List of reports

Shiryaev Albert Nikolaevich, albertsh@mi-ras.ru
Russia, Steclov Mathematical Institute, Chief Researcher
Session: Stochastic analysis
Title of the talk: Some our results with Mark Yor on stochastic integral representation and those which was not completed

Abdullaev Ulmas Alisherovich, abdullaev.ulmas@mail.ru
Uzbekistan, ,
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On a semiparametric method in economics

Afanasyev Valeriy Ivanovich, viafan@mail.ru
Russia, Steklov Institute, leading researcher
Session: Limit theorems
Title of the talk: Functional Limit Theorems for Decomposable Branching Processes with Two Particle Types

Alekseeva Uliana Alekseevna, uliana.alekseeva@urfu.ru
Russia, Ural Federal University, Docent
Session: Stochastic differential equations and inclusions
Title of the talk: Stochastic processes and semigroups of operators

Alymova Elena Vladimirovna, langnbsp@gmail.com
Russia, Russian Customs Academy, Senior Lecturer
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Neural networks for financial time series prediction

Asylgareev Arthur Salavatovich, arthur@asylgareev.ru
Russian Federation, USATU, PhD student
Session: Stochastic analysis
Title of the talk: On the comparison of the Asian options prices under the Heston model

Azarina Svetlana Vladimirovna, azarinas@mail.ru
Russia, Kuban State University, associate professor
Session: Stochastic differential equations and inclusions
Title of the talk: On some stochastic differential inclusion on the infinite dimensional manifold

Belopolskaya Yana Isajevna, yana.belopolskaya@gmail.com
Russia, SPbSUACE, prof
Session: Stochastic analysis
Title of the talk: Systems of nonlinear forward Kolmogorov equations

Berezin Sergey , servberezin@yandex.ru
Russia, PDMI RAS, researcher
Session: Limit theorems
Title of the talk: Double Scaling Limit for Laguerre Ensembles

Bogacheva Marina Nikolaevna, marinabogacheva@mail.ru
Russia, DSTU, professor
Session: Probability in industry, construction and ecology
Title of the talk: Stochastic modeling of investment and construction project on the basis of intelligent control system

Bordag Ljudmila A., ljudmila@bordag.com
Germany, Faculty of Mathematics and Natural Sciences, University of Applied Sciences Zittau/Goerlitz, Professor in Mathematics and Financial Mathematics
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Optimization problem for a portfolio with an illiquid asset in the case of an exponential utility function

Borodina Tatiana Sergeevna, zhts.260980@mail.ru
Russia, Lobachevskii Nizhnyi Novgorod University, Senior lecturer
Session: Mathematical statistics
Title of the talk: Probit transformation for kernel estimates of the distribution function in dose-effect relationships

Bovkun Vadim Andreevich, 123456m@inbox.ru
Russia, Ural Federal University named after the first President of Russia B.N.Yeltsin, Assistant
Session: Stochastic differential equations and inclusions
Title of the talk: The connection between infinite-dimendional SDE with jumps and deterministic problems for probabilistic characteristics

Bulinskaya Ekaterina Vadimovna, ebulinsk@yandex.ru
Russia, Lomonosov Moscow State University, Professor
Session: Applied Stochastic Models
Title of the talk: New insurance models

Bulinskaya Ekaterina Vladimirovna, bulinskaya@yandex.ru
Russia, Lomonosov Moscow State University, associate professor
Session: Branching processes and random walks
Title of the talk: Front propagation for particles population

Bulinski Alexander Vadimovich, bulinski@yandex.ru
Russia, Lomonosov Moscow State University, Professor
Session: Mathematical statistics
Title of the talk: Estimation of mutual information and applications

Chistyakov Alexander Evgenievich, cheese_05@mail.ru
Россия, Don State Technical University, Associate professor
Session: Probabilistic methods in geometry, analysis and physics
Title of the talk: Analysis of turbulent exchange by stochastic analysis methods

Chub Elena Grigoryevna, Elenachub111@gmail.com
Russia, DSTU, Assistent
Session: Probability in industry, construction and ecology
Title of the talk: Development of a stocastic gyrostabilizer motion model

Chukhno Olga , plgachukhno95@gmail.com
Russia, RUDN, Student
Session: Applied Stochastic Models
Title of the talk: A Chatbot as an environment for carrying out the Group Decision Making process

Chukhno Nadezhda , nvchukhno@gmail.com
Russia, RUDN, Student
Session: Applied Stochastic Models
Title of the talk: A Chatbot as an environment for carrying out the Group Decision Making process

