Workshop A. Novikov70 «Stochastic Methods in Finance and Statistics» (December 28–29, 2015, Steklov mathematical institute, Moscow)

Workshop A. Novikov70 «Stochastic Methods in Finance and Statistics», Moscow, December 28–29, 2015 


December 28, 2015 (Mon) 

1. 
Opening A. N. Shiryaev December 28, 2015 09:00–09:30, Moscow, Steklov mathematical institute





2. 
Asymptotic optimality in Bayesian quickest changepoint detection revisited A. Tartakovsky December 28, 2015 09:30–10:15, Moscow, Steklov mathematical institute





3. 
Sequential estimation of Gaussian random walk firstpassage time from correlated observations M. Burnashev December 28, 2015 10:15–11:00, Moscow, Steklov mathematical institute





4. 
On misspecification in regularity and properties of estimators Yu. Kutoyants December 28, 2015 11:15–12:00, Moscow, Steklov mathematical institute





5. 
The $\epsilon$complexity of continuous maps and some its Applications B. S. Darhovsky December 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 setup A. Polunchenko December 28, 2015 14:00–14:45, Moscow, Steklov mathematical institute





7. 
Some aspects of systemic risk Yu. Kabanov December 28, 2015 14:45–15:30, Moscow, Steklov mathematical institute





8. 
Financial models in actuarial mathematics V. Novikov December 28, 2015 15:45–16:30, Moscow, Steklov mathematical institute






December 29, 2015 (Tue) 

9. 
Conditional expectations and the pouring of water from full cups to empty ones I. Sonin, S. A. Molchanov December 29, 2015 09:30–10:15, Moscow, Steklov mathematical institute





10. 
On pathwise approach to optimal switching problems Yu. Hinz December 29, 2015 10:15–11:00, Moscow, Steklov mathematical institute





11. 
On tail probabilities for modified Kolmogorov–Smirnov (KS) statistic N. Kordzakhia December 29, 2015 12:00–12:45, Moscow, Steklov mathematical institute





12. 
Bestchoice game with incomplete information V. Mazalov December 29, 2015 12:00–12:45, Moscow, Steklov mathematical institute





