-1120 | Coffee break | |
| Midday session, chairman: M. Rockner |
| 1120-1200 | S.E. Ahmed Adaptive and bias reducing estimation in some basic investment models | |
| 1200-1230 | A. Millet Large deviations for 2d Navier Stokes equations with small viscosity | |
| 1230-1300 | N. Limnios Discrete-time semi-Markov random evolutions | |
Wednesday, September 8
Room 0,
Yellow Building| Morning session, chairman: E. Valkeila |
| 0900-0940 | A. Dorogovtsev Skorokhod impact on modern stochastic analysis | |
| 0940-1020 | P. Doukhan Applications of weak dependence to subsampling | |
| 1020-1100 | A. Bulinski Stochastic models describing the risks of diseases | |
| 1100-1130 | Coffee break | |
| Midday session, chairman: P. Doukhan |
| 1130-1200 | E. Valkeila Replication and pathwise integrals with respect to fractional Brownian motion | |
| 1200-1230 | I. Molchanov, M. Schmutz Symmetries of probability distributions in view of applications to multiasset derivatives pricing | |
| 1230-1300 | A. Veretennikov On McKean-Vlasov stochastic equations | |
Thursday, September 9
Room 0,
Yellow Building| Morning session, chairman: M. Grothaus |
| 0900-0940 | I. Kovalenko Survey of my works, masters and colleagues | |
| 0940-1020 | K. Kanatani Hyperaccurate least squares and Its applications | |
| 1020-1100 | G. Yin Switching diffusions and applications | |
| 1100-1130 | Coffee break | |
| Midday session, chairman: G. Yin |
| 1130-1200 | M. Grothaus An invariance principle for a tagged particle process in continuum with singular interactions | |
| 1200-1230 | A. Gushchin Duality methods in robust utility maximization | |
| 1230-1300 | M. Medina On the limit results in the wavelet domain for multifractional random fields | |
Friday, September 10
Room 0,
Yellow Building| Morning session, chairman: K. Kubilius |
| 0900-0940 | I. Kátai On q-additive and q-multiplicative function | |
| 0940-1020 | K. Indlekofer Tauberian Theorems and limit laws for decomposable combinatorial structures | |
| 1020-1100 | U. Stadtmüller Limit theorems for increments of random fields | |
| 1100-1130 | Coffee break | |
| Midday session, chairman: I. Kátai |
| 1130-1200 | V. Anisimov Statistical modeling in clinical trials | |
| 1200-1230 | D. Silvestrov Optimal stopping and convergence for American type options | |
| 1230-1300 | K. Kubilius Estimating the Hurst index of the solution of a stochastic integral equation | |
Saturday, September 11
Room 0,
Yellow Building| Morning session, chairman: A. Neuenkirch |
| 0900-0930 | Yu. Kondratiev Stochastic dynamics in spatial ecology models | |
| 0930-1000 | M. Dozzi Approximation of stochastic PDE's driven by fractional Laplace operators | |
| 1000-1030 | N. Leonenko Fractal activity time models for risky asset with long-range dependence | |
| 1030-1100 | E. Orsingher Fractional point processes | |
| 1100-1130 | Coffee break | |
| Midday session, chairman: M. Dozzi |
| 1130-1200 | A. Neuenkirch Deriving numerical methods for SDEs driven by fractional Brownian motion | |
| 1200-1230 | L. Mattner Combining individually valid and conditionally i.i.d. P-variables | |