Danekyants Anzhelika , Dangegik@mail.ru
Russia, DSTU, Associate professor
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On rational soluttions of systems for interpolation martingale measures

Demchuk Anzhelika , angel_2268@mail.ru
Russia, MESC AF “N.E. Zhukovsky and Y.A. Gagarin Air Force Academy” (Voronezh), docent
Session: Markov processes and chains
Title of the talk: TBA

Derbenev Igor Olegovich, Derbenevigor@gmail.com
Russia, Ural Federal University, Postgraduate
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Comparison of approaches to deriving equations for probabilistic characteristics of random processes with jumps

Dimitrov Denis Valerievich, den.dimitrov@gmail.com
Russia, Lomonosov MSU, Postgraduate
Session: Mathematical statistics
Title of the talk: Statistical estimation of the Kullback-Leibler Divergence and Identification of Materials Inhomogeneities

Donchev Doncho Stefanov, dsdonche@gmail.com
Bulgaria, Sofia University, Associate professor
Session: Stochastic analysis
Title of the talk: Asymptotic solutions to the inverse Shiryaev problem

Emmanuel Denis Lépinette, emmanuel.lepinette@ceremade.dauphine.fr
France, Paris Dauphine University, Associate Professor
Session: Stochastic analysis
Title of the talk: Conditional cores and conditional convex hulls of random sets

Ermakov Mikhail Sergeevich, erm2512@mail.ru
Russia, St.Petersburg State University, Professor
Session: Mathematical statistics
Title of the talk: On consistency of nonparametric tests

Esquível Manuel Leote, mle@fct.unl.pt
Portugal, Department of Mathematics FCT NOVA, New University of Lisbon, Portugal, Associate Professor
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On a Stochastic Model for a Cooperative Banking Scheme for Microcredit

Fedotkin Mikhail Andreevich, fma5@rambler.ru
Russian Federation, Lobachevsky university of Nizhni Novgorod, professor
Session: Applied Stochastic Models
Title of the talk: Stochastic models of adaptive control processes with conflicting inputs and nonhomogeneous customers

Filina Alena Aleksandrovna, j.a.s.s.y@mail.ru
, ,
Session: Stochastic analysis
Title of the talk: Mathematical modeling of microbiological oil pollution destruction in the coastal system based of stochastic approach

Gaidamaka Yuliya Vasilievna , gaydamaka-yuv@rudn.ru
Russia, Peoples’ Friendship University of Russia (RUDN University), 6 Miklukho-Maklaya St, Moscow 117198, Russia; Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, 44-2 Vavilov St, Moscow 119333, Russia, Professor
Session: Applied Stochastic Models
Title of the talk: Product-form Markovian multi-resource loss systems

Gliklikh Yuri Evgenievich, ygliklikh@gmail.com
Russia, Voronezh State University, Professor
Session: Stochastic differential equations and inclusions
Title of the talk: Stochastic equations with current velocities and osmotic velocities (mean detrivatives)

Gorlov Vladimir Alexandrovich, Gorlov_v_a@mail.ru
Russia, Air Force military academy , associate professor
Session: Stochastic differential equations and inclusions
Title of the talk: Nonlinear dynamics in hysteresis structures

Grechko Alexander , alexredrnd@gmail.com
Russia, Paradigma, LLC, General director
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Calibration of jump activity parameter of cryptocurrencies prices

Grigorova Miryana , miryana_grigorova@yahoo.fr
United Kingdom, University of Leeds, Lecturer
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Option pricing in non-linear incomplete markets

Grishin Vladimir Anatolyevich, vagrish@list.ru
Russian Federation, Lobachevsky State University of Nizhny Novgorod, head of department
Session: Applied Stochastic Models
Title of the talk: "A simple method for bias reduction in the nonparametric distribution function estimation"

Gushchin Alexander Alexandrovich, gushchin@mi-ras.ru
Russia, Steklov Mathematical Institute, Leading Scientific Researcher
Session: Stochastic analysis
Title of the talk: The joint law of the maximum and terminal value of a max-continuous local submartingale

Harin Alexander Alexanderovich , aaharin@yandex.ru
Russia , Modern University for the Humanities , Lecturer
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Auto-transformations of the distributions of random variables and behavioral economics.

