Program
All sessions are organized as Zoom meetings
Time is everywhere local time in Kyiv (GMT+3)
PDF version of the Program can be downloaded by the link
Monday 2 June
| 14:00 – 14:20 | Conference opening Zoom-Link |
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| Greetings from | |
| Oksana Bezushchak | Dean of the Faculty of Mechanics and Mathematics Taras Shevchenko National University of Kyiv
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| Alexander Timokha | Director of Institute of Mathematics of NAS of Ukraine
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| Grygoriy Torbin | Vice-Rector of Dragomanov Ukrainian State University
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Session
"Skorokhod’ ideas and their development: topology, integral, reflection" Zoom-Link
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| Chair | Yuliya Mishura |
| 14:20 – 14:50 | Adam Jakubowski.
A bifurcation point in the development of Probability Theory
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| 14:50 – 15:20 | Andreas Søjmark.
Itô integrals and martingales in Skorokhod’s M1 topology
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| 15:20 – 15:50 | Nicolas Marie.
On a Computable Skorokhod’s Integral Based Estimator of the Drift Parameter in Fractional SDE
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| 15:50 – 16:00 | Break |
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| 16:00 – 16:30 | Giacomo Ascione.
Skorokhod reflection problem for Volterra equations with weakly singular drivers
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| 16:30 – 17:00 | Yuliya Mishura.
Convergence of financial market's models in D-topology to the market with memory
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| 17:00 – 17:30 | Vadym Radchenko.
Equations with the symmetric integral with respect to stochastic measures
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| 17:30 – 18:00 | Krzysztof Burdzy.
On the uniqueness of obliquely reflected Brownian motion in a quadrant
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Tuesday 3 June
Session
"Evolution systems, branching processes and renewal theory" Zoom-Link
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| Chair | Igor Samoilenko |
| 10:00 – 10:30 | Matthias Meiners.
Explosion of Crump-Mode-Jagers processes with critical immediate offspring
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| 10:30 – 11:00 | Igor Samoilenko.
Convergence of a semi-Markov process to a diffusion process
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| 11:00 – 11:30 | Dmitrii Silvestrov.
Perturbed Semi-Markov-Type Processes
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| 11:30 – 11:40 | Break |
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| Chair | Oleksandr Marynych |
| 11:40 – 12:10 | Peter Kevei.
Branching processes with immigration in a random environment
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| 12:10 – 12:40 | Oleksandr Marynych.
Multinomial and r-versions of random recursive and Hoppe trees and other r-deformations of classical objects in combinatorial probability.
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| 12:40 – 13:10 | Vitaliy Golomoziy.
Convergence rate of Langevin dynamics with applications to generative learning
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Session
"Advanced topics in stochastic processes, fractional and related models" Zoom-Link
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| Chair | Rostyslav Yamnenko |
| 14:00 – 14:30 | Mykola Leonenko.
Fractional hyperbolic diffusions on sphere with random data
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| 14:30 – 15:00 | Maria Dolores Ruiz-Medina and Antoni Torres-Signes.
Intrinsic versus extrinsic local linear functional Fréchet regression for curve processes in compact Riemannian manifolds
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| 15:00 – 15:30 | Yuliya Mishura.
Cox-Ingersoll-Ross and squared Bessel processes: Interaction and phase transition
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| 15:30 – 16:00 | Andriy Olenko.
On Construction, Properties and Simulation of Haar-Based Multifractional Processes
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| 16:00 – 16:10 | Break |
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| 16:10 – 16:40 | Victoria Knopova.
On "stochastic" functional inequalities
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| 16:40 – 17:10 | Lyudmyla Sakhno.
Investigation of sample paths properties of sub-Gaussian type random fields and applications to partial differential equations with random conditions
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| 17:10 – 17:30 | Rostyslav Yamnenko and Olga Vasylyk.
Some properties of φ-sub-Gaussian quasi shot noise processes
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Session
"Fractal Analysis" Zoom-Link
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| Chairs | Oleksandr Baranovskyi and Sofiia Ratushniak |
| 14:00 – 14:30 | Mykola Pratsiovytyi.
Fractal properties of singular distributions of random variables defined by distributions of digits in system of representation with a redundant alphabet
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| 14:30 – 15:00 | Yanina Goncharenko and Nataliia Dyvliash.
Properties of parameter estimation for singular distributions generated by Qs-expansions of real numbers
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| 15:00 – 15:30 | Oleh Makarchuk.
Asymptotic properties of the Fourier–Stieltjes transform of a certain class of generalized infinite Bernoulli convolutions
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| 15:30 – 16:00 | Sofiia Ratushniak.
Inversor of digits of As-continued fraction representation of numbers and related probability distributions
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| 16:00 – 16:30 | Dmytro Karvatskyi.
Topological and fractal properties of self-similar sets related to numerical series
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| 16:30 – 16:40 | Break |
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| 16:40 – 17:10 | Roman Nikiforov.
Superfractality of the set of essentially non-normal numbers for Cantor series expansion
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| 17:10 – 17:25 | Yuliia Voloshyn.
On DP-transformations generated by arithmetic Cantor series expansions
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| 17:25 – 17:40 | Vladyslav Vasylenko.
On fine fractal properties of probability measures generated by faithful Q̃-expansions
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| 17:40 – 18:10 | Grygoriy Torbin.
On some open problems related to fractal properties of random variables with independent symbols of symbolic expansions
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Wednesday 4 June
Session
"Advanced topics in stochastic processes, fractional and related models" Zoom-Link
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| Chair | Andriy Olenko |
| 14:00 – 14:30 | Illia Donhauzer.
On construction and asymptotic analysis of supCAR fields
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| 14:30 – 15:00 | Iryna Rozora.
Analytical Properties of Stochastic Processes in Fψ(Ω)
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| 15:00 – 15:30 | Rostyslav Yamnenko.
Properties of Extremal Functionals of Sub-Gaussian Stochastic Processes
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| 15:30 – 15:50 | Oleksandr Borysenko.
Long-Time Behavior of a Stochastic Models of Population Dynamics with Jumps
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| 15:50 – 16:20 | Kostyantyn Ralchenko.
Estimation of the drift parameter in tempered fractional Ornstein-Uhlenbeck processes
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| 16:20 – 16:40 | Rostyslav Maiboroda.
Statistics of finite mixtures: problems and perspectives
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| 16:40 – 17:00 | Anatoliy Pashko.
Statistical Simulation of Random Processes and Fields: Yesterday, Today, Tomorrow
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