INTERNATIONAL CONFERENCE

"MODERN STOCHASTICS: THEORY AND APPLICATIONS V"

Kyiv, Ukraine
June 1-4, 2021

Kyiv Time     (GMT+3)

The Statement from the Organizing Committee of the international conference MSTA-V-2021

After careful consideration, the Program and Organizing Committees of the international conference MSTA-V have reached a decision that all Plenary and Invited lectures, as well as all contributed talks within the conference sections and special sessions, planned to take place in Kyiv, Ukraine, 1 - 4 June 2021, are moved online.

Due to the global health crisis, travel restrictions and uncertainty in the development of the current situation, we are left with no other option but to hold the conference online at the dates planned.

For those participants who can and wish to travel to Kyiv for the conference dates 1 - 4 June, we will provide some lecture rooms equipped with computers to follow online the conference lectures, or they will be able to attend the conference online from their hotel rooms, depending on the situation. For those who come to Kyiv for the dates 1 - 4 June, we plan to organize an informal event at the initial conference venue. We will also provide some lecture rooms for closed groups hosting discussions, if the situation allows.

GENERAL INFORMATION

We announce the next conference in the series of international conferences "Modern Stochastics: Theory and Applications", which was organized and held at Taras Shevchenko National University of Kyiv in 2006, 2010, 2012 and 2018, and in 2015 the very close in topics conference "Probability, Reliability and Stochastic Optimization" was held.

The global aim of the conference is to bring together national and international researchers in probability and related fields. It will provide an opportunity for exchanging ideas and discussing recent results and new trends in a wide range of research areas: probability, mathematical statistics, theory of stochastic processes and fields, fractional and multifractional processes, fractal analysis, stochastic analysis, stochastic differential equations, stochastic models of evolution systems, stochastic reliability theory, information security, queueing theory, risk processes, actuarial and financial mathematics.

It should be noted that the Ukrainian probabilistic school is extremely rich in traditions and famous names. Unfortunately, during years 2019 and 2020 we have lost several prominent representatives of this school: academician V.S. Korolyuk, Academician I.N. Kovalenko, Professor Yu.V. Kozachenko. However, their research ideas are alive and evolving, and we, among others, will organize sections devoted to the new developments and achievements in their areas of research.

Within the framework of the conference, the Special Session dedicated to 90-th anniversary of birth and to the evolution of research ideas of the prominent mathematician of word-wide recognition, academician Anatoliy Skorokhod (10.09.1930 – 03.01.2011) will be held.

Section "Reliability, queueing and information security" will be dedicated to the development of scientific ideas and research of academician of National Academy of Sciences of Ukraine Igor Kovalenko (16.03.1935 – 19.10.2019).

Section "Evolution systems, branching processes and renewal theory" will be dedicated to the development of the main research topics of academician of National Academy of Sciences of Ukraine Volodymyr Korolyuk (19.08.1925 – 04.04.2020).

Section "Advanced topics in stochastic processes, fractional and related models" will discuss, among others, newest achievements in the area of research of Professor Yuri Kozachenko (01.12.1940 – 05.05.2020).

Section “Stochastic optimization” will be organized and chaired by the corresponding member of National Academy of Sciences of Ukraine Pavlo Knopov on occasion of his 80th birthday.

THE CONFERENCE IS ORGANIZED BY

• Taras Shevchenko National University of Kyiv
• National Pedagogical Dragomanov University
• Institute of Mathematics of National Academy of Sciences of Ukraine
• V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine
• Kyiv Mathematical Society

PROGRAM COMMITTEE

Chair: Yu. Mishura
Program committee members: H.-J. Engelbert, M. Grothaus, A. Iksanov, P. Imkeller, A. Ivanov, Yu. Kondratiev, V. Koshmanenko, K. Kubilius, A. Kukush, N. Kuznetsov, E. Lebedev, N. Leonenko, N. Limnios, R. Maiboroda, D. Marinucci, E. Orsingher, M. Podolskij, M. Rásonyi, I. Samoilenko, M. Savchuk, R. Schilling, L. Stettner, A. Veretennikov, L. Viitasaari

