Schedule
Monday,
7.09
09:15-09:30 Opening, welcome from the organizers
09:30-10:15 Ely Merzbach The
Set-Indexed Fractional Brownian Motion
10:15-10:35 Coffee break
Section Financial
and Other Applications
10:35-11:05 Alexander Kukush Static
Lower Bounds for Basket Payoffs and Comonotonic Distributions
11:10-11:40 Stuart Petherick
Fractal Activity Time Risky Asset Models
11:45-12:15 Yair Shaki Fair Allocation
between Large Server Pools
12:15-14:05 Lunch
14:05-Evening Social programme
Tuesday,
8.09
09:30-10:15 Grigoriy Torbin Fractal
Properties of Singular Probability Measures and Their Applications
10:15-10:35 Coffee break
Section Fractional
and Fractal Processes
10:35-11:05 Oleksiy Panasenko Fractal
Properties of Continuous Functions
11:10-11:40 Yuliya
Mishura Diffusion
Processes with Long Memory
11:45-12:15 Kostiantyn Ralchenko Absolute
Continuous Approximations for Solutions of SDEs with fBm
12:15-14:05 Lunch
14:05-14:50 Antoine Lejay
14:55-15:40 Short Course
on Rough Paths
Wednesday,
9.09
09:30-10:15 Boris Kriheli Wiener
Integration with Respect to Fractional Brownian Motion
10:15-10:35 Coffee break
Section Statistical
Applications
10:35-11:05 Rostyslav Mayboroda Statistical
Analysis of Mixtures with Varying Concentrations
11:10-11:40 Lyudmyla Sakhno On
the Estimation of Higher-order Spectral Functionals
11:45-12:15 Elina Moldavskaya Regression
Models with Long-range Dependence and Constraints
12:15-14:05 Lunch
14:05-14:50 Antoine Lejay
14:55-15:40 Short
Course on Rough Paths
Thursday, 10.09
09:30-10:15 Yuriy Kozachenko Conditions
and the Rate of Convergence of Expansions of Random Processes
in Systems Generated by Wavelets
10:15-10:35 Coffee break
Section Markov Processes
10:35-11:05 Arthur Yosef The
Set-Indexed Brownian Motion
11:10-12:05 Yuri Kondratiev Vlasov Equations from Markov Dynamics
of Continuous Systems
12:15-14:05 Lunch
Friday,
11.09
09:30-10:15 Alexey Kulik Stochastic
Calculus of Variations for SDEs Driven by Lévy Noise
10:15-10:35 Coffee break
Section Lévy Processes
10:35-11:00 Victoria Knopova Transition
Probability Density Estimates for Lévy and Lévy-type Processes
11:00-11:25 Georgiy Shevchenko Multifractional
Harmonizable Stable Processes
11:30-11:45 Semen Bodnarchuk Smoothness
of Distributions for Ornstein-Uhlenbeck Process with Lévy
noise
11:45-12:00 Vladimir Zubchenko Some
Properties of Solutions to Jump-Diffusion SDEs
12:00-12:15 Yuriy Kartashov
Invariance Principles for Difference Additive Functionals
12:15-14:05 Lunch
14:05-14:50 Antoine Lejay
14:55-15:40 Short Course
on Rough Paths
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