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Regular version of the site

International workshops "New trends in stochastic analysis" and "New trends in statistical analysis of time series"

International laboratory of stochastic analysis and its applications organizes two international workshops "New trends in stochastic analysis" and "New trends in statistical analysis of time series" with the participation of foreign leading researchers on 7-11 December 2015. Venue: Russia, Moscow region.  Languages: Russian and English.
7-11 December 2015.

Workshop Program



Section: New trends in stochastic analysis

Yu. Davydov (Université des Sciences et Technologies de Lille, France)

On convex hull and winding numbers of self similar processes

E. Orsingher (Sapienza University of Rome)

Random motions governed by Euler-Poison-Darboux equations

A. Gushchin (Steklov Mathematical Institute, HSE, Moscow)

The joint distribution of the terminal values of an integrable  increasing process and its compensator

S. Menozzi, (Universit´e d’Evry Val d’Essonne, France – HSE, Moscow.

On some asymptotic bounds for ergodic estimation

A.Kohatsu-Higa (Ritsumeikan University, Japan)

The probabilistic interpretation of the parametrix method

D. Belomestny (Duisburg-Essen University,Germany- HSE, Moscow)

A weak multilevel MONTE CARLO scheme for multidimensional  Levy-type processes

Q. Paris (HSE, Moscow)

On the finite-sample behaviour of occupation probabilities

L. Huang (HSE, Moscow)

Density Estimates for stable driven SDEs

V. Panov (HSE, Moscow)

Statistical inference for fractional Levy processes

M. Kelbert (HSE, Moscow)

Weighted entropies and inequalities

Section: New trends in statistical analysis of time series 

E. Palamarchuk (HSE, Moscow)

On asymptotic behavior of linear SDE with non-exponentially stable matrix and applications to non-standard linear quadratic control problems

S. Lapinova (HSE,   N. Novgorog)

'Factors mutual influence of multivariate time series on the example of intraday volatility of stock returns of oil companies

A. Markova (HSE, Moscow)

Linear trend exclusion for SDE

T. Orlova (HSE, Moscow)

The estimation and applications of long memory time series models

A. Kozhina (HSE, Moscow)

Stability of densities for perturbed Diffusions and Markov Chains

E. Knopova (HSE, Moscow)

Statistical analysis of social and environmental risks of international trade in virtual water

M. Arkhipova (HSE, Moscow)

Export and Innovation Activity of Russian Enterprises: Trends and Nature of the Relationship

V. Sirotin (HSE, Moscow)

Crisp and Fuzzy Classification in Socio-Economic Research