Holevo Alexander , holevo@mi.ras.ru
Russia, Steklov Mathematical Institute of the Russian Academy of Sciences, Head of Department
Session: Stochastic analysis
Title of the talk: Generators of quantum one-dimensional diffusions

Ievlev Pavel , ievlev.pn@gmail.com
Russia, Saint Petersbourg State University, student
Session: Stochastic analysis
Title of the talk: Initial-boundary value problems for the Schrödinger equation and complex Wiener process

Imomov Azam Abdurakhimovich, imomov_azam@mail.ru
Uzbekistan, Dr., Head of Department
Session: Branching processes and random walks
Title of the talk: Remarks on critical Galton-Watson Branching Processes with possibly infinite variance and Immigration

Karachanskaya Elena Victorovna, elena_chal@mail.ru
Russia, Far-Eastern State Transport University, Associate Professor
Session: Stochastic differential equations and inclusions
Title of the talk: Stabilization for stochastic dynamical systems

Karp Dmitrii , dmkrp@yandex.ru
Russia, Institute of Applied Mathematics, FEBRAS, Research Fellow
Session: Probabilistic methods in Geometry Analysis and Physics
Title of the talk: Fox's H function as infinitely divisible probability distribution

Khatskevich Vladimir Lvovich, vlkhats@mail.ru
Russia, AIR FORCE ACADEMY NAMED AFTER PROFESSOR N. E. ZHUKOVSKY AND Y. A. GAGARIN, professor
Session: Mathematical statistics
Title of the talk: On the optimal estimation of random variables

Khayrov Emil Maratovich, hajrov.emil@yandex.ru
Russia, RUDN, Student
Session: Applied Stochastic Models
Title of the talk: Modeling of LOS blockage while transmitting in Millimeter-Wave Air-To-Everything Networks

Khaziakhmeov Rustem Rishatovich, ogion20@gmail.com
Russia, USATU, Master student
Session: Stochastic differential equations and inclusions
Title of the talk: Stochastic deterministic Bellman's principle

Khripunov Oleg , qwebsterq0@mail.ru
Russia, Lomonosov Moscow State University,
Session: Probabilistic methods in geometry, analysis and physics
Title of the talk: Boundedness problems of in nonequilibrium statistical physics

Klimentov Sergey Borisovich, sbklimentov@sfedu.ru
Russia, Southern Federal University, Southern Math. Institute VSC RAS, Professor
Session: Probabilistic methods in geometry, analysis and physics
Title of the talk: Stochastic Representations of the Generalize Analytic Functions

Klimentov Dmitrii Sergeevich, dklimentov75@gmail.com
Russia, Southern Federal University, docent
Session: Stochastic analysis
Title of the talk: Stochastic sign of minimal surface

Kocheganov Victor , kocheganov@gmail.com
Russian Federation, Lobachevski State University of Nizhni Novgorod , PhD student
Session: Applied Stochastic Models
Title of the talk: Tandem of queueing systems with cyclic service with prolongations analysis

Kocheganova Maria , rachinskaya.maria@gmail.com
Russia, Lobachevsky State University of Nizhny Novgorod, Assistant
Session: Markov processes and chains
Title of the talk: Limit theorems for the multidimensional Markov chain describing dynamics of a crossroad controlled with a threshold priority algorithm

Koldanov Petr Alexandr, pkoldanov@hse.ru
Russia, NRU Higher School of Economics, associated professor
Session: Mathematical statistics
Title of the talk: Statistical procedures for network structure identification with invariant risk function

Koldanov Alexander Petrovich, akoldanov@hse.ru
Russia, NRU Higher School of Economics, professor
Session: Mathematical statistics
Title of the talk: Optimal statistical statistical procedure for gaussian graphical model selection

Korolev Alexander Vladimirovich, akorolevpro@mail.ru
Russia, Gubkin State University of Oil and Gas, Associate Professor
Session: Probability in industry, construction and ecology
Title of the talk: TBA

Koroleva Yulia Olegovna, koroleva.y@gubkin.ru
Russia, Gubkin State University of Oil and Gas, Associate Professor
Session: Probabilistic methods in geometry, analysis and physics
Title of the talk: TBA

Kozhevin Alexey , allex93@yandex.ru
Russia, Lomonosov Moscow State University, Ph.D. student
Session: Probability and information
Title of the talk: Mutual Information Estimation

Kozyrev Dmitry V., kozyrevdv@gmail.com
Россия, RUDN University, Associate Professor
Session: Applied Stochastic Models
Title of the talk: On sensitivity of reliability models

Krasii Nadezhda Pavlovna, krasnad@yandex.ru
Russia, Don State Technical University, associate professor
Session: Stochastic analysis
Title of the talk: Optimization of quasilinear models with dependent priorities

Kravchenko Ljudmila Vladimirovna, lusya306@yandex.ru
Russian Federation, Azov-Black Sea Engineering Institute of Don State Agrarian University, Docent
Session: Applied Stochastic Models
Title of the talk: Probabilistic modeling of sprinkling processes.

