Advances in Stochastic Analysis

3-5 September 2014, Moscow, Russia

Laboratory of Stochastic Analysis and its Applications

National Research University Higher School of Economics(HSE)

Workshop Poster Workshop Schedule Workshop Full Programm

The video of all talks are available below.

September 3, Wednesday

S.Molchanov
"Global limit theorems and their applications"

A.Gushcin
"On embedding of processes"

D.Belomestny
"Statistical Skorohod embedding problem and its generalizations"

A.Tsybakov
"Linear and Conic Programming Approaches to High-Dimensional Errors-in-variables Models"

H.Mai
"Robustness of likelihood estimators for diffusions via rough paths"

September 4, Thursday

D.Talay
"On some singular McKean-Vlasov particle systems arising in Neurosciences: existence, uniqueness, propagation of chaos, means field limits"

A.Veretennikov
"On Poisson equation with potential"

S.Menozzi
"The Landau Equation for Maxwellian molecules and the Brownian Motion on SO_R(N)"

September 5, Friday

M.Nussbaum
"Asymptotic Error Rates in Quantum Hypothesis Testing"

M.Kelbert
"Mermin-Wagner theorem and Dobrushin-Lanford-Ruelle (DLR) equations in quantum statistics and quantum gravity"

D.Loukianova

Q.Paris
"Supervised classification of Cox processes"

V.Panov
"Maximal deviation distribution for the projection estimates of Levy densities"

V.Spokoiny
"Construction of the sharp confidence bands using multiplier bootstrap"

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