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International Symposium "Visions in Stochastics (Leaders and their Pupils)"
(November 1–3, 2010, Moscow)

International Symposium "Visions in Stochastics" will be held in Steklov Mathematical Institute (Department of Probability) during November 1–3, 2010, with participation of representatives from UK, Germany, Russia, Finland, France, Tunis, Ukraine. The program provides 50-minutes plenary talks, 20-minutes contributed talks and poster presentations.

Website: http://www.mi.ras.ru/conf/2010/poster1.pdf

Organizing Committee
Shiryaev Albert Nikolaevich
Muravlev Alexey Anatol'evich
Tolozova Tatyana Borisovna

Organisations
Steklov Mathematical Institute of Russian Academy of Sciences, Moscow


International Symposium "Visions in Stochastics (Leaders and their Pupils)", Moscow, November 1–3, 2010

November 1, 2010
1. Opening ceremony of the symposium "Visions in Stochastics"
A. N. Shiryaev
November 1, 2010 09:45, Moscow
A. N. Shiryaev
  
Opening ceremony of the symposium “Visions in Stochastics”
V. V. Kozlov
November 1, 2010 09:45, Moscow
V. V. Kozlov
  
2. Lévy driven financial models
E. Eberlein
November 1, 2010 10:00, Moscow
E. Eberlein
  
3. Mathematical finance and mathematics from finance
Yu. Kabanov
November 1, 2010 11:00, Moscow
Yu. Kabanov
  
4. Evolution equation associated with the power of the Gross Laplacian
H. Ouerdiane
November 1, 2010 12:10, Moscow
H. Ouerdiane
  
5. On the martingale property of exponential local martingales
M. Urusov
November 1, 2010 13:00, Moscow
M. Urusov
  
6. Branching processes in random environment: sudden death versus slow extinction
V. Vatutin
November 1, 2010 15:00, Moscow
V. Vatutin
  
7. Pricing by hedging and noarbitrage beyond semimartingales
T. Sottinen
November 1, 2010 16:00, Moscow
T. Sottinen
  
8. On short-time asymptotics of one-dimensional Harris flows
A. Shamov
November 1, 2010 16:20, Moscow
A. Shamov
  
9. On the distributional properties of the ratio of the Brownian motion and its maximum
A. Muravlev
November 1, 2010 16:40, Moscow
A. Muravlev
  

November 2, 2010
10. On weak solutions of backward stochastic differential equations
H.-J. Engelbert
November 2, 2010 10:00, Moscow
H.-J. Engelbert
  
11. Branching random walks in the non-homogeneous and random media
E. Yarovaya
November 2, 2010 11:00, Moscow
E. Yarovaya
  
12. A duality principle for the Legendre transform and Nash equilibrium
G. Peskir
November 2, 2010 12:10, Moscow
G. Peskir
13. Limit distribution arising in critical branching random walk
E. Vl. Bulinskaya
November 2, 2010 13:00, Moscow
E. Vl. Bulinskaya
  
14. Stochastic delay differential equations
U. Küchler
November 2, 2010 15:00, Moscow
U. Küchler
  
15. Numerical methods for the Lévy LIBOR model
A. Papapantoleon
November 2, 2010 16:00, Moscow
A. Papapantoleon
  
16. One-dimensional stochastic differential equations with generalized and singular drift
S. Blei
November 2, 2010 16:20, Moscow
S. Blei
  
17. Arbitrage theory under small transaction costs
J. Grèpat
November 2, 2010 16:40, Moscow
J. Grèpat
  

November 3, 2010
18. Some aspects of fractional Brownian motion
E. Valkeila
November 3, 2010 10:00, Moscow
E. Valkeila
  
19. CLT for the excursion sets of random fields
A. Bulinskii
November 3, 2010 11:00, Moscow
A. Bulinskii
  
20. The analysis of stochastic flows
A. Dorogovtsev
November 3, 2010 12:10, Moscow
A. Dorogovtsev
  
21. Fractional Lévy processes as a result of compact interval integral transformation
H. Tikanmäki
November 3, 2010 13:00, Moscow
H. Tikanmäki
  
22. Approximate hedging of contingent claim under transaction costs in GFBM model
E. Azmoodeh
November 3, 2010 15:00, Moscow
E. Azmoodeh
  
23. A universal signal process for optimal and singular control
J. Sexton
November 3, 2010 15:20, Moscow
J. Sexton
  
24. Information process, credit risk and enlargement of filtration
M. Bedini
November 3, 2010 15:40, Moscow
M. Bedini
  
25. Efficient parameter estimation for stochastic differential equations with jumps
H. Mai
November 3, 2010 16:20, Moscow
H. Mai
  
26. An invariance principle for boundary measure of Gaussian excursion sets
A. Shashkin
November 3, 2010 16:40, Moscow
A. Shashkin
  
27. Closing ceremony of the symposium “Visions in Stochastics”
A. N. Shiryaev
November 3, 2010 17:00, Moscow
A. N. Shiryaev
  
 
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