ORGANIZING COMMITTEE

Co-Chairs: L. Sakhno, G. Torbin
Organizing committee members: O. Bezushchak, I. Bodnarchuk, O. Borysenko, O. Chernova, V. Golomoziy, O. Hopkalo, T. Ianevych, S. Lohvinenko, S. Maksymenko, T. Moklyachuk, R. Nikiforov, M. Pratsiovytyj, O. Ragulina, K. Ralchenko, O. Vasylyk, R. Yamnenko, V. Zubchenko

SPECIALLY INVITED PLENARY SPEAKERS

Martin Grothaus, Technische Universität Kaiserslautern, Germany
Domenico Marinucci, University of Rome "Tor Vergata", Italy
Mark Podolskij, Aarhus University, Denmark
Miklós Rásonyi, Alfréd Rényi Institute of Mathematics, Budapest, Hungary
Rene Schilling, Technical University of Dresden, Germany

SPECIALLY INVITED LECTURE

Nicolai Krylov, University of Minnesota, USA

INVITED SPEAKERS FOR PLENARY AND SECTION TALKS

Antoine Ayache, University of Lille, France
Ehsan Azmoodeh, University of Liverpool, UK
Sandor Baran, University of Debrecen, Hungary
Andreas Basse-O'Connor, Aarhus University, Denmark
Luisa Beghin, University of Rome "La Sapienza", Italy
Wolfgang Bock, University of Kaiserslautern, Germany
Taras Bodnar, Stockholm University, Sweden
Dariusz Buraczewski, University of Wroclaw, Poland
Jose Manuel Corcuera, University of Barcelona, Spain
Alexei Daletskii,University of York, United Kingdom
Alessandro De Gregorio, Sapienza University of Rome, Italy
Antonio Di Crescenzo, University of Salerno, Italy
Giulia Di Nunno, University of Oslo, Norway
Mirko D'Ovidio, Sapienza University of Rome, Italy
István Fazekas, University of Debrecen, Hungary
Dmitri Finkelshtein, Swansea University, UK
Rita Giuliano-Antonini, University of Pisa, Italy
Maria Ivette Gomes, University of Lisbon, Portugal
Alexander Iksanov, Taras Shevchenko National University of Kyiv, Ukraine
Peter Imkeller, Humboldt University of Berlin, Germany
Alexander Ivanov, National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Ukraine
Adam Jakubowski, Nicolaus Copernicus University, Poland
Yuri Kondratiev, Bielefeld University, Germany, National Pedagogical Dragomanov University, Ukraine
Nino Kordzakhia, Macquarie University, Australia
Volodymyr Koshmanenko, Institute of Mathematics of NAS of Ukraine, Ukraine
Kestutis Kubilius, Vilnius University, Lithuania
Alexander Kukush, Taras Shevchenko National University of Kyiv, Ukraine
Alexei Kulik, Wroclaw University of Science and Technology, Poland
Nikolay Kuznetsov, V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine
Evgeniy Lebedev, Taras Shevchenko National University of Kyiv, Ukraine
Remigijus Leipus, Vilnius University, Lithuania
Nikolai Leonenko, Cardiff University, UK
Nikolaos Limnios, Compiégne University of Technology, France
Rostislav Maiboroda, Taras Shevchenko National University of Kyiv, Ukraine
Tapabrata Maiti, Michigan State University, USA
Bastien Mallein, Université Sorbonne Paris Nord, France
Igor Malyk, Yuriy Fedkovych Chernivtsi National University, Ukraine
Barbara Martinucci, University of Salerno, Italy
Alexander Marynych, Taras Shevchenko National University of Kyiv, Ukraine
Ivan Matsak, Taras Shevchenko National University of Kyiv, Ukraine
Matthias Meiners, Mathematisches Institut, Justus Liebig University Giessen, Germany
Yuliya Mishura, Taras Shevchenko National University of Kyiv, Ukraine
Ostap Okhrin, TU Dresden, Germany
Andriy Olenko, La Trobe University, Australia
Enzo Orsingher, University of Rome "La Sapienza", Italy
Etienne Pardoux, Aix-Marseille Université, France
Enrica Pirozzi, Università di Napoli Federico II, Italy
Vladimir Piterbarg, Lomonosov Moscow State University, Russian Federation
Federico Polito, University of Turin, Italy
Christophe Pouet, École centrale de Marseille, France
Mykola Pratsiovytyi, National Pedagogical Dragomanov University, Ukraine
Enrico Priola, University of Pavia, Italy
Michael Röckner, Bielefeld University, Germany
Sylvie Roelly, University of Potsdam, Germany
Barbara Rüdiger, Bergische Universität Wuppertal, Germany
Igor Samoilenko, Taras Shevchenko National University of Kyiv, Ukraine
Mykhaylo Savchuk, National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Ukraine
Jonas Å iaulys, Vilnius University, Lithuania
Dmitrii Silvestrov, Stockholm University, Sweden
Tommi Sottinen, University of Vaasa, Finland
Evgeny Spodarev, Universität Ulm: Institut für Stochastik, Germany
Peter Spreij, University of Amsterdam, Radboud University, The Netherlands
Lukasz Stettner, Institute of Mathematics of the Polish Academy of Sciences, Poland
Anatoliy Swishchuk, University of Calgary, Canada
Stefan Tappe, Albert Ludwig University of Freiburg, Germany
Miklos Telek, Budapest University of Technology and Economics, Hungary
Grigoriy Torbin, National Pedagogical Dragomanov University, Ukraine
Ciprian Tudor, Université de Lille, France
Mikhail Urusov, University of Duisburg-Essen, Germany
Alexander Veretennikov, University of Leeds, UK
Lauri Viitasaari, University of Helsinki, Finland
Andrei Volodin, University of Regina, Canada
Nakahiro Yoshida, University of Tokyo, Japan
Silvelyn Zwanzig, Uppsala University, Sweden

