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.

First day. Monday, 4 June 2018

 

9:40 – 10:00                        Reception and registration

 

10:00 – 11:00           Opening lecture
Stanislav Molchanov (UNC Charlotte, USA, and HSE) 
Instability, stability and intermittency in population dynamics

 

11:00 – 11:40                        Leonid Bogachev (University of Leeds, UK)
Liouville-type theorems for the archetypal equation with rescaling

 

11:40 – 12:10            Coffee break

 

12:10 – 12:50            Anatoly Manita (Lomonosov Moscow State University)
Stochastic particles with synchronizing interaction

 

12:50 – 13:30           Alexander Veretennikov (University of Leeds, UK, and HSE) 
On robust filtering for Markov chain

 

13:30 – 15:00           Lunch

 

15:00 – 15:40           Sergio Polidoro (Modena and Reggio Emilia University, Italy) 
Bounds of the density of a Geman-Yor process and applications to a financial problem

 

15:40 – 16:20           Vladimir Panov (HSE)
Multivariate subordination of  stable processes

 

16:20 – 16:50           Coffee break

 

16:50 – 17:30            Harold Moreno-Franco (HSE) 
HJB equations with gradient constraint associated with jump-diffusion controlled processes

 

17:30 – 18:10            Ekaterina Palamarchuk (HSE and Central Economics and Mathematics Institute, Moscow) On optimal control problem for super unstable linear stochastic system

 

Second day. Tuesday, 5 June 2018 

10:00 – 10:40          Andrea Pascucci (University of Bologna, Italy)
The parametrix method for parabolic SPDEs

 

10:40 – 11:20           Jean-Francois Jabir  (HSE)
On the wellposedness of two McKean-Vlasov dynamics with non-smooth diffusion coefficients

 

11:20 – 11:50            Coffee            break

 

11:50 – 12:30            Stanislav Stepin (Lomonosov Moscow State University)
Estimates for the moments of stochastic integral over Brownian bridge

 

12:30 – 13:10            Mauro Mariani(HSE) 
Gamma-expansion of finite-dimensional Dirichlet energies

 

13:10 – 14:30           Lunch

 

14:30 – 15:10            Stephane Ménozzi (Université d'Evry, France and HSE)
Estimates for degenerate Kolmogorov Equations I : weak well posedness and Schauder estimates

 

15:10 – 15:50            Paul-Eric Chaudru de Raynal(Université de Savoie Mont-Blanc, France )
Estimates for degenerate Kolmogorov Equations II : towards classical solution and strong uniqueness

 

15:50 – 16:30            Lorick Huang(INSA Toulouse, France)
L^p estimates for degenerate non-local Kolmogorov operators

 

16:30                          Concluding words by Valentin Konakov

Manager: Pavlyuk Julia