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Regular version of the site

Laboratory of Stochastic Analysis and its Applications

Queueing Systems: Theory and Applications

Vol. 94: Queueing systems. Iss. 3-4: Queueing systems. Netherlands: Springer, 2020.

Note on local mixing techniques for stochastic differential equations

Veretennikov A.

Modern Stochastics: Theory and Applications. 2021. Vol. 8. No. 1. P. 1-15.

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
Extreme value analysis for mixture models with heavy-tailed impurity

Panov V., Morozova E.

math. arxive. Cornell University, 2021. No. 2103.07689.

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»

Congratulations to the laboratory staff on receiving two Russian Science Foundation grants

Russian Science Foundation announced the results of the 2020 competitive selection of the research proposals "Basic Scientific Research and Exploratory Scientific Research, Conducted by Research Teams"

Mini-course «Ergodic Control of the Diffusion Processes»

From 23 January to 30 January professor of the University of Leeds (UK) Alexander Veretennikov delivered a mini-course «Ergodic control of the diffusion processes»