Stochastic processes with statistical applications and fractional stochastic calculus

International workshop dedicated to the anniversary of Yuliya Mishura

May 17, 2023


All sessions are organized as Zoom meetings

Time is everywhere local time in Kyiv (GMT+3)

May 17, 2023

14:00 – 14:10Introductory words from the Dean of the Faculty of Mechanics and Mathematics of Taras Shevchenko National University of Kyiv Oksana Bezushchak
1st sessionChair: Tommi Sottinen
14:10 – 14:50David Nualart
Limit theorems for additive functionals of the fractional Brownian motion
14:50 – 15:30René Schilling
Variations on Liouville’s Theorem
15:30 – 16:00Enrica Pirozzi
A fractional Ornstein–Uhlenbeck process and its time-changed version
16:00 – 16:15 Break
2nd sessionChair: Kostiantyn Ralchenko
16:15 – 16:45Kęstutis Kubilius
Fractional SDEs with a soft wall
16:45 – 17:15Alexander Melnikov
The duality principle for optional semimartingalesn
17:15 – 17:45Tommi Sottinen
Completely correlated mixed fractional Brownian motion
17:45 – 18:00 Break
3rd sessionChair: Kęstutis Kubilius
18:00 – 18:30Alexander Ivanov
Estimation of Chirp Signal Parameters
18:30 – 19:00Kostiantyn Ralchenko
Parameter estimation in mixed fractional models

PDF version of the Program can be downloaded by the link