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International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
(May 17–22, 2021, online)

International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)

The conference is dedicated to the bicentenary of Pafnuty Lvovich Chebyshev. It is devoted to recent developments in probability theory connected with the interests of P.L. Chebyshev and related fields: the law of large numbers, concentration inequalities, limit theorems and their refinements, etc.

We invite interested researchers to participate in the conference. The format of the conference consists of 25 keynote talks by invited speakers and about 20 contributed talks. The conference will be held online via Zoom.

Registration. Participation in the conference is free of charge, but we ask everyone to fill out a registration form.

Financial support. The conference is supported by the Simons Foundation and the Ministry of Science and Higher Education of the Russian Federation (the grant to the Steklov International Mathematical Center, Agreement no. 075-15-2019-1614).

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Program

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Organizing Committee
Il'dar Ibragimov (Co-chairman)
Albert Shiryaev (Co-chairman)
Alexander Bulinski
Alexey Muravlev
Igor Pavlov
Natal'ya Smorodina
Elena Yarovaya
Pavel Yaskov
Dmitry Zaporozhets
Mikhail Zhitlukhin

Invited speakers
Nicholas Bingham
Sergei Bobkov
Vladimir Bogachev
Alexander Borovkov
Bruno Bouchard
Louis H. Y. Chen
Sergei Demidov
Eugene Feinberg
Friedrich Götze
Jean Jacod
Ioannis Karatzas
Jean-François Le Gall
Peter Mörters
Éric Moulines
Ivan Nourdin
David Nualart
Bernt Øksendal
Shigē Péng
Vladimir Piterbarg
Walter Schachermayer
Martin Schweitzer
Albert Shiryaev
Nizar Touzi
Vladimir Ulyanov
Andrei Zaitsev

Institutions
Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Steklov International Mathematical Center
St. Petersburg Department of Steklov Mathematical Institute of Russian Academy of Sciences
Lomonosov Moscow State University
Don State Technical University, Rostov-on-Don
RUDN University


International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods), online, May 17–22, 2021

May 17, 2021 (Mon)
1. Opening
Valery Kozlov, Dmitry Treschev, Albert Shiryaev
May 17, 2021 10:30–11:00, online
  
2. P. L. Chebyshev – a researcher, a teacher and a scholar
Sergey Demidov
May 17, 2021 11:00–11:50, online
  
3. Mechanisms by Pafnuty Chebyshev: from Watt's problem to the approximation theory
Nikolay Andreev
May 17, 2021 12:00–12:30, online
  
4. Chebyshev-type inequalities and large deviation principles
Alexander Borovkov, Anatoly Mogulskii, Artem Logachev
May 17, 2021 12:40–13:30, online
  
5. Geodesics in random geometry
Jean-François Le Gall
May 17, 2021 15:00–15:50, online
  
6. Conservative diffusions as entropic gradient flows
Ioannis Karatzas
May 17, 2021 16:00–16:50, online
  
7. Trajectorial dissipation and gradient flow for the relative entropy in Markov chains
Walter Schachermayer
May 17, 2021 17:00–17:50, online
  

May 18, 2021 (Tue)
8. Distributional uncertainty of time series measured by nonlinear expectations
Shige Peng
May 18, 2021 10:00–10:50, online
  
9. The fourth moment theorem, in classical and free probabilities
Ivan Nourdin
May 18, 2021 11:00–11:50, online
  
10. SPDEs with space interactions – a model for optimal control of epidemics
Bernt Øksendal
May 18, 2021 12:00–12:50, online
  
11. The life, work and legacy of P. L. Chebyshev
Nicholas Hugh Bingham
May 18, 2021 15:00–15:50, online
  
12. Gaussian fluctuations for spatial averages of the stochastic heat equation
David Nualart
May 18, 2021 16:00–16:50, online
  
13. On refined forms of the central limit theorem
Sergey Bobkov
May 18, 2021 17:00–17:50, online
14. Infinite-dimensional version of Kolmogorov’s second uniform limit theorem
Andrey Zaitsev
May 18, 2021 18:00–18:50, online
  

May 19, 2021 (Wed)
15. A probabilistic approach to the Erdős–Kac theorem for additive functions
Louis H. Y. Chen
May 19, 2021 10:00–10:50, online
  
16. Approximation by infinitely divisible distributions in free probability
Friedrich Götze
May 19, 2021 11:00–11:50, online
  
17. Mean field game of mutual holding
Nizar Touzi
May 19, 2021 12:00–12:50, online
  
18. Dupire-Itô’s formula for C^{0,1} or concave path-dependent functionals and applications
Bruno Bouchard
May 19, 2021 15:00–15:50, online
  
19. Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables
Vladimir Bogachev
May 19, 2021 16:00–16:50, online
  
