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Laboratory of Stochastic Analysis and its Applications

Publications
Book
On the spectrum of the hierarchical Schrödinger type operator

Bendikov A., Grigorian A., Molchanov S.

Springer, 2021.

Article
On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions In press

Borzykh D., Gushchin A. A.

Modern Stochastics: Theory and Applications. 2022.

Book chapter
On Positive Recurrence of One-Dimensional Diffusions with Independent Switching In Memory of Svetlana Anulova (19.10.1952–21.11.2020)

Veretennikov A.

In bk.: Recent Developments in Stochastic Methods and Applications: ICSM-5, Moscow, Russia, November 23–27, 2020, Selected Contributions. Vol. 371. Springer, 2021. P. 242-252.

Working paper
Weak well-posedness for degenerate SDEs driven by Levy processes

Marino L., Menozzi S.

math. arXiv. Cornell University, 2021

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

Online International Workshop "LSA Autumn Meeting 2021"

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.

Lecture "Viability Properties of Mean Field Type Control Systems"

In January 22 Yurii Averboukh delivered a lecture «Viability Properties of Mean Field Type Control Systems»

Lecture "Context-dependent Measures in Clinical Trials"

In November 27 Ksenia Kasianova (HSE) delivered a lecture «Context-dependent measures in clinical trials»

Online Mini-Course "Distributions and Moments: Determinacy, Limit Theorems, Inference"

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»

Online International Workshop "LSA Autumn Meeting 2020"

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.

Lecture "Transforming i.d. Random Variables into each other with Conditional Expectations"

In October 2 Georgy Gaitsgori (HSE) delivered a lecture «Transforming i.d. random variables into each other with conditional expectations»

Lecture "Mean Field Games with Finite State Spaces"

In September 25 Vassili Kolokoltsov (University of Warwick, UK; HSE) delivered a lecture «Mean field games with finite state spaces»

Online Course "Introduction to Stochastic Differential Equations"

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»