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Regular version of the site

Laboratory of Stochastic Analysis and its Applications

Publications
Article
Particle approximation for Lagrangian Stochastic Models with specular boundary condition. In print

Jabir J. M.

Electronic Communications in Probability. 2018. Vol. 23. P. 1-14.

Book chapter
Regression-Based Variance Reduction Approach for Strong Approximation Schemes

Belomestny D., Häfner S., Urusov M.

In bk.: Modern problems of stochastic analysis and statistics - Selected contributions in honor of Valentin Konakov. Heidelberg: Springer, 2017. P. 131-178.

Working paper
Limit theorems for the alloy-type random energy model

Molchanov S., Panov V.

math. arxive. Cornell University, 2018. No. 1802.05071.

International conference «LSA Summer meeting»

International laboratory of stochastic analysis and its applications organizes the international conference "LSA Summer meeting" with the participation of foreign leading researchers on 04-05 June 2018.

Mini-course "Asymptotic properties of diffusion type semigroups" S. A. Stepin

On May 29 - June 01 professor of Moscow State University read the mini-course "Asymptotic properties of diffusion type semigroups"

Mini-course "Topics in stochastic analysis and finance mathematics" professor A.Yu. Veretennikov

On March 27 – April 12  leading Research Fellow at the Laboratory of Stochastic Analysis and its Applications, Professor at the University of Leeds (UK) professor A.Yu. Veretennikov read the mini-course "Topics in stochastic analysis and finance mathematics"

Mini-course "McKean-Vlasov SDEs, Particle Systems and Calculus on Wasserstein Space" Lukasz Szpruch

On April 02 - 06 Lukasz Szpruch, assistant professor of School of Mathematics, University of Edinburgh, The Alan Turing Institute (London) read the mini-course "McKean-Vlasov SDEs, Particle Systems and Calculus on Wasserstein Space"

The Minister of Economic Development of the Russian Federation announced gratitude to the head of the laboratory Konakov V. D.

Konakov V. D. was awarded for professional merits, many years of fruitful work and in relation to 25th anniversary of the founding of the National Research University "Higher School of Economics"

Illustration for news: International workshop "LSA winter meeting"

International workshop "LSA winter meeting"

International laboratory of stochastic analysis and its applications organizes international workshop "LSA winter meeting" with the participation of foreign leading researchers on 04-07 December 2017. Venue: Russia, Moscow region.  Language: English.



International conference "Statistics meets Stochastics 2"

International laboratory of stochastic analysis and its applications organizes the international conference "Statistic meets Stochastics2" with the participation of foreign leading researchers on 09-10 June 2017. 

Mini-Course "Probability and Statistics for High Frequency Data " Professor Mark Podolskij

On June 05 - 07 professor of Aarhus University (Denmark) Mark Podolskij read the mini-course "Probability and Statistics for High Frequency Data"

Mini-course:"Statistical Network Analysis" Professor Olga Klopp

On May 30 – June 08 professor of The University Paris West (France) Olga Klopp read the mini-course "Statistical Network Analysis"

Mini-course "Theory and Applications of Stochastic Differential Equations"

On December 16-21 associate professor of Falparaiso University  (Chile) Jean-Francois Jabir read the mini-course "Theory and Applications of Stochastic Differential Equations"