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Talks schedule

Choose the section(s): All SectionsDiffusion ProcessesFractal AnalysisGaussian and Related Processes and Random FieldsGeneralized Renewal ProcessesInformation SecurityInteracting Particle SystemsLimit Theorems for Stochastic Processes and FieldsMarkov and Semi-Markov ProcessesMathematics of FinancePlenary TalksQueuing SystemsRisk Processes and Actuarial MathematicsStatistics of Stochastic ProcessesStochastic AnalysisStochastic Differential EquationsStochastic Models of Evolution Systems

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Tuesday, September 7

Room D, National Pedagogical University

Afternoon session, chairman: S. Makhno
1430-1500	Ya. Belopolskaya, SDE's associated with fully nonlinear parabolic equations
1500-1530	A. Kulik Averaging principle for random evolutions driven by the solutions to Ito-Levy type SDE's
1530-1550	R. Melnik Nonsmooth control and stochastic partial differential equations in modelling complex systems
1550-1610	O. Borysenko Limit behavior of the fourth order oscillating system
1610-1630	S. Melnik Stability of a damping mode for quazi-linear parabolic equation with a strong stochastic source
1630-1650	Coffee break
Evening session, chairman: V. Yasinsky
1650-1710	O. Deriyeva, P. Knopov On the control problem for stochastic differential equations with additive fractional Brownian motion
1710-1730	I. Kachanova Limit behavior of the solutions of backward stochastic equations
1730-1750	V. Zubchenko Properties of the solutions of stochastic differential equation with non-Lipschitz diffusion and Poisson measure
1750-1810	S. Posashkova Stochastic differential equation with nonhomogeneous coefficients and non-Lipschitz diffusion: properties of solution and rate of convergence of Euler scheme to solution

Wednesday, September 8

Room D, National Pedagogical University

Afternoon session, chairman: Ya. Belopolskaya
1430-1500	S. Makhno Limit behavior of solutions of stochastic equations with unbounded coefficients
1500-1530	V. Yasinsky Investigation of the asymptotic behavior of the impulse diffusion stochastic dynamical systems of the random structure
1530-1600	S. Anulova SDE: weak uniqueness implies joint uniqueness
1600-1630	O. Stanzhitskyi Asymptotically equivalent stochastic systems with indefinite solutions
1630-1700	Coffee break
1700-1720	C. Aghayeva, G. Yapakci Necessary condition of optimality for some stochastic switching system
1720-1740	A. Yershov On weak convergence of integral type functionals of Markov sequences

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