Talks schedule

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Tuesday, September 7

Room 0, Yellow Building
0900-0915O. Zakusylo Welcome speech
0915-0930A. Samoylenko Welcome speech
Morning session, chairman: A. Millet
0930-1010V. Koroliuk Large deviation principle for Markov random evolution with independent increments in asymptotical small diffusion scheme
1010-1050M. Röckner Fokker-Planck equations on infinite dimensional spaces
1050-1120 Coffee break
Midday session, chairman: M. Rockner
1120-1200S.E. Ahmed Adaptive and bias reducing estimation in some basic investment models
1200-1230A. Millet Large deviations for 2d Navier Stokes equations with small viscosity
1230-1300N. Limnios Discrete-time semi-Markov random evolutions

Wednesday, September 8

Room 0, Yellow Building
Morning session, chairman: E. Valkeila
0900-0940A. Dorogovtsev Skorokhod impact on modern stochastic analysis
0940-1020P. Doukhan Applications of weak dependence to subsampling
1020-1100A. Bulinski Stochastic models describing the risks of diseases
1100-1130 Coffee break
Midday session, chairman: P. Doukhan
1130-1200E. Valkeila Replication and pathwise integrals with respect to fractional Brownian motion
1200-1230I. Molchanov, M. Schmutz Symmetries of probability distributions in view of applications to multiasset derivatives pricing
1230-1300A. Veretennikov On McKean-Vlasov stochastic equations

Thursday, September 9

Room 0, Yellow Building
Morning session, chairman: M. Grothaus
0900-0940I. Kovalenko Survey of my works, masters and colleagues
0940-1020K. Kanatani Hyperaccurate least squares and Its applications
1020-1100G. Yin Switching diffusions and applications
1100-1130 Coffee break
Midday session, chairman: G. Yin
1130-1200M. Grothaus An invariance principle for a tagged particle process in continuum with singular interactions
1200-1230A. Gushchin Duality methods in robust utility maximization
1230-1300M. 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
0900-0940I. Kátai On q-additive and q-multiplicative function
0940-1020K. Indlekofer Tauberian Theorems and limit laws for decomposable combinatorial structures
1020-1100U. Stadtmüller Limit theorems for increments of random fields
1100-1130 Coffee break
Midday session, chairman: I. Kátai
1130-1200V. Anisimov Statistical modeling in clinical trials
1200-1230D. Silvestrov Optimal stopping and convergence for American type options
1230-1300K. 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
0900-0930Yu. Kondratiev Stochastic dynamics in spatial ecology models
0930-1000M. Dozzi Approximation of stochastic PDE's driven by fractional Laplace operators
1000-1030N. Leonenko Fractal activity time models for risky asset with long-range dependence
1030-1100E. Orsingher Fractional point processes
1100-1130 Coffee break
Midday session, chairman: M. Dozzi
1130-1200A. Neuenkirch Deriving numerical methods for SDEs driven by fractional Brownian motion
1200-1230L. Mattner Combining individually valid and conditionally i.i.d. P-variables