Stochastic processes with statistical applications and fractional stochastic calculus

International workshop dedicated to the anniversary of Yuliya Mishura

May 17, 2023

The workshop is organized by the Department of Probability Theory, Statistics and Actuarial Mathematics of Taras Shevchenko National University of Kyiv

All sessions are organized as Zoom meetings

Organizers: Iryna Bodnarchuk, Kostiantyn Ralchenko

Invited Speakers

Alexander Ivanov, National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Ukraine
Title of the talk: Estimation of Chirp Signal Parameters

Kęstutis Kubilius, Vilnius University, Lithuania
Title of the talk: Fractional SDEs with a soft wall

Alexander Melnikov, University of Alberta, Canada
Title of the talk: The duality principle for optional semimartingales

David Nualart, University of Kansas, USA
Title of the talk: Limit theorems for additive functionals of the fractional Brownian motion

Enrica Pirozzi, University of Naples Federico II, Italy
Title of the talk: A fractional Ornstein-Uhlenbeck process and its time-changed version

Kostiantyn Ralchenko, Taras Shevchenko National University of Kyiv, Ukraine
Title of the talk: Parameter estimation in mixed fractional models

René Schilling, Technische Universität Dresden, Germany
Title of the talk: Variations on Liouville's Theorem

Tommi Sottinen, University of Vaasa, Finland
Title of the talk: Completely correlated mixed fractional Brownian motion