Kudryavtsev Oleg Evgenievich, koe@donrta.ru
Russia, Russian Customs Academy, Rostov branch, Head of the department of informatics and information customs technologies
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Numerical methods for pricing double barrier options under Levy models

Kudryavtsev Evgeniy Vladimirovich, evgkudryavcev@gmail.com
Russia, Lobachevski State University of Nizhni Novgorod, assistant
Session: Markov processes and chains
Title of the talk: Limit theorems for the flow control systems in a class of closed-loop algorithms

Leshchenko Sergey Sergeevich, sslsystemup@yandex.ru
Russia, MSU Faculty of Mechanics and Mathematics, Department of probability theory, Postgraduate
Session: Mathematical statistics
Title of the talk: Generalized optimization problems for testing two composite hypotheses

Lisovskii Dmitrii , dilisovskij@gmail.com
Russia, Steklov Mathematical Institute, Researcher
Session: Optimal procedures
Title of the talk: TBA

Lyahshchenko Tatiana Vladimirovna, t.lyashchenko@tmei.ru
Russia, SFEDU, master student
Session: Probability in industry, construction and ecology
Title of the talk: Mathematical modeling of microbiological oil pollution destruction in the coastal system based of stochastic approach

Lyapin Alexandr Alexandrovich, lyapin.rnd@yandex.ru
Russia, Don State Technical University, Head of Department
Session: Probability in industry, construction and ecology
Title of the talk: The use of spectral analysis from random impact to estimation the state of structures

Lykov Alexander , alekslyk@yandex.ru
Russia, Lomonosov Moscow State University, Researcher
Session: Probabilistic methods in geometry, analysis and physics
Title of the talk: Boundedness problems of in nonequilibrium statistical physics

Magazev Alexey , magazev@mail.ru
Russia, Omsk State Technical University, Associate professor
Session: Applied Stochastic Models
Title of the talk: Markov models of security threats and its deformations

Makarova Alla Viktorovna, allagm@mail.ru
Russian Federation, “Military Educational and Scientific Center of the Air Force “N.E. Zhukovsky and Y.A. Gagarin Air Force Academy” , Senior lecturer
Session: Stochastic differential equations and inclusions
Title of the talk: An existence of solutions for stochastic differential inclusions I

Marinova Irina Viktorovna, i.marinova@tmei.ru
Russia, Taganrog Institute of Management and Economics, Associate Professor
Session: Mathematical statistics
Title of the talk: Application of mathematical statistics methods for solving applied economic problems

Martynov Gennady Vladinirivitch, magevl@gmail.com
Russia, IITP RAS, Senior scientific
Session: Mathematical statistics
Title of the talk: Kramer-von Mises test for gamma distribution family

Mashkov Evgeny Yurievich, mashkovevgen@yandex.ru
Russia, Southwest State University, Senior lecturer
Session: Stochastic differential equations and inclusions
Title of the talk: Singular Stochastic Leontieff type equation in current velocities of solutions

Medvedeva Ekaterina Georgievna, medvedeva-eg@rudn.ru
Russia, RUDN University, assistant
Session: Probability and information
Title of the talk: Modeling the blockage of Line-of-Sight for mmWave communication in the air-to-everything networks

Melikian Margarita Vrezhovna, magaarm@list.ru
Russia, Lomonosov Moscow State University, PhD student
Session: Probabilistic methods in geometry, analysis and physics
Title of the talk: Boundedness problems of in nonequilibrium statistical physics

Melkumova Lana Eduardovna, lana.melkumova@gmail.com
Russia, Mercury Development, Lead software developer
Session: Mathematical statistics
Title of the talk: Simplified PCC and conditional quantile reproducibility

Melnikova Irina Valeryanovna, irina.melnikova@urfu.ru
Russia, Ural Federal University, Professor
Session: Stochastic analysis
Title of the talk: Semigroups related to stochastic problems

Mironenko Georgii Victorovich,
Russia, Expert-Systema, QA Engineer
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On optimal dividend, reinsurance and investment startegies in a diffusion model

Mishkoy Gheorghe Konstantin, gmiscoi@ulim.md
Moldova, Academy of Sciences, Free International University of Moldova, Professor
Session: Applied Stochastic Models
Title of the talk: Polling models with semi-Markov switching

