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Belomestny, Denis Vital'evich

Statistics Math-Net.Ru
Total publications: 7
Scientific articles: 7
Presentations: 18

Number of views:
This page:805
Abstract pages:1068
Full texts:318
References:147
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http://www.mathnet.ru/eng/person44393
List of publications on Google Scholar
List of publications on ZentralBlatt
https://mathscinet.ams.org/mathscinet/MRAuthorID/685626

Publications in Math-Net.Ru
2019
1. D. V. Belomestny, L. Iosipoi, “On density estimation via fourier series”, UBS, 82 (2019),  28–43  mathnet
2014
2. D. V. Belomestny, A. V. Prokhorov, “Stability of characterization the independence of random variables by the independence of the linear statistics”, Teor. Veroyatnost. i Primenen., 59:4 (2014),  776–781  mathnet  mathscinet  elib; Theory Probab. Appl., 59:4 (2015), 672–677  isi  scopus
2013
3. D. V. Belomestny, V. G. Spokoiny, “Concentration inequalities for smooth random fields”, Teor. Veroyatnost. i Primenen., 58:2 (2013),  401–410  mathnet  mathscinet  zmath  elib; Theory Probab. Appl., 58:2 (2014), 314–323  isi  elib  scopus
2009
4. D. V. Belomestny, L. Rüschendorf, M. A. Urusov, “Optimal Stopping of Integral Functionals and a “No-Loss” Free Boundary Formulation”, Teor. Veroyatnost. i Primenen., 54:1 (2009),  80–96  mathnet  mathscinet; Theory Probab. Appl., 54:1 (2010), 14–28  isi  scopus
2004
5. D. V. Belomestny, “Reconstruction of the general distribution by the distribution of some statistics”, Teor. Veroyatnost. i Primenen., 49:1 (2004),  3–20  mathnet  mathscinet  zmath; Theory Probab. Appl., 49:1 (2005), 1–15  isi
2003
6. D. V. Belomestny, A. V. Prokhorov, “On the problem of reconstructing the general distribution from the distribution of a linear statistics”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2003, 2,  3–8  mathnet  mathscinet  zmath
2001
7. D. V. Belomestny, “On the Problem of Reconstructing a Summands Distribution by Their Sum”, Teor. Veroyatnost. i Primenen., 46:2 (2001),  366–370  mathnet  mathscinet  zmath; Theory Probab. Appl., 46:2 (2002), 336–341  isi

Presentations in Math-Net.Ru
1. Оценивание диффузионных матриц для высокоразмерных процессов Леви и деконволюция для распределений с разреженными ковариационными матрицами
D. V. Belomestny
Seminar on Probability Theory and Mathematical Statistics
October 5, 2018 18:00
2. Efficient simulation of Levy areas and related problems
D. V. Belomestny
Structural Learning Seminar
March 2, 2017 17:00
3. Threshold estimation for sparse high-dimensional deconvolution
D. V. Belomestny
Structural Learning Seminar
November 18, 2016 17:00
4. Spectral estimation for sparse multi-dimensional Lévy processes
D. V. Belomestny, E. Yu. Klochkov
Workshop “Frontiers of High Dimensional Statistics, Optimization, and Econometrics”
February 26, 2015 12:30
5. Backward SDEs and approximation. Lecture 3
D. V. Belomestny

October 11, 2014
6. Backward SDEs and approximation. Lecture 2
D. V. Belomestny

October 9, 2014
7. Backward SDEs and approximation. Lecture 1
D. V. Belomestny

October 8, 2014
8. Statistical Skorohod embedding problem and its generalizations
D. V. Belomestny
Advances in Stochastic Analysis
September 3, 2014 12:45   
9. Recent Results on Approximation of Solutions of Stochastic Differential Equations. Lecture 3
D. V. Belomestny
Mathematical Seminar
March 25, 2014 18:30   
10. Recent Results on Approximation of Solutions of Stochastic Differential Equations. Lecture 2
D. V. Belomestny
Mathematical Seminar
March 11, 2014 18:30   
11. Recent Results on Approximation of Solutions of Stochastic Differential Equations. Lecture 1
D. V. Belomestny
Mathematical Seminar
March 11, 2014 17:00   
12. New trends in Predictive Modeling: Overview
Yu. E. Nesterov, A. V. Gasnikov, D. V. Belomestny, E. V. Burnaev, G. A. Kabatiansky
PreMoLab Seminar
December 26, 2013 15:30   
13. Modern methods of computational stochastics
D. V. Belomestny
Principle Seminar of the Department of Probability Theory, Moscow State University
September 11, 2013 16:45
14. Optimal stopping via multilevel Monte Carlo
Denis Belomestny
International conference "Advanced Finance and Stochastics"
June 26, 2013 11:30   
15. Современные методы Монте-Карло и оптимизации для решения задач оптимальной остановки в финансовой математике (часть 3.2)
D. V. Belomestny
Problems in Stochastic Analysis
September 29, 2012 14:30   
16. Современные методы Монте-Карло и оптимизации для решения задач оптимальной остановки в финансовой математике (часть 3.1)
D. V. Belomestny
Problems in Stochastic Analysis
September 29, 2012 12:00   
17. Современные методы Монте-Карло и оптимизации для решения задач оптимальной остановки в финансовой математике (часть 2)
D. V. Belomestny
Problems in Stochastic Analysis
September 22, 2012 12:00   
18. Современные методы Монте-Карло и оптимизации для решения задач оптимальной остановки в финансовой математике (часть 1)
D. V. Belomestny
Problems in Stochastic Analysis
September 15, 2012 10:00   

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