International laboratory of stochastic analysis and its applications organized on 03-07 of December 2018 the international conference "LSA winter meeting 2018" with the participation of leading foreign researchers
From 26 November to 30 November, associate professor of Leeds University (UK) Jan Palczewski delivered a mini-course «Monte Carlo methods for optimal stochastic control»
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
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'.
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 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 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.
On May 29 - June 01 professor of Moscow State University read the mini-course "Asymptotic properties of diffusion type semigroups"
From 15 May to 18 May Professor A. Veretennikov (University of Leeds, UK) delivered the mini-course, 'Two problems of filtering for random processes'