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News

International workshops «New perspectives in stochastic Analysis»

International laboratory of stochastic analysis and its applications organizes international workshop " New perspectives in stochastic Analysis» with the participation of foreign leading researchers on 12-15 December 2016. Venue: Russia, Moscow region.  Language: English.
12-15 December 2015.

Workshop Program

Speaker

Theme

Section: New trends in stochastic analysis

S. Lapinova (HSE,   N. Novgorog)

The intraday volatility model with taking into account influence of trading volume

E. Orsingher (Sapienza University of Rome)

«Random motions with space-varying velocity»

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

The joint law of the terminal values of a nonnegative submartingale and its compensator

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

Weak Error for Stable Driven SDEs with Holder coefficients

G. Zverkina

(MIIT Moscow)

About stationary coupling method for  backward renewal processthe in continuous time

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

Projected particle methods for solving McKean-Vlasov equations

M. Urusov (Duisburg-Essen University,Germany)

Variance reduction for discretised diffusions via regression.

O. Rusakov

(Saint Petersburg)

Double Stochastic Pseudo-Poisson Processes and a Model of Self-Similarity Processes Free of Distributions

V. Panov (HSE, Moscow)

Semiparametric estimation in the normal variance-mean mixture model.

Harold Moreno-Franco (HSE, Moscow)

Singular stochastic control problem for Lévy diffusions

Jean- Francois Jabir (Valparaiso, Chile)

Lagrangian stochastic model with specular boundary condition.

M. Veretennikova (HSE, Moscow)

Stochastic models for electroencephalogram data

S. Molchanov (UNC Charlotte, USA – HSE, Moscow)

Singular diffusion in the living tissues

A. Chernov (HSE, Moscow)

Optimal vaccine allocation in two SIR centres with migration flows.

M. Kelbert (HSE, Moscow)

"Asymptotic behaviour of non-isotropic random walks with heavy tails" (with E.Orsingher)