Misyura Valentina Vladimirovna, vvmisyura2011@gmail.com
Russia, Don State Technical University, assistant professor
Session: Probability and information
Title of the talk: Methods of preliminary processing of stochastic processes with neural network modeling

Molchanov Dmitriy Aleksandrovich, molchanov_da@pfur.ru
Russia, RUDN, docent
Session: Markov processes and chains
Title of the talk: BUILDING A MODEL OF TWO TYPES OF TRAFFIC FOR MMWAVE ACCESS POINT

Moskaleva Faina , faina3586@mail.ru
Russia, RUDN University, student
Session: Probability and information
Title of the talk: Two traffic types queue model for mmWave access point

Mozhaev Alexander Mihailovich, alex-mozhaev@mail.ru
Russia, DSTU, Associate Professor
Session: Probabilistic methods in geometry, analysis and physics
Title of the talk: Stochastic Methods in Modelling of Ionosphere

Muromskaya Anastasia Andreevna, anastasia.muromskaya.msu@gmail.com
Russia, Lomonosov Moscow State University, tutor
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On the probability of ruin of a joint-stock insurance company

Nasyrov Farit , farsagit@yandex.ru
Russia, UGATU, professor
Session: Stochastic differential equations and inclusions
Title of the talk: Strong solution of SDE

Naumov Valeriy Arsentievich , valeriy.naumov@pfu.fi
Finland, Service Innovation Research Institute, Annankatu 8A, 00120 Helsinki, Finland, Research Director
Session: Applied Stochastic Models
Title of the talk: Product-form Markovian multi-resource loss systems

Nemchenko Ekaterina , nemchenko_ekaterina@mail.ru
Russia, SPSUACE, Assistant
Session: Stochastic analysis
Title of the talk: Probabilistic methods to construct numerical solutions of ​ the Cauchy problem for systems of quasilinear parabolic equations

Neumerzhitskaia Natalia Vyacheslavovna, neunata@yandex.ru
Russia, DSTU, assistant
Session: Stochastic differential equations and inclusions
Title of the talk: Examples of deflators for deformed processes

Nikitina Alla Valerievna, nikitina.vm@gmail.com
Russia, Southern Federal University, professor
Session: Probability in industry, construction and ecology
Title of the talk: Mathematical modeling of microbiological oil pollution destruction in the coastal system based of stochastic approach

Novikova Svetlana , sv281174@rambler.ru
Russia, MESC AF “N.E. Zhukovsky and Y.A. Gagarin Air Force Academy” (Voronezh), docent
Session: Probability in industry, construction and ecology
Title of the talk: TBA

Pavlov Igor Viktorovich, pavloviv2005@mail.ru
Russia, Don State Technical University, Head of the Department of Higher Mathematics
Session: Stochastic analysis
Title of the talk: Deformed Processes and Their Deflators

Pchelintsev Evgenii Anatolievich, evgen-pch@yandex.ru
Russia, Tomsk State University, Associate Professor
Session: Mathematical statistics
Title of the talk: Model selection method for an adaptive estimation in regression models with non-Gaussian Ornstein-Uhlenbeck noises

Pechersky Eugene Abramovich, pech@iitp.ru
Russia, Institute for Information Transmission Problems, leading researcher
Session: Markov processes and chains
Title of the talk: Some applications of the large deviations to the radiation problems

Perekhodtseva Elvira Victorovna, perekhod@mecom.ru
Russia, RTU MIREA, Ass. Prof.
Session: Probability in industry, construction and ecology
Title of the talk: The development of the stochastic forecast methods of the heavy and dangerous summer precipitation over the territory of North Coucasis.

Perelevskiy Svyatoslav Sergeyevich, slavaperelevskiy@mail.ru
Russia, Tomsk State University, Graduate student
Session: Applied Stochastic Models
Title of the talk: IMPROVED NONPARAMETRIC ESTIMATION OF THE DRIFT IN DIFFUSION PROCESSES

Perevaryukha Andrey Uryevich , temp_elf@mail.ru
Russia, St. Petersburg Institute for Informatics and Automation of the Russian Academy of Sciences, Senior Researcher
Session: Applied Stochastic Models
Title of the talk: Population model of pest Cardiaspina albitextura with stochastic transition to the outbreak phase

Petrova Yulia , yu.pe.petrova@yandex.ru
Russia, SPbSU, Chebyshev Laboratory, Postdoc
Session: Stochastic analysis
Title of the talk: On small ball probabilities for finite-dimensional perturbations of Gaussian processes

Pirko Dmitry Vladimirovich, dmitwl2000@gmail.com
Russia, Don State Technical University, Student
Session: Probability in industry, construction and ecology
Title of the talk: Stochastic modeling of investment and construction project on the basis of intelligent control system

Piterbarg Vladimir Ilich, piter@mech.math.msu.su
Russia, Lomonosov Moscow state university, chief scientist
Session: Limit theorems
Title of the talk: On accompanying measures and asymptotic expansions in limit theorems for maximum of random variables.

