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Advances in Stochastic Analysis
(September 3–5, 2014, Room 309, Shabolovka st. 28, Moscow)

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Website: http://lsa.hse.ru/en/moscow2014

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Institutions
Research laboratory in Predictive Modeling and Optimization at PhysTech (PreMoLab), Moscow
National Research University "Higher School of Economics", Moscow


Advances in Stochastic Analysis, Moscow, September 3–5, 2014

September 3, 2014 (Wed)
1. Global limit theorems and their applications
S. A. Molchanov
September 3, 2014 10:00–11:30, Moscow, Room 309, Shabolovka st. 28
  
2. On embedding of processes
A. A. Gushchin
September 3, 2014 12:00–12:45, Moscow, Room 309, Shabolovka st. 28
  
3. Statistical Skorohod embedding problem and its generalizations
D. V. Belomestny
September 3, 2014 12:45–13:30, Moscow, Room 309, Shabolovka st. 28
  
4. Linear and Conic Programming Approaches to High-Dimensional Errors-in-variables Models
A. Tsybakov
September 3, 2014 15:00–16:30, Moscow, Room 309, Shabolovka st. 28
  
5. Robustness of likelihood estimators for diffusions via rough paths
H. Mai
September 3, 2014 17:00–17:45, Moscow, Room 309, Shabolovka st. 28
  

September 4, 2014 (Thu)
6. On some singular McKean-Vlasov particle systems arising in Neurosciences: existence, uniqueness, propagation of chaos, means field limits
D. Talay
September 4, 2014 10:00–11:30, Moscow, Room 309, Shabolovka st. 28
  
7. On Poisson equation with potential
A. Yu. Veretennikov
September 4, 2014 12:00–12:45, Moscow, Room 309, Shabolovka st. 28
  
8. The Landau Equation for Maxwellian molecules and the Brownian Motion on SO_R(N)
S. Menozzi
September 4, 2014 12:45–13:30, Moscow, Room 309, Shabolovka st. 28
  

September 5, 2014 (Fri)
9. Asymptotic Error Rates in Quantum Hypothesis Testing
M. Nussbaum
September 5, 2014 10:00–11:30, Moscow, Room 309, Shabolovka st. 28
  
10. Mermin-Wagner theorem and Dobrushin-Lanford-Ruelle (DLR) equations in quantum statistics and quantum gravity
M. Ya. Kelbert
September 5, 2014 12:00–12:45, Moscow, Room 309, Shabolovka st. 28
  
11. Parametric estimation for Random Walk in Random environment (RWRE) and DNA unzipping
D. Loukianova
September 5, 2014 12:45–13:30, Moscow, Room 309, Shabolovka st. 28
  
12. Supervised classification of Cox processes
Q. Paris
September 5, 2014 15:00–15:45, Moscow, Room 309, Shabolovka st. 28
  
13. Maximal deviation distribution for the projection estimates of Levy densities
V. A. Panov
September 5, 2014 15:45–16:30, Moscow, Room 309, Shabolovka st. 28
  
14. Construction of the sharp confidence bands using multiplier bootstrap
V. G. Spokoiny
September 5, 2014 17:00–17:45, Moscow, Room 309, Shabolovka st. 28
  
 
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