Submitted abstracts

Afanasyev V.I. (Moscow, Russia). Functional limit theorems for decomposable branching processes with two particle types.

Alymova E.V., Kudryavtsev O.E. (Rostov-on-Don, Russia). Neural networks usage of financial time series prediction.

Barbu V.S., Beltaief S., Pergamenshchikov S. (LMRS, University of Rouen Normandy, France). Oracle inequalities and robust adaptive efficient estimation for continuous time semi-Markov regression models from continuous or discrete data.

Belopolskaya Ya.I. (Sankt-Petersburg, Russia). A probabilistic interpretation of the MHD-Burgers system as a system of nonlinear forward Kolmogorov equations.

Belova Y.V. (Rostov-on-Don, Russia), Nikitina A.V., Filina A.A. (Taganrog, Russia). The statistical processing of field data for studying nutrient pollution of a shallow water by river flows when modeling its ecological state.

Bordag L.A. (Zittau, Germany). Optimization problem for a portfolio with an illiquid asset in the case of an exponential utility function.

Chernovolov V.A. (Zernograd, Russia), Kravchenko L.V. (Rostov-on-Don, Russia), Nikitina A.V. (Taganrog, Russia), Litvinov V.N. (Zernograd, Russia). Probabilistic modeling of sprinkling processes.

Chistyakov A.E., Protsenko S.V. (Rostov-on-Don, Russia). The investigation of turbulent exchange by methods of stochastic analysis.

Chub E.G., Pogorelov V.A. (Rostov-on-Don, Russia). On some solution of the problem of optimal control of nonlinear stochastic systems based on the use of information criteria.

Danekyants A.G., Neumerzhitskaia N.V. (Rostov-on-Don, Russia). On rational and irrational interpolating martingale measures.

Dimitrov D.V. (Moscow, Russia). Statistical estimation of the Kullback-Leibler divergence.

Donchev D.S. (Sofia, Bulgaria). Asymptotic solutions to the inverse Shiryaev's problem.

Doobko V.A. (Kiev, Ukraine). Natural invariants and elements of a stochastic mechanics.

Dyakonova E.E., Vatutin V.A. (Moscow, Russia). Evolution of a weakly subcritical branching process in random environment: population size at the initial stage.

Esquível M.L. (FCT NOVA, UNL, Portugal). On a Stochastic Model for a Cooperative Banking Scheme for Microcredit.

Fedotkin M.A., Zorine A.V. (Nizhni Novgorod, Russia). Stochastic models for adaptive control processes for conflicting flows of nonhomogeneous customers.

Filina A.A. (Taganrog, Russia), Nikitina A.V. (Taganrog, Russia), Lyashchenko T.V. (Taganrog, Russia), Kravchenko L.V. (Zernograd, Russia). Mathematical modeling of microbiological destruction of oil pollution in coastal system based on the stochastic approach.

Formanov Sh.K. (Tashkent, Uzbekistan), Presman E.L. (Moscow, Russia). On one modification of the conditions of Lindeberg and Rotar'.

Gagarin Yu.E., Stepovich M.A. (Kaluga, Russia). Interval estimation of the probability of error in the classification of objects with stochastic data.

Ganzhur M.A., Romanov D.L., Borisenko I.M., Kobylko A.E. (Rostov-on-Don, Russia) Simulation of systems using fuzzy dual Petri nets.

Gliklikh Yu.E. (Voronezh, Russia). Stochastic equations with current velocities and osmotic velocities (mean detrivatives).

Gushchin A.A. (Moscow, Russia). The joint law of the maximum and terminal value of a max-continuous local submartingale.

Karachanskaya E.V. (Khabarovsk, Russia). Construction of a continuum of automorphic functions in n-dimensional (n ≥ 2) space.

Kocheganov V.M. (Nizhny Novgorod, Russia). Tandem of queueing systems with cyclic service with prolongations analysis.

Kocheganova (Rachinskaya) M.A. (Nizhni Novgorod, Russia). Limit theorems for a multidimensional Markov chain as a model of a queueing system controlled with a threshold-priority algorithm with prolongations.

Kozhevin A.A. (Moscow, Russia). An information theory-based approach to feature selection.

Krasii N.P., Pavlov I.V. (Rostov-on-Don, Russia). Generalization of the model with priorities.

Kudryavtsev E.V. (Nizhny Novgorod, Russia). Limit theorems for the flow control systems in a class of closed-loop algorithms.

Kudryavtsev O.E. (Rostov-on-Don, Russia). On approaches to pricing European and American lookback options.

Kudryavtsev O.E., Rodochenko V.V. (Rostov-on-Don, Russia). On non-parametric calibration scheme for CGMY model on cryptocurrency markets by means of a Gaussian process regression.

Kuznetsov D.F. (Saint-Petersburg, Russia). Strong approximation of iterated Ito and Stratonovich stochastic integrals.

