Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev (October 14–15, 2019)
Photogallery
Program
Рoster
Speakers
Burnaev Evgenii Vladimirovich, Skolkovo Institute of Science and Technology Dalang Robert, École Polytechnique Fédérale de Lausanne Eberlein Ernst, Albert Ludwigs University of Freiburg Jacod Jean, Université Pierre & Marie Curie, Paris VI Piterbarg Vladimir Il'ich, Lomonosov Moscow State University Schweizer Martin, Swiss Federal Institute of Technology Shabanov Dmitry Aleksandrovich, Lomonosov Moscow State University Stoyanov Jordan, Institute of Mathematics and Informatics, Bulgarian Academy of Sciences Urusov Mikhail Aleksandrovich, University of DuisburgEssen, Department of Mathematics Vostrikova Lyudmila Yur'evna, Université d'Angers Zhitlukhin Mikhail Valentinovich, Steklov Mathematical Institute of Russian Academy of Sciences, Moscow
Organisations
Steklov Mathematical Institute of Russian Academy of Sciences, Moscow 

Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev, October 14–15, 2019 


October 14, 2019 (Mon) 

1. 
Opening D. V. Treschev October 14, 2019 09:30–09:40





2. 
Highfrequency statistics for a semimartingale with jump activity varying with time J. Jacod October 14, 2019 09:40–10:20





3. 
Some thoughts about absence of arbitrage M. Schweizer October 14, 2019 10:20–11:00





4. 
On maximums of Gaussian fields. Application to processes of Bessel type V. I. Piterbarg October 14, 2019 11:20–12:00





5. 
Wasserstein2 generative networks E. V. Burnaev October 14, 2019 12:00–12:40






October 15, 2019 (Tue) 

6. 
An optimal detection problem with switching R. Dalang October 15, 2019 09:30–10:10





7. 
Variable annuities in a Lévybased hybrid model with surrender risk E. Eberlein October 15, 2019 10:10–10:50





8. 
Nonconventional limits of random sequences via semiinvariants and/or moments J. Stoyanov October 15, 2019 11:10–11:50





9. 
Concentration of the chromatic number of a random graph D. A. Shabanov October 15, 2019 11:50–12:30





10. 
On distributions of exponential functionals of the processes with independent increments L. Yu. Vostrikova October 15, 2019 12:30–13:10





11. 
On stopped fractional Brownian motion, Brownian motion with square root drift, and Gaussian multiplicative chaos P. A. Yaskov October 15, 2019 14:30–15:10





12. 
Relatively optimal investment strategies in a market with competition M. V. Zhitlukhin October 15, 2019 15:10–15:50