(to be continued)

Sections

• Stochastic dynamics. Development of research ideas of Anatoliy Skorokhod
  (chair Yu. Kondratiev, W. Bock, V. Koshmanenko, A. Veretennikov)
• Evolution systems, branching processes and renewal theory.
  Dedicated to the main research topics of Volodymyr Korolyuk
  (chairs A. Iksanov, N. Limnios, I. Samoilenko)
• Reliability, queueing and information security.
  Dedicated to the development of scientific ideas of Igor Kovalenko
  (chairs N. Kuznetsov, E. Lebedev, M. Savchuk)
• Advanced topics in stochastic processes, fractional and related models.
  Dedicated, among other topics, to the newest achievements in the area of research of Yuriy Kozachenko
  (chairs N. Leonenko, Yu. Mishura, E. Orsingher)
• Stochastic optimization
  (chairs P. Knopov, V. Norkin)
• Fractal analysis
  (chairs M. Pratsiovytyj, G. Torbin)
• Risk processes and actuarial mathematics
  (chair J. Å iaulys)
• Statistics of stochastic processes and random fields
  (chairs A. Ivanov, A. Kukush, R. Maiboroda)
• High-Dimensional Statistical Inference
  (chairs T. Bodnar, O. Okhrin)
• Stochastic analysis and stochastic differential equations
  (chairs P. Imkeller, L. Viitasaari)

WORKING LANGUAGES

Working languages of the conference are English and Ukrainian.

CONFERENCE ADDRESS

International Conference "Modern Stochastics: Theory and Applications V"
Department of Probability, Statistics and Actuarial Mathematics,
Mechanics and Mathematics Faculty
Taras Shevchenko National University of Kyiv,
Volodymyrska 64, 01601 Kyiv, Ukraine
tel/fax: +380444310467
e-mail: mstaconf@gmail.com
web-site: http://probability.univ.kiev.ua/msta5