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Regular version of the site

News

Heavy-tailed and dependent models and robust inference in finance and economics

From 09 April to 16 April,  professor of Finance and Econometrics (Imperial College Business School) Rustam Ibragimov delivered a mini-course "Heavy-tailed and dependent models and robust inference in finance and economics"

Congratulations to Anna Kozhina with the Heidelberg University Prize

International workshop LSA winter meeting 2018

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

Mini-course «Monte Carlo methods for optimal stochastic control»

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

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"