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Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»
(December 28–29, 2015, Steklov mathematical institute, Moscow)

 Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics», Moscow, December 28–29, 2015 December 28, 2015 1. OpeningA. N. ShiryaevDecember 28, 2015 09:00–09:30, Moscow, Steklov mathematical institute 2. Asymptotic optimality in Bayesian quickest changepoint detection revisitedA. TartakovskyDecember 28, 2015 09:30–10:15, Moscow, Steklov mathematical institute 3. Sequential estimation of Gaussian random walk first-passage time from correlated observationsM. BurnashevDecember 28, 2015 10:15–11:00, Moscow, Steklov mathematical institute 4. On misspecification in regularity and properties of estimatorsYu. KutoyantsDecember 28, 2015 11:15–12:00, Moscow, Steklov mathematical institute 5. The $\epsilon$-complexity of continuous maps and some its ApplicationsB. S. DarhovskyDecember 28, 2015 12:00–12:45, Moscow, Steklov mathematical institute 6. Exact distribution of the generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setupA. PolunchenkoDecember 28, 2015 14:00–14:45, Moscow, Steklov mathematical institute 7. Some aspects of systemic riskYu. KabanovDecember 28, 2015 14:45–15:30, Moscow, Steklov mathematical institute 8. Financial models in actuarial mathematicsV. NovikovDecember 28, 2015 15:45–16:30, Moscow, Steklov mathematical institute December 29, 2015 9. Conditional expectations and the pouring of water from full cups to empty onesI. Sonin, S. A. MolchanovDecember 29, 2015 09:30–10:15, Moscow, Steklov mathematical institute 10. On pathwise approach to optimal switching problemsYu. HinzDecember 29, 2015 10:15–11:00, Moscow, Steklov mathematical institute 11. Best-choice game with incomplete informationV. MazalovDecember 29, 2015 12:00–12:45, Moscow, Steklov mathematical institute 12. On tail probabilities for modified Kolmogorov–Smirnov (KS) statisticN. KordzakhiaDecember 29, 2015 12:00–12:45, Moscow, Steklov mathematical institute