Workshop on Long-Range Dependence












Workshop Programme


Bar Ilan University:

  • Arthur Yosef The Set-Indexed Brownian Motion
  • Ely Merzbach (joint work with E. Herbin) The Set-Indexed Fractional Brownian Motion
  • Abstract
  • Elina Moldavskaya Regression models with long-range dependence and constraints
  • Abstract
  • Yair Y. Shaki (joint work with Rami Atar and Adam Shwartz)  Fair Allocation between Large Server Pools
  • Abstract
  • Boris Kriheli Wiener Integration with respect to Brownian Motion
  • Abstract

Cardiff University:

  • Stuart Petherick (joint work with N.Leonenko and A.Sikorskii) Fractal Activity Time Risky Asset Models
  • Abstract

Kyiv University:

  • Yuliya Mishura Diffusion Processes with Long Memory
  • Abstract
  • Yuriy Kozachenko Conditions and the Rate of Convergence of Expansions of Random Processes in Systems Generated by Wavelets
  • Alexander Kukush Static Lower Bounds for Basket Payoffs and Comonotonic Distributions
  • Abstract
  • Lyudmyla Sakhno On the Estimation of Higher-order Spectral Functionals
  • Abstract
  • Georgiy Shevchenko (joint work with M. Dozzi) Multifractional Harmonizable Stable Processes
  • Abstract
  • Victoria KnopovaTransition Probability Density Estimates for LÚvy and LÚvy-type Processes
  • Abstract
  • Kostiantyn Ralchenko (joint work with G. Shevchenko) Absolute Continuous Approximations for Solutions of SDEs with fBm
  • Abstract

Nancy University:

  • Antoine Lejay Short Course on Rough Paths
  • Abstract