Platonova Mariia , mariyaplat@rambler.ru
Russia, PDMI RAS, SPbGU, Chebyshev Laboratory, researcher
Session: Stochastic analysis
Title of the talk: Probabilistic approximations of the Cauchy problem solutions for some evolution equations

Protsenko Sofya Vladimirovna, rab55555@rambler.ru
Россия, Don State Technical University, graduate student
Session: Probabilistic methods in geometry, analysis and physics
Title of the talk: Analysis of turbulent exchange by stochastic analysis methods

Rakhimova Gulnoza Gafurovna, rakhimova_gulnoza@mail.ru
Uzbekistan, National university of Uzbekistan, Aspirant
Session: Mathematical statistics
Title of the talk: Sequential estimation by fixed-width confidence intervals some nonparametric statistics

Rakitko Alexandr Sergeevich, rakitko@gmail.com
Russia, MSU, PhD student
Session: Limit theorems
Title of the talk: Limit theorems in multifactorial dimensionality reduction

Razumchik Rostislav , rrazumchik@gmail.com
Russia, FRC CSC RAS, leading research fellow
Session: Applied Stochastic Models
Title of the talk: TBA

Rodionov Igor Vladimirovich, vecsell@gmail.com
Russia, Lomonosov Moscow State University, senior researcher
Session: Mathematical statistics
Title of the talk: On parametric estimation of distribution tails

Rodochenko Vasily , vrodochenko@gmail.com
Russia, Southern Federal University, PhD student
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On pricing double barrier options in Kou-like models using matrix factorization and Strang splitting.

Rokhlin Dmitry Borisovich, dbrohlin@sfedu.ru
Russia, Southern Federal University, Professor
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Some models of production incentives

Ryadovkin Kirill , kryadovkin@gmail.com
Russia, PDMI RAS, researcher
Session: Branching processes and random walks
Title of the talk: On branching random walks on periodic lattices

Rykov Vladimir V., vladimir_rykov@mail.ru
Russia, RUDN University, Professor
Session: Applied Stochastic Models
Title of the talk: On sensitivity of stochastic models

Rytova Anastasiia Igorevna, nrche@mail.ru
Russian Federation, Lomonosov Moscow State University, Postgraduate
Session: Branching processes and random walks
Title of the talk: Cluster structure in branching walks with heavy tails

Saifutdinova Natalia Anatolievna, saifut25@mail.ru
Russian Federation, Don State Technical University, assistant professor
Session: Optimal procedures
Title of the talk: Some optimization problem in an economic system with the stochastic nature of control actions

Samouylov Konstantin Evgenievich , samuylov-ke@rudn.ru
Russia, Peoples’ Friendship University of Russia (RUDN University), 6 Miklukho-Maklaya St, Moscow 117198, Russia; Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, 44-2 Vavilov St, Moscow 119333, Russia, Head of Department
Session: Applied Stochastic Models
Title of the talk: Product-form Markovian multi-resource loss systems

Schmidt Thorsten , thorsten.schmidt@stochastik.uni-freiburg.de
Germany, University Freiburg, Professor
Session: Applied Stochastic Models
Title of the talk: The valuation of insurance products linked to financial markets

Shamraeva Victoria Victorovna, shamraeva@mail.ru
Russia, , Associate professor
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Research of the structure of a subset of martingale measures satisfying the Weakened Condition of Noncoincidence of Barycenters

Shatskikh Sergey Yakovlevich, s.shatskikh@inbox.ru
Russia, Samara National Research University, Professor
Session: Stochastic analysis
Title of the talk: Conditional distributions corresponding to generalized random fields

Shchetka Ekaterina , shchetka.ekaterina@mail.ru
Russia, St. Petersburg State University, phd student
Session: Stochastic differential equations and inclusions
Title of the talk: On monodromization method

Shiryaeva Ludmila Konstantinovna, Shiryeva_LK@mail.ru
Russia, Samara State University of Economics, asociate professor
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On the extraction of minimal bivariate copula from a one distribution

