List of submitted abstracts in alphabetical order

ALBOSAILY Sahar sahar.albosaily@etu.univ-rouen.fr
Optimal investment and consumption for Ornstein-Uhlenbeck spread financial markets with power utility

Afanasyev V.I.
Boundary problems for a random walk in a random environment

Alekseeva U.A.
On a connection between a Brownian sheet and a Q-Wiener and a cylindrical Wiener processes

Asylgareev A.S.
On comparison of solutions of stochastic differential equations driven by multidimensional Wiener process

Barbu V. S., Beltaief S., Pergamenshchikov, S. barbu@univ-rouen.fr
Robust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data

Belopolskaya Ya.I. yana.belopolskaya@gmail.com
Systems of forward and backward nonlinear Kolmogorov equations.

Borovkova Svetlana Alfredovna s.a.borovkova@vu.nl
Stochastic Time Change for modelling of financial asset prices

Bovkun V.A.
The connection between infinite-imensional stochastic problems and deterministic problems for probabilistic characteristics

Bulinski A.V.
Asymptotic behavior of entropy estimates

Chistyakov A.E. cheese_05@mail.ru
Stochastic modeling of turbulent flows in coastal system on supercomputer

Chub E.G. elenachub111@gmail.com
Synthesis of a stochastic controllable information-measuring complex

Donchev D.S. dsdonche@gmail.com
Exit Probability Levels of Diffusion Processes

Dupire B.
Functional Ito Calculus and Characterization of Attainable Claims

Eberlein Ernst eberlein@stochastik.uni-freiburg.de
Multiple curve interest rate modelling

Esquivel Manuel Leote mle@fct.unl.pt
Series representations of fractional Brownian motions (preliminary)

Gliklikh Yu.E. ygliklikh@gmail.com
Investigation of completeness of stochastic flows, generated by equations with current velocities.

Holevo A. S. holevo@mi.ras.ru
Quantum dynamical semigroups: nonstandard generators, stochastic representations.

Ievlev P. N. ievlev.pn@gmail.com
Probabilistic representation of the Cauchy problem solution for the multidimensional Schrödinger equation

Ivanov D.V.
The problems of reachability of the conditional bounds of independent random variables' expected maxima processes

Kadomtsev M.I., Lyapin A.A.
Stochastic methods of analysis of nonstationary signals in structure health monitoring

Karachanskaya E.V.
Modeling of dynamics for stochastic system with probability 1

Korolev A.V.
On nonuniform averages of stohastic flows in the ergodic theorem

Kozyrev D. V. kozyrevdv@gmaik.com
To problems of sensitivity of stochastic models.

Lisovskii D. I.
Sequential hypothesis testing problem for stationary Gauss-Markov processes

Makarova A.V.
Stochastic differential inclusions with current velocities having decomposable right-hand sides

Martynov G.V. magevl@gmail.com
Notes on the Cramér-von Mises test with estimated parameters

Mashkov E.Yu. mashkovevgen@yandex.ru
On solvability of singular stochastic Leontieff type equation with impulse action II

Nikitina A.V. nikitina.vm@gmail.com
Modeling of production and destruction phytoplankton processes in shallow water based on stochastic approach

Pchelintsev E.A., Perelevskiy S.S.
Estimation of the drift coefficient in diffusion processes

Pechersky E.A.
Large Deviations for a class of Markov Processes

Platonova M.V., Ryadovkin K.S.
A branching random walk on graphene lattice

Rakhimova G.G. rakhimova_gulnoza@mail.ru
Sequential estimation of functionals of an unknown distribution function by fixed-width confidence intervals

Rokhlin D.B.
Q-learning in a stochastic Stackelberg game

Rusev V. N. vnrusev@yandex.ru
Renewal function for Weibull - Gnedenko underlying lifetime distribution and operating costs management strategy.

Rykov V. V. vladimir_rykov@mail.ru
To problems of sensitivity of stochastic models.

Shamraeva V.V. shamraeva@mail.ru
Some models of the financial market with an infinite number of buyers of shares

Shiryaeva L.K.
On properties of Grubbs’ statistics in case of normal sample with outlier

Shishkova A.A. alshishkovatomsk@gmail.com
Hedging problem for the asian option

Shorokhov S.G.
On option prices in some local volatility models

Skorikov A. V. skorikov.a@gubkin.ru
Renewal function for Weibull - Gnedenko underlying lifetime distribution and operating costs management strategy.

Smorodina N.V.
Approximation of an evolution operator by mathematical expectations of functionals of Poisson random fields

Suchkova D.A.
Construction of the solution of the stochastic long wave equation (BBM) with white noise dispersion

Sukhinov A. I., Sidoryakina V. V.
Combined stochastic models of sediment transport and multicomponent suspension of coastal systems

Sukhinov A.I., Sidoryakina V.V.
Combined stochastic models of sediment transport and multicomponent suspension of coastal systems

Tikhomirov A. N.
Local Limit Theorems for Random Matrices

Tikhov M.S. tikhovm@mail.ru
Fourier method for recursive estimation of distribution function in dose-effect relationship.

Tursunov G.T. tursunovgafur52@gmail.com
Asymptotic behavior generalized renewal random processes in a queueing system M/G/1 with semi – Markovian input

Vasiliev V.A.
Optimal parameter estimation of an autoregression by observations with additive noise

Vlaskov G.A., Sherbakov V.N.
A probabilistic approach to assessing the reliability of the boiler equipment of TPPs with low-inertia systems for monitoring the quality of the coolant

Yakymiv A.L.
Multivariate regular variation and multiple power series distributions

Zhitlukhin M.V. Borovkov K.A.
On the maximum of discretely sampled fractional Brownian motion with small Hurst parameter

Registration of conference participants

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