List of reports

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

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

Alexander Bendikov bendikov@math.uni.wroc.pl
Heat kernel bounds for isotropic-like Markov semigroup on ultra-metric spaces

BELTAIEF SLIM SLIM beltaiefslim@hotmail.fr
Robust adaptive efficient estimation for semi-Markov nonparametric regression models

Barbu Vlad Stefan barbu@univ-rouen.fr
Robust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data (joint work with Slim Beltaief zand Serguei Pergamenshchikov)

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

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.

Gordon Alexander Yakovlevich aygordon@uncc.edu
Imperfectly grown periodic medium and its spectral properties

Grigorova Miryana miryana_grigorova@yahoo.fr
American options in non-linear constrained market with default

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

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

L├ępinette Emmanuel. emmanuel.lepinette@ceremade.dauphine.fr
TBA (a priori random set conditioning and applications in finance)

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

Novikov Alexander alex.prob@hotmail.com
Pricing of high-dimensional financial derivatives

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.

Serguei Pergamenchtchikov Serge.Pergamenchtchikov@univ-rouen.fr
The ruin problem for the Levy financial markets

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

Sonin Isaac M imsonin@uncc.edu
Markov Chain Tree Theorem and its Applications

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

Turova Schmeling Tatyana Sergeevna tatyana@maths.lth.se
Phase Transitions in Geometric Random Graphs

Veretennikov Alexander Yurievich a.veretennikov@leeds.ac.uk
On McKean-Vlasov equations

Vostrikova Lioudmila Yurevna vostrik@univ-angers.fr
Ruin problem for Levy processes with investments

Wojciech Cygan Wojciech.Cygan@math.uni.wroc.pl
Poisson statistic of eigenvalues of hierarchical Laplacian

Yuri Kabanov ykabanov@univ-fcomte.fr
TBA

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