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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
Poisson process and sharp constants in Lp and Schauder estimates for a class of degenerate Kolmogorov operators

Menozzi S., Marino L., Priola E.

Studia Mathematica. 2022. Vol. 267. No. 3. P. 321-346.

Book chapter
Stability of transition densities of SDEs and Markov chains with respect to perturbations of coefficients In press

Konakov V. D.

In bk.: Proceedings of 13th International Conference on Computer Data Analysis and Modeling: Stochastic and Data Science (Minsk, September 6-10,2022). Minsk: 2022. P. 79-82.

Working paper
Statistical inference for scale mixture models via Mellin transform approach

Belomestny D., Morozova E., Panov V.

stat.ME. arXiv.org. Cornell University, 2022. No. 2211.01799.

The staff of the International Laboratory of Stochastic Analysis and its Applications took part in the conference "Fractional Differential Equations" (Isaac Newton Institute of Mathematical Sciences, Cambridge University).

Ilya Bitter, a research intern at the International Laboratory of Stochastic Analysis and Its Applications, made a presentation at the XII International Conference "Application of Multidimensional Statistical Methods in Economics and Quality Assessment named after S.A. Ayvazyan", and also participated in the joint seminar "Probability and Mathematical Statistics".

As part of the research seminar "Stochastic Analysis with Applications in Economics", from October 5 to November 9, an online mini-course "Inequalities, Probabilities and Sobolev Spaces" by Professor of the Faculty of Mathematics Alexander Kolesnikov is being held.

Congratulations to Dmitry Borzykh on the successful defense of his PhD thesis!

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.