• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site

Laboratory of Stochastic Analysis and its Applications

Publications
Article
Martingale problems for some degenerate Kolmogorov equations

Menozzi S.

Stochastic Processes and their Applications. 2018. Vol. 128. P. 756-802.

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
On the spectrum of the hierarchical Schroedinger operator

Bendikov A., Grigor'yan A., Molchanov S.

math. arxive. Cornell University, 2018. No. 1811.05210.

From November 19 to November 23, 2018, the International Laboratory of Stochastic Analysis and its Applications HSE and the University of Edinburgh (Scotland) conducted the First Moscow-UK Working Group on stochastic analysis

Meetings were held at the International Center for Mathematical Sciences, Edinburgh. The first working group is organized by: Mireille Bossi (INRIA, Sophia-Antipolis, France), Valentin Konakov (HSE, Moscow, Russia), David Siska (University of Edinburgh, Scotland), Lucas Shpruh (University of Edinburgh, Scotland). The working group aims to review and consolidate the knowledge of the developing field of stochastic analysis - calculus in the Wasserstein space, as well as to assess its current impact on a number of areas of mathematics

Mini-course, 'Introduction to financial mathematics' - Professor V.N. Kolokoltsov

From 1st November 1 15th November, V. N. Kolokoltsov, Leading Researcher of the Laboratory and Professor of the University of Warwick (United Kingdom) delivered the mini-course, "'ntroduction to Financial Mathematics'.

Mini-course by Professor A. Veretennikov

From 3 August to 10 August, Professor A. Veretennikov (University of Leeds, UK) and the Leading Research Fellow of the laboratory of Stochastic Analysis and it's application delivered a mini-course on the following topics:

Congratulations to Kozhina Anna on the defense of her candidate dissertation

Congratulations to Kozhina Anna on the defence of her candidate dissertation at Laboratory of Stochastic Analysis and its Applications, HSE, and also on the defence of her thesis at University of Heidelberg (Germany), earning her the title of PhD.

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"

A mini-course 'Two problems of filtering for random processes' Professor A.Veretennikov

From 15 May to 18 May Professor A. Veretennikov (University of Leeds, UK) delivered the mini-course, 'Two problems of filtering for random processes' 

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"

A mini-course 'Computational methods of stochastics' Professor D.Belomestny

On 6, 13 and 20 March, Professor Denis Belomestny (HSE, Russia and University of Duisburg-Essen, Germany) delivered the mini-course, 'Computational methods of stochastics'