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Regular version of the site

Events

International conference «LSA Summer meeting»

Event ended

Laboratory of Stochastic Analysis and its Applications invites you to International conference "LSA summer meeting"

The conference will be held on June 04, June 05

Location: Moscow, 26 Shabolovka st., room: 5309,5310

Schedule of Conference:

04 June - 09:45 - 18:10 room 5309

05 June - 10:00 - 16:30 room 5310

The detailed program is given below

Working language is English

 

The conference is open to anyone interested. Whether you need the pass to the Higher School of Economics, do not hesitate to contact the lab manager Julia Pavlyuk ypavlyuk@hse.ru


First day. Monday, 4 June 2018

 

9:40 – 10:00                        Reception and registration

 

10:00 – 11:00           Opening lecture
Stanislav Molchanov (UNC Charlotte, USA, and HSE)
Instability, stability and intermittency in population dynamics

 

11:00 – 11:40                        Leonid Bogachev (University of Leeds, UK)
Liouville-type theorems for the archetypal equation with rescaling

 

11:40 – 12:10            Coffee break

 

12:10 – 12:50            Anatoly Manita (Lomonosov Moscow State University)
Stochastic particles with synchronizing interaction

 

12:50 – 13:30           Alexander Veretennikov (University of Leeds, UK, and HSE)
On rubust filtering for Markov chain

 

13:30 – 15:00           Lunch

 

15:00 – 15:40           Sergio Polidoro (Modena and Reggio Emilia University, Italy) 
Bounds of the density of a Geman-Yor process and applications to a financial problem

 

15:40 – 16:20           Vladimir Panov (HSE)
Multivariate subordination of  stable processes

 

16:20 – 16:50           Coffee break

 

16:50 – 17:30            Harold Moreno-Franco (HSE)
HJB equations with gradient constraint associated with jump-diffusion controlled processes

 

17:30 – 18:10            Ekaterina Palamarchuk (HSE and Central Economics and Mathematics Institute, Moscow) On optimal control problem for super unstable linear stochastic system

 

Second day. Tuesday, 5 June 2018 

10:00 – 10:40          Andrea Pascucci (University of Bologna, Italy)
The parametrix method for parabolic SPDEs

 

10:40 – 11:20           Jean-Francois Jabir  (HSE)
On the wellposedness of two McKean-Vlasov dynamics with non-smooth diffusion coefficients

 

11:20 – 11:50            Coffee            break

 

11:50 – 12:30            Stanislav Stepin (Lomonosov Moscow State University)
Estimates for the moments of stochastic integral over Brownian bridge

 

12:30 – 13:10            Mauro Mariani(HSE)
Gamma-expansion of finite-dimensional Dirichlet energies

 

13:10 – 14:30           Lunch

 

14:30 – 15:10            Stephane Ménozzi (Université d'Evry, France and HSE)
Estimates for degenerate Kolmogorov Equations I : weak well posedness and Schauder estimates

 

15:10 – 15:50            Paul-Eric Chaudru de Raynal(Université de Savoie Mont-Blanc, France )
Estimates for degenerate Kolmogorov Equations II : towards classical solution and strong uniqueness

 

15:50 – 16:30            Lorick Huang(INSA Toulouse, France)
L^p estimates for degenerate non-local Kolmogorov operators

 

16:30                          Concluding words by Valentin Konakov