20. On averaged expected cost control for a class of multidimensional ergodic diffusions
Alexander Veretennikov
May 19, 2021 17:00–17:50, online
  
21. Branching processes with immigration in atypical random environment
Sergey Foss, Dmitry Korshunov, Zbigniew Palmowski
May 19, 2021 18:00–18:30, online
  

May 20, 2021 (Thu)
22. Short Chebyshev-Edgeworth expansions in probability and statistics
Gerd Christoph, Vladimir Ulyanov
May 20, 2021 10:00–10:50, online
  
23. Arbitrage theory without asymmetry
Martin Schweizer
May 20, 2021 11:00–11:50, online
  
24. Testing for the Markov property in a high-frequency setting
Jean Jacod, Ya. Ait-Sahalia
May 20, 2021 12:00–12:50, online
  
25. Competing growth processes with random birth times and random growth rates
Peter Mörters
May 20, 2021 15:00–15:50, online
  
26. Kolmogorov's equations for jump Markov processes and their applications to control
Eugene Feinberg, Albert Shiryaev
May 20, 2021 16:00–16:50, online
  
27. MCMC, Langevin diffusion, and control variates for MCMC
Éric Moulines, A. Durmus
May 20, 2021 17:00–17:50, online
  
28. Martingales with respect to special filtration
Alexander Gushchin
May 20, 2021 18:00–18:30, online
  
29. Local times of conditional random walks and Galton-Watson branching processes
Valeriy Afanasyev
May 20, 2021 18:30–19:00, online
  

May 21, 2021 (Fri)
30. High excursion probabilities for Gaussian fields given on smooth manifolds
Vladimir Piterbarg
May 21, 2021 10:00–10:50, online
  
31. Stochastic fluctuations and flows in large particle systems
Vadim Malyshev, Alexander Lykov, Margarita Melikyan, Andrey Zamyatin
May 21, 2021 11:00–11:50, online
  
32. Large dimension Gaussian models for knowledge representation; a wavelet neural network scheme for supervised and unsupervised learning
Manuel Esquível, Nadezhda Krasii
May 21, 2021 12:00–12:30, online
  
33. Finite memory time and anisotropy effects for initial magnetic energy growth in the turbulent flow
Egor Illarionov, Dmitry Sokoloff
May 21, 2021 12:30–13:00, online
  
34. Large time behavior of diffusion processes and a class of non-standard boundary value problems
Leonid Koralov
May 21, 2021 15:00–15:50, online
  
35. Moment analysis for the limit field structure of stochastic evolutionary systems
Elena Yarovaya
May 21, 2021 16:00–16:30, online
  
36. Strong approximation for unreliable Jackson networks and statistical applications
Elena Bashtova, Elena Lenena
May 21, 2021 16:30–17:00, online
  
37. A diffusion approximation of a repeated prediction game
Mikhail Zhitlukhin
May 21, 2021 17:00–17:30, online
  
38. Stochastic analysis on the groups of diffeomorphisms and viscous hydrodynamics
Yuri Gliklikh
May 21, 2021 17:30–18:00, online
  
39. Deep learning and stochastic mean-field control for a neural network model
Nacira Agram, Bernt Øksendal, Azzeddine Bakdi
May 21, 2021 18:00–18:30, online
  

May 22, 2021 (Sat)
40. On maximal inequalities for Ornstein-Uhlenbeck processes with jumps
Alex Novikov, Nino Kordzakhia
May 22, 2021 10:00–10:30, online
  
41. Asymptotic behavior of an infinite system of interacting particles
Anatoly Manita, Valeriya Ignatovskay
May 22, 2021 10:30–11:00, online
  
42. Asymptotic analysis of the distribution of the sojourn time for a random walk above a receding boundary
Igor Borisov, Evgeniy Shefer
May 22, 2021 11:00–11:30, online
  
43. Problems for colorings of sparse random hypergraphs
Dmitry Shabanov, Daniil Tiapkin, Pavel Zakharov
May 22, 2021 11:30–12:00, online
  
44. Maximum principle with pathwise cost functional for stochastic differential equations
Farit Nasyrov
May 22, 2021 12:00–12:30, online
  
45. Joint stationary distributions of two-dimensional Markov chains with discrete finite state space
Rostislav Razumchik
May 22, 2021 12:30–13:00, online
  
46. Large deviation limits of invariant measures
Anatoly Puhalskiii
May 22, 2021 15:00–15:30, online
  
47. Recurrence properties of Markov chains and semigroups
Michael Blank
May 22, 2021 15:30–16:00, online
  
48. Regularization by noise for PDEs: a stochastic sewing approach
Oleg Butkovsky
May 22, 2021 16:00–16:30, online
  
49. Closing
May 22, 2021 16:30–17:00, online
  
 
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