PROGRAM
All sessions are organized as Zoom meetings
Time is everywhere local time in Kyiv (GMT+3)
May 17, 2023
| 14:00 – 14:10 | Introductory words from the Dean of the Faculty of Mechanics and Mathematics of Taras Shevchenko National University of Kyiv Oksana Bezushchak |
| 1st session | Chair: Tommi Sottinen |
| 14:10 – 14:50 | David Nualart Limit theorems for additive functionals of the fractional Brownian motion |
| 14:50 – 15:30 | René Schilling Variations on Liouville’s Theorem |
| 15:30 – 16:00 | Enrica Pirozzi A fractional Ornstein–Uhlenbeck process and its time-changed version |
| 16:00 – 16:15 | Break |
| 2nd session | Chair: Kostiantyn Ralchenko |
| 16:15 – 16:45 | Kęstutis Kubilius Fractional SDEs with a soft wall |
| 16:45 – 17:15 | Alexander Melnikov The duality principle for optional semimartingalesn |
| 17:15 – 17:45 | Tommi Sottinen Completely correlated mixed fractional Brownian motion |
| 17:45 – 18:00 | Break |
| 3rd session | Chair: Kęstutis Kubilius |
| 18:00 – 18:30 | Alexander Ivanov Estimation of Chirp Signal Parameters |
| 18:30 – 19:00 | Kostiantyn Ralchenko Parameter estimation in mixed fractional models |
PDF version of the Program can be downloaded by the link