Тезисы докладов, присланные в оргкомитет

Submitted abstracts

Rusev V.N., Skorikov A. V. (Moscow, Russia). Renewal function for Weibull - Gnedenko underlying lifetime distribution and operating costs management strategy

Rykov V.V., Kozyrev D.V. (Moscow, Russia). To problems of sensitivity of stochastic models

Gliklikh Yu.E. (Voronezh, Russia). Investigation of completeness of stochastic flows, generated by equations with current velocities

Tikhov M.S. (Nizhni Novgorod, Russia). Fourier method for recursive estimation of distribution function in dose-effect relationship

Holevo A. S. (Moscow, Russia). Quantum dynamical semigroups: nonstandard generators, stochastic representations

Belopolskaya Ya.I. (St. Petersburg, Russia). Systems of forward and backward nonlinear Kolmogorov equations

Mashkov E.Yu. (Kursk, Russia). On solvability of singular stochastic Leontieff type equation with impulse action II

Nikitina A.V. (Rostov-on-Don, Russia), Semenyakina A.A. (Taganrog, Russia). Modeling of production and destruction phytoplankton processes in shallow water based on stochastic approach

Chistyakov A.E. (Rostov-on-Don, Russia). Stochastic modeling of turbulent flows in coastal system on supercomputer

Pchelintsev E.A., Perelevskiy S.S. (Tomsk, Russia). Estimation of the drift coefficient in diffusion processes

Tikhomirov A. N. (Syktyvkar, Russia). Local Limit Theorems for Random Matrices

Vasiliev V.A. (Tomsk, Russia). Optimal parameter estimation of an autoregression by observations with additive noise

Yakymiv A.L. (Moscow, Russia). Multivariate regular variation and multiple power series distributions

Eberlein E. (Freiburg, Germany). Multiple curve interest rate modelling allowing for negative rates

Pechersky E.A. (Moscow, Russia). Large Deviations for a class of Markov Processes

Shishkova A.A. (Tomsk, Russia). Hedging problem for the asian option

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

Rakhimova G.G. (Tashkent, Uzbekistan). Sequential estimation of functionals of an unknown distribution function by fixed-width confidence intervals

Donchev D.S. (Sofia University, Bulgaria). Exit Probability Levels of Diffusion Processes

Smorodina N.V. (Sankt-Petersburg, Russia). Approximation of an evolution operator by
mathematical expectations of functionals of Poisson random fields

Platonova M.V., Ryadovkin K.S. (Saint Petersburg, Russia). A branching random walk on graphene lattice

Bulinski A.V. (Moscow, Russia). Asymptotic behavior of entropy estimates

Sahar Albosaily, Serguei Pergamenshchikov (Rouen, France). Optimal investment and consumption for Ornstein–Uhlenbeck spread financial markets with power utility

Korolev A.V. (Mosow,Russia). On nonuniform averages of stohastic flows in the ergodic theorem

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

Karachanskaya E.V. (Khabarovsk, Russia). Modeling of dynamics for stochastic system with probability 1

Shiryaeva L.K. (Samara, Russia). On properties of Grubbs’ statistics in case of normal sample with outlier

Afanasyev V.I. (Moscow, Russia). Boundary problems for a random walk in a random environment

Shorokhov S.G. (Moscow, Russia). On option prices in some local volatility models

Esquível M. L. (New University of Lisbon, Portugal). From an Ordinary Differential Equation Model to an Open Population Markov Chain Model, via Stochastic Differential Equations; models for HIV infection in individuals and populations

Asylgareev A.S. (Ufa, Russia). On comparison of solutions of stochastic differential equations driven by multidimensional Wiener process

Koroleva Y.O., Korolev A.V. (Moscow, Russia). On a hydrodynamic problem in a domain with random roughness

Alekseeva U.A. (Ekaterinburg, Russia). On a connection between a Brownian sheet and a Q-Wiener and a cylindrical Wiener processes

Ivanov D.V. (Moscow, Russia). The problems of reachability of the conditional bounds of independent random variables' expected maxima processes

Dupire B. (New York, USA) Functional Ito Calculus and Characterization of Attainable Claims

Ievlev P.N. (Saint-Petersburg, Russia). Probabilistic representation of the Cauchy problem solution for the multidimensional Schrödinger equation

Martynov G.V. (IITP RAS, Moscow, Russia). Notes on the Cramér-von Mises test with estimated parameters

Barbu V. S., Beltaief S., Pergamenshchikov S. (LMRS, University of Rouen Normandy, France). Robust adaptive efficient estimation for a semi-Markov continuous time regression from discrete data

Lisovskii D. I. (Moscow, Russia). Sequential hypothesis testing problem for stationary Gauss-Markov processes

Shamraeva V.V. (Moscow, Russia). Some models of the financial market with an infinite number of buyers of shares

Bovkun V.A. (Ekaterinburg, Russia). The connection between infinite-dimensional stochastic problems and deterministic problems for probabilistic characteristics

Kadomtsev M.I. Lyapin A.A. (Rostov-on-Don, Russia) Stochastic methods of analysis of nonstationary signals in structure health monitoring

Sukhinov A.I. (Rostov-on-Don, Russia), Sidoryakina V.V. (Taganrog, Russia). Combined stochastic models of sediment transport and multicomponent suspension of coastal systems

Makarova A.V. (Voronezh, Russia). Stochastic differential inclusions with current velocities having decomposable right-hand sides

Zhitlukhin M.V. (Steklov Mathematical institute, Moscow, Russia). Borovkov K.A. On the maximum of discretely sampled fractional Brownian motion with small Hurst parameter

Vlaskov G.A., Sherbakov V.N.} (Rostov-on-Don, Russia). A probabilistic approach to assessing the reliability of the boiler equipment of TPPs with low-inertia systems for monitoring the quality of the coolant

Rokhlin D.B. (Southern Federal University, Rostov-on-Don, Russia). Q-learning in a stochastic Stackelberg game

Chub E.G. (Rostov-on-Don, Russia). Synthesis of a stochastic controllable information-measuring complex

Misyura V.V. (Rostov-on-Don, Russia). Application of online teaching methods for predicting the flow of events in stochastic models with uncertain parameters

Grigorova, Miryana (Bielefeld University). Doubly Reflected BSDEs and Non-Linear Dynkin Games: beyond right-continuity

Lepinette E., Baptiste J., Carassus L. (Paris, France). Pricing without martingale measure

Danekyants A.G., Neumerzhitskaia N.V. (Rostov-on-Don, Russia). Generalization of a result on the existence of weakly interpolating martingale measures

Pavlov I.V., Tsvetkova I.V. (Rostov-on-Don, Russia). 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. (Rostov-on-Don, Russia). Investigation of maximum points of the objective function of a quasi-linear system with priorities and the minimax problem

Gushchin A.A. (Moscow, Russia). Joint distributions of increasing processes and their compensators, single jump martingales, and the Skorokhod embedding

Nasyrov F.S. (Ufa, Russia). A deterministic approach to stochastic maximum principle

Bogacheva M.N., Zelentsov L.B., Triputa I.G. (Ростов-на-Дону, Россия). Stochastic analysis of adaptive organizational and technological models in management of ICP

Ulyanov V.V. (Moscow, Russia). Non-asymptotic bounds for the closeness of Gaussian measures of the balls