Kuznetsov K.S. (Saint-Petersburg, Russia). Weighted average price management of manufacturer realization on commodity exchanges with predetermined volume of sales.

Lépinette Emmanuel (Dauphine University, Paris). Conditional cores and conditional convex hulls of random sets.

Lykov A.A., Malyshev V.A., Melikian M.V. (Moscow, Russia). Stability problems for infinite linear chains.

Makarova A.V., Gorlov V.A. (Voronezh, Russia). Stochastic differential inclusions with forward mean derivatives with special right-hand sides.

Martynov G.V. (IITP RAS, Moscow, Russia). New Cramer-von Mises multivariate uniformity test for large dimensions.

Melkumova L.E. (Samara, Russia). Simplified PCC and conditional quantile reproduciblity.

Nasyrov F.S. (Ufa, Russia). On strong solutions of stochastic differential equations.

Naumov V.A. (Helsinki, Finland), Gaidamaka Yu.V. (Moscow, Russia), Samouylov K.E. (Moscow, Russia). Product-form Markovian multi-resource loss systems.

Pavlov I.V., Tsvetkova I.V. (Rostov-on-Don, Russia). Interpolating deflators and interpolating martingale measures.

Perevaryukha A.Yu. (Saint-Petersburg, Russia). Population model of pest with stochastic transition to the outbreak phase.

Platonova M.V., Tsykin S.V. (Saint Petersburg, Russia). On probabilistic approximations of the Cauchy problem solution for higher order Schrödinger equations.

Rajeev B. (Indian Statistical Institute, Bangalore Centre, India) and Tappe S. (University of Freiburg, Germany). Invariant manifolds in scalings of Hilbert spaces.

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

Razumchik R.V. (Moscow, Russia). Stationary sojourn time distribution in the M/GI/2/∞ non-preemptive LIFO queue with resampling.

Rodionov I.V. (V.A. Trapeznikov Institute of Control Sciences RAS, Moscow, Russia). Parameter estimation of distribution tails.

Rokhlin D.B. (Southern Federal University, Rostov-on-Don, Russia). An analysis of some incentive mechanisms in multi-agent systems.

Ryadovkin K.S. (Saint Petersburg, Russia). On branching random walks on periodic lattices.

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

Rytova A.I. (Moscow, Russia). Branching walk with an infinite number of initial particles and heavy tails.

Saifutdinova N.A., Butko D.A., Saifutdinova S.S. (Rostov-on-Don, Russia). Algorithm for calculating the reliability of the water supply network, taking into account equipment wear.

Schmidt T. (Freiburg, Germany). The valuation of insurance products linked to financial markets.

Shiryaeva L.K. (Samara state university of economics, Russia). On rotated versions of the three-parameter Grubbs copula.

Shumafov M. M. (Maykop, Republic of Adygea, Russia), Tlyachev V.B. (Maykop, Republic of Adygea, Russia). Stochastic Stability of the Second-Order Differential Equations and Systems.

Smorodina N.V. (St.Petersburg, Russia). A construction of reflecting Lévy processes.

Slepov N.A. (Moscow, Russia). Some upper bounds in limit theorems for random sums of random variables.

Sopin E.SC., Ageev K.A., Samouylov K.E. (Moscow, Russia). Effective algorithms for stationary characteristics evaluation of queuing systems with limited resources.

Stepovich M.A., Seregina E.V., Turtin D.V. (Kaluga, Ivanovo, Russia). On some aspects of correctness and stochastic features of mathematical models of diffusion and cathodoluminescence in semiconductors.

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

Sukhinov A.I. (Rostov-on-Don, Russia), Sidoryakina V.V. (Taganrog, Russia), Protsenko S.V. (Rostov-on-Don, Russia). Numerical investigation of stochastic model of suspension transport in coastal systems.

Tikhov M.S., Grishin V.A. (NNSU, Nizhny Novgorod, Russia). A simple bias reduction method in nonparametric distribution function estimation.

Tursunov G.T. (Tashkent, Uzbekistan). The asymptotic behavior of the empirical characteristic process constructed by sample with random size.

Ulyanov V.V. (Moscow, Russia), Christoph G. (Magdeburg, Germany), Monakhov M.M. (Moscow, Russia). Asymptotic expansions for the distributions of statistics with random sample size.

Volosatova T.A., Pavlov I.V., Uglich S.I. (Rostov-on-Don, Russia). Minimax Problem in a Task with Priorities.

Vostrikova L. (Angers, France). On the Ruin Problem with Investment when the Risky Asset is a Semimartingale.

Yakymiv A.L. (Moscow, Russia). Moment asymptotics of a number of cycles in a random A-permutation.

Yarovaya E.B. (Moscow, Russia). Large deviations and asymptotic behavior of stochastic evolutionary systems.

Zadorozhniy V.G. (Voronezh, Russia). About the expectation of solution a linear system of differential equations with three random coefficients.

Zhitlukhin M.V. (Moscow, Russia). Asymptotically optimal strategies in linebreak a market model with competition.