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) |