Online mini-course "Heavy tailedness, dependence and robustness in finance and economics" by Ibrahimov Rustam Maratovich
From March 7 to March 18, Rustam Ibragimov (Professor at Imperial College London, UK; Chief Researcher at the Center for Econometrics and Business Analytics of St. Petersburg State University) delivered an online course
From September 20 to September 24 the International Laboratory of Stochastic Analysis and its Applications organized the international workshop "LSA Autumn Meeting 2021". The meeting gathered the leading experts in the field of stochastic analysis.
In January 22 Yurii Averboukh delivered a lecture «Viability Properties of Mean Field Type Control Systems»
In November 27 Ksenia Kasianova (HSE) delivered a lecture «Context-dependent measures in clinical trials»
From November 23 to November 27 Jordan Stoyanov (Honorary Professor at Bulgarian Academy of Sciences, Sofia, Bulgaria; Visiting Professor at Shandong University, China) delivered an online course «Distributions and Moments: Determinacy, Limit Theorems, Inference»
From October 19 to October 23 the laboratory of stochastic analysis and its applications organized the international workshop "LSA Autumn Meeting 2020". The meeting gathered the leading experts in the field of stochastic analysis.
In October 2 Georgy Gaitsgori (HSE) delivered a lecture «Transforming i.d. random variables into each other with conditional expectations»
In September 25 Vassili Kolokoltsov (University of Warwick, UK; HSE) delivered a lecture «Mean field games with finite state spaces»
From 03 April to 29 May professor of the University of Leeds (UK) Alexander Veretennikov delivered an online course «Introduction to Stochastic Differential Equations»
Lectures on Stochastic Differential Equations Driven by Wiener Processes and Poisson Random Measures
In May 22 and September 25 Daria Loukianova (Université d'Évry, France) delivered two lectures «SDEs driven by Wiener processes and Poisson random measures»