Shishkina Elina Leonidivna, ilina_dico@mail.ru
Russia, Voronezh State University, Associated professor
Session: Probabilistic methods in geometry, analysis and physics
Title of the talk: Random motions and fractional calculus

Shorokhov Sergey Gennadyevich, shorokhov-sg@rudn.ru
Russia, RUDN University, Senior lecturer
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On some properties of CEV stochastic model and its applications

Shumafov Magomet Mishaust, magomet_shumaf@mail.ru
Russia, Republic of Adygeya, professor
Session: Stochastic differential equations and inclusions
Title of the talk: Stochastic Stability of the Second-Order Differential Equations and Systems

Sidoryakina Valentina Vladimirovna, cvv9@mail.ru
Russia, Taganrog Institute, named after A.P. Chekov – branch of Rostov State University of Economics, Head of the Department of Mathematics
Session: Probability in industry, construction and ecology
Title of the talk: Numerical study of the stochastic model of suspension transport in shallow waters

Sitnik Sergei M., sitnik@bsu.edu.ru
Russia, Belgorod State University, Professor
Session: Probabilistic methods in geometry, analysis and physics
Title of the talk: Special functions in probability problems

Slepov Nikolai Alekseevich, naslepov@mail.ru
Russia, Lomonosov Moscow State University, PhD student
Session: Limit theorems
Title of the talk: On the convergence rate in limit theorems for random sum of random variables.

Smetannikov Daniil , smetannikovdi@yandex.ru
Russia, Ural Federal University, master's degree
Session: Stochastic analysis
Title of the talk: Comparison of approaches to the study of equations for probabilistic characteristics of a random process

Smorodina Nataliia V., smorodina@pdmi.ras.ru
Russia, PDMI RAS, Leading researcher
Session: Markov processes and chains
Title of the talk: Reflecting Levy processes and associated families of linear operators.

Sonin Isaac M, imsonin@uncc.edu
USA, University of North Carolina at Charlotte , Professor
Session: Applied Stochastic Models
Title of the talk: Locks, Bombs and Testing

Sopin Eduard Sergeevich, esopin@sci.pfu.edu.ru
Russia, RUDN University, Associate professor
Session: Applied Stochastic Models
Title of the talk: Approximate analysis of the limited resources queuing system

Stepanova Anastasia , asya_grigor@mail.ru
Russia, AO “NII “Neptun”, Engineer-programmer
Session: Stochastic differential equations and inclusions
Title of the talk: Probabilistic approach to constructing a numerical solution of the Cauchy problem for a system of forward nonlinear parabolic equations

Suchkova Dilara Ayratovna , Dil9ara@rambler.ru
Russia , USATU , Master student
Session: Stochastic differential equations and inclusions
Title of the talk: Construction of the solution of a new version of the stochastic long-wave equation (BBM) with white noise dispersion

Sukhinov Alexander Ivanovich, sukhinov@gmail.com
Russia, Don State Technical University, Head of the Department of Mathematics and Computer Science
Session: Applied Stochastic Models
Title of the talk: Numerical study of the stochastic model of suspension transport in shallow waters

Tappe Stefan , stefan.tappe@math.uni-freiburg.de
Germany, University of Freiburg, Deputy Professor
Session: Stochastic analysis
Title of the talk: Invariant manifolds in scalings of Hilbert spaces

Tikhomirov Alexander Nikolaevich, antikhom51@gmail.com
Russian Federation, Komi SC Ural Division of RAS, principal scientis
Session: Stochastic analysis
Title of the talk: On the normal approximation of maximum of large number of quadratic forms

Tikhov Mikhail Semenovich, tikhovm@mail.ru
Russia, Nizhny Novgorod State University, prof.
Session: Applied Stochastic Models
Title of the talk: Statistical estimation of quantal dose-response curves using the method of stochastic approximation

Tlyachev Vyacheslav Beslanovitch, stvb2006@rambler.ru
Russia, Adyghe State University, Head of department
Session: Stochastic differential equations and inclusions
Title of the talk: Stochastic Stability of the Second-Order Differential Equations and Systems

Tsvetkova Inna Vladimirovna, pilipenkoIV@mail.ru
Russia, Don State Technical University, assistant professor
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: About deformed processes that allow deflators

Tsykin Sergey Victorvich, sergei.tcykin@gmail.com
Russia, SPbGU, PhD student
Session: Stochastic differential equations and inclusions
Title of the talk: The approximation of the solutions of some evolution equations with the help of mathematical expectations of functionals of random walks

