School on Stochastics and Financial Mathematics
(September 6–11, 2015, Olympic Village, Sochy)

Website: http://sf2015.mi.ras.ru RSS: Organizing Committee Shiryaev Albert Nikolaevich Kabanov Yurii Mikhailovich Muravlev Alexey Anatol'evich Zhitlukhin Mikhail Valentinovich Institutions Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

School on Stochastics and Financial Mathematics, Sochy, September 6–11, 2015
	September 7, 2015 (Mon)
1.	The arbitrage theory: finishing touches. Lecture 1 Yu. M. Kabanov September 7, 2015 14:30–15:30, Sochy, Olympic Village
2.	The arbitrage theory: finishing touches. Lecture 2 Yu. M. Kabanov September 7, 2015 15:30–16:30, Sochy, Olympic Village
3.	Computational tensor methods in multidimensional stochastic problems. Lecture 1 I. V. Oseledets September 7, 2015 17:00–18:00, Sochy, Olympic Village
4.	Computational tensor methods in multidimensional stochastic problems. Lecture 2 I. V. Oseledets September 7, 2015 18:00–19:00, Sochy, Olympic Village
	September 8, 2015 (Tue)
5.	Utility-based methods in Mathematical Finance. Lecture 1 D. O. Kramkov September 8, 2015 09:00–10:00, Sochy, Olympic Village
6.	Utility-based methods in Mathematical Finance. Lecture 2 D. O. Kramkov September 8, 2015 10:00–11:00, Sochy, Olympic Village
7.	A functional limit theorem and numerical approximation for irregular SDEs. Lecture 1 M. A. Urusov September 8, 2015 11:30–12:30, Sochy, Olympic Village
8.	A functional limit theorem and numerical approximation for irregular SDEs. Lecture 2 M. A. Urusov September 8, 2015 12:30–13:30, Sochy, Olympic Village
9.	The arbitrage theory: finishing touches. Lecture 3 Yu. M. Kabanov September 8, 2015 14:30–15:30, Sochy, Olympic Village
10.	The arbitrage theory: finishing touches. Lecture 4 Yu. M. Kabanov September 8, 2015 15:30–16:30, Sochy, Olympic Village
11.	Computational tensor methods in multidimensional stochastic problems. Lecture 3 I. V. Oseledets September 8, 2015 17:00–18:00, Sochy, Olympic Village
12.	Computational tensor methods in multidimensional stochastic problems. Lecture 4 I. V. Oseledets September 8, 2015 18:00–19:00, Sochy, Olympic Village
	September 9, 2015 (Wed)
13.	Utility-based methods in Mathematical Finance. Lecture 3 D. O. Kramkov September 9, 2015 09:00–10:00, Sochy, Olympic Village
14.	Utility-based methods in Mathematical Finance. Lecture 4 D. O. Kramkov September 9, 2015 10:00–11:00, Sochy, Olympic Village
15.	Central limit theorem under model uncertainty D. B. Rokhlin September 9, 2015 14:30–15:30, Sochy, Olympic Village
16.	On some aspects of the utility maximization problem A. A. Gushchin September 9, 2015 15:30–16:30, Sochy, Olympic Village
17.	On efficient optimality criteria in linear stochastic control problems E. S. Palamarchuk September 9, 2015 17:00–17:40, Sochy, Olympic Village
	September 10, 2015 (Thu)
18.	Utility-based methods in Mathematical Finance. Lecture 5 D. O. Kramkov September 10, 2015 09:00–10:00, Sochy, Olympic Village
19.	Utility-based methods in Mathematical Finance. Lecture 6 D. O. Kramkov September 10, 2015 10:00–11:00, Sochy, Olympic Village
20.	A functional limit theorem and numerical approximation for irregular SDEs. Lecture 3 M. A. Urusov September 10, 2015 11:30–12:30, Sochy, Olympic Village
21.	A functional limit theorem and numerical approximation for irregular SDEs. Lecture 4 M. A. Urusov September 10, 2015 12:30–13:30, Sochy, Olympic Village
22.	On multi-step MLE-processes in the problems of estimation of the solution of BSDE Yu. A. Kutoyants September 10, 2015 14:30–15:30, Sochy, Olympic Village
23.	Optimal stopping problems in Mathematical Finance N. Rodosthenous September 10, 2015 15:30–16:30, Sochy, Olympic Village
24.	Properties of distributions used in stochastic financial models J. Stoyanov September 10, 2015 17:00–18:00, Sochy, Olympic Village
25.	Random matrices in finance P. A. Yaskov September 10, 2015 18:00–19:00, Sochy, Olympic Village