List of reports

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

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

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

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)

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.

Bogacheva M.N., Zelentsov L.B., Triputa I.G.
Stochastic analysis of adaptive organizational and technological models in management of ICP

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

Danekyants A.G., Neumerzhitskaia N.V.
Generalization of a result on the existence of weakly interpolating martingale measures

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.

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

Grigorova Miryana miryana_grigorova@yahoo.fr
Doubly Reflected BSDEs and Non-Linear Dynkin Games: beyond right-continuity

Gushchin A.A. gushchin@mi.ras.ru
Joint distributions of increasing processes and their compensators, single jump martingales, and the Skorokhod embedding

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

Lépinette Emmanuel. emmanuel.lepinette@ceremade.dauphine.fr
Pricing without martingale measure

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

Misyura V.V.
Application of online teaching methods for predicting the flow of events in stochastic models with uncertain parameters

Nasyrov F.S.
A deterministic approach to stochastic maximum principle

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

Pavlov I.V., Tsvetkova I.V.
Ranking of variables in order of their smallness when solving systems of inequalities for finding weakly interpolating martingale measures

Pavlov I.V., Uglich S.I.
Study of maximum points of the objective function of a quasi-linear system with priorities and the minimax problem

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.

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

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

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

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.

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

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

Ulyanov V.V.
Non-asymptotic bounds for the closeness of Gaussian measures of the balls

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

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

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

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

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

Yuri Kabanov ykabanov@univ-fcomte.fr
TBA

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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