Tursunov Gafur Tairovich, tursunovgafur52@gmail.com
Uzbekistan, National university of Uzbekistan, Dosent Department of probability theory
Session: Limit theorems
Title of the talk: Asymptotic behavior of empirical process constructed from a sample of random size

ULYANOV Vladimir Vasilyevich, vladim53@yandex.ru
Russia, HSE, MSU, professor
Session: Limit theorems
Title of the talk: Limit theorems for cycles in generalized random graphs

Uglich Serge Illarionovich, uglitch@inbox.ru
Russia, Don State Technical University, Associate Professor
Session: Optimal procedures
Title of the talk: Minimax Problem in a Task with Priorities

Ushkho Adam Damirovitch, uschho76@rambler.ru
Russia, Adyghe State University, Ass. professor
Session: Stochastic differential equations and inclusions
Title of the talk: Some Problems of Numerical Solution Stochastic Differential Equations and Systems

Vasiliev Vyacheslav Arthurovich, vas@mail.tsu.ru
Russia, Naional Research Tomsk State University, Professor
Session: Mathematical statistics
Title of the talk: Optimal parameter estimation with application to model construction of financial mathematics

Vatutin Vladimir Alekseevich, vatutin@mi.ras.ru
Russia, Steklov Mathematical Institute, Leading Researcher
Session: Branching processes and random walks
Title of the talk: Branching processes in random environment

Vlaskov Grigory Andreevich, vls1958@mail.ru
Russia, DSTU, Associate Professor
Session: Probabilistic methods in geometry, analysis and physics
Title of the talk: Stochastic Methods in Modelling of Ionosphere

Volosatova Tatiana Anatolievna, kulikta@mail.ru
Russia, DSTU, Associate professor
Session: Optimal procedures
Title of the talk: Optimization problem for an objective function with an infinite number of independent priorities

Vostrikova Lioudmila , vostrik@univ-angers.fr
France, University of Angers, Professor
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On the utility maximization for Levy switching models

Yakymiv Arsen Lubomirovich, arsen@mi-ras.ru
Russia, MIAN, leader scientist researcher
Session: Limit theorems
Title of the talk: Limit theorem for multivariate exponential family distributions

Yarovaya Elena , yarovaya@mech.math.msu.su
Russia, Lomonosov Moscow State University, Prof
Session: Branching processes and random walks
Title of the talk: Multipoint Perturbations in Branching Random Walks

Zadorozhniy Vladimir Grigoryevich, zador@amm.vsu.ru
Russia, Voronezh state university, department chair
Session: Stochastic differential equations and inclusions
Title of the talk: On the mathematical expectation of solving a linear system of differential equations with three random coefficients

Zakharov Nikita Vyacheslavovich, punk74@rambler.ru
Russia, Voronezh State Ubnivercity, postgraduate
Session: Stochastic differential equations and inclusions
Title of the talk: On completeness of stochastic flows

Zalygaeva Marina Evgenievna, Zalygaeva@math.vsu.ru
Russia, Voronezh State University, Assistant
Session: Stochastic differential equations and inclusions
Title of the talk: On some applications of mean derivatives to the discription of the motion of viscous incompressible fluids

Zanette Antonino , antonino.zanette@uniud.it
Italy, Department of Economics and Statistics, Associate Professor
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Computing Credit Valuation Adjustment solving coupled PIDEs in the Bates model

Zelentsov Leonid Borisovich, l.zelencov@yandex.ru
Russia, DSTU, professor
Session: Probability in industry, construction and ecology
Title of the talk: Stochastic modeling of investment and construction project on the basis of intelligent control system

Zheltikova Olga Olegovna, ksu_ola@mail.ru
Russia, MESC AF «N.E. Zhukovsky and Y.A. Gagarin Air Force Academy» (Voronezh), associate professor
Session: Stochastic differential equations and inclusions
Title of the talk: On existence of optimal solutions for stochastic differential equations and inclusions

Zhitlukhin Mikhail , mikhailzh@mi-ras.ru
Russia, Steklov Mathematical Institute, Researcher
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Asymptotically optimal strategies in a market model with competition

Zorine Andrei Vladimirovich, zoav1602@gmail.com
Russian Federation, Lobachevsky university of Nizhni Novgorod, professor
Session: Applied Stochastic Models
Title of the talk: Stochastic models of adaptive control processes with conflicting inputs and nonhomogeneous customers

Registration of conference participants

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