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10th International Conference on Stochastic Methods
(May 31–June 6, 2025, Health-sports campus "Raduga (Rainbow)", Divnomorskoe, Gelendzhik)
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| 10th International Conference on Stochastic Methods, Divnomorskoe, Gelendzhik, May 31–June 6, 2025 |
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June 1, 2025 (Sun) |
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| 1. |
Открытие конференции. Приветственное слово Председателя Оргкомитета МКСМ-10 академика РАН Альберта Николаевича Ширяева «К 90-летию создания кафедры теории вероятности МГУ»
A. N. Shiryaev
June 1, 2025 09:00–09:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 2. |
О трех работах А.Н. Колмогорова по теории стрельбы
A. N. Shiryaev
June 1, 2025 10:00–10:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 3. |
О случайных тензорах в теории случайных матриц
P. A. Yaskov
June 1, 2025 10:30–11:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 4. |
Малые уклонения в критических процессах Гальтона-Ватсона с бесконечной дисперсией
V. A. Vatutin, E. E. Dyakonova, Ya. M. Khusanbaev
June 1, 2025 11:30–12:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 5. |
Behavior of branching walks depending on the structure of the branching environment
E. B. Yarovaya
June 1, 2025 12:00–12:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 6. |
Предельные теоремы для функционалов от ветвящегося процесса в случайной среде, начинающегося с большого числа частиц
V. I. Afanasyev
June 1, 2025 12:30–13:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 7. |
Asymptotic properties of some random variables defined by stopping times of Brownian motion
A. L. Yakymiv, A. A. Muravlev
June 1, 2025 16:00–16:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 8. |
On stochastic non-linear discounting
E. L. Presman, Y. Zhang
June 1, 2025 16:15–16:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 9. |
Accumulation process asymptotics for random works in domain with borders
M. V. Melikian
June 1, 2025 16:30–16:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 10. |
Cramer-von-Mises test for some new parametric distribution families
G. V. Martynov
June 1, 2025 17:00–17:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 11. |
Оценки функции распределения в модели $q$-геометрической регрессии зависимости «доза-эффект»
M. S. Tikhov
June 1, 2025 17:15–17:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 12. |
Ядерные оценки симметричной функции распределения в модели бинарного отклика
A. A. Serikova, M. S. Tikhov
June 1, 2025 17:30–17:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 13. |
Оценка обобщающей способности решения задачи оптимального транспорта на основе состязательных нейронных сетей
E. V. Burnaev
June 1, 2025 17:45–18:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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June 2, 2025 (Mon) |
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| 14. |
Aggrandization of spaces: a general approach and applications
A. N. Karapetyants
June 2, 2025 09:00–09:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 15. |
Борелевские преобразования пространства мер
A. I. Bufetov
June 2, 2025 09:30–10:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 16. |
Rank based family of probability laws for testing homogeneity of variable grouping
M. L. Esquível, N. P. Krasii
June 2, 2025 10:00–10:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 17. |
The existence of a stationary cyclic control regime with extension and additional servicing by extraordinary flows
A. M. Fedotkin, A. A. Fedotkin
June 2, 2025 10:45–11:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 18. |
Исследование системы $(GI|GI|m; n)$ методом маркированных марковских процессов
V. V. Rykov
June 2, 2025 11:00–11:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 19. |
О функции концентрации одной суммы случайных величин, связанных с двоичным симметричным каналом
M. V. Burnashev
June 2, 2025 11:15–11:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 20. |
Ensembling discounted VAW experts with a VAW meta-learner for adaptive online linear regression
A. A. Karapetyants
June 2, 2025 11:30–11:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 21. |
On the maximum principle with a path-wise cost functional for one-dimensional stochastic differential equations
F. S. Nasyrov
June 2, 2025 12:00–12:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 22. |
Latest results on a new approach to series expansion of iterated Stratonovich stochastic integrals. Multiplicities 1 to 8 and beyond
D. F. Kuznetsov
June 2, 2025 12:15–12:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 23. |
On stochastic differential inclusions of Leontieff type
M. Yu. Ryazantsev
June 2, 2025 12:30–12:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 24. |
On the stability of solutions of certain systems of two nonlinear differential equations perturbed by white noise
M. M. Shumafov, V. B. Tlyachev
June 2, 2025 12:45–13:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 25. |
Inverce Problems for Stochastic fractional Equations
M. I. Ilolov
June 2, 2025 15:30–16:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 26. |
Трехмерные полиномиальные копулы и нетранзивные наборы случайных величин
A. V. Lebedev
June 2, 2025 16:00–16:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 27. |
Change of time in geometric Brownian motion and the Novikov condition: PostScript
A. A. Gushchin
June 2, 2025 16:30–17:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 28. |
Risk networks
E. V. Bulinskaya
June 2, 2025 17:00–17:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 29. |
Equivalence of Ensembles for a Zero–Range Process on Sparse Configuration– Model Graphs
E. Yu. Kalimulina
June 2, 2025 17:30–17:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 30. |
Norm-Based Extensions of Lorden’s Inequality in $\mathbb R^d$: Applications to Portfolio Loss Analysis
B. M. Kushnarenko, R. A. Firsov
June 2, 2025 17:45–18:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 31. |
Diffusive Performance Modelling of HighSpeed Rail Cellular Links
A. A. Esin
June 2, 2025 18:00–18:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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June 3, 2025 (Tue) |
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| 32. |
Review of certain topical directions of stochastic analysis and limit theorems
A. Yu. Veretennikov
June 3, 2025 08:45–09:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 33. |
Mathematical models of prediction markets
M. V. Zhitlukhin
June 3, 2025 09:15–09:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 34. |
Branching Wiener process with singular branching rate
N. V. Smorodina
June 3, 2025 09:45–10:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 35. |
Random feature-based double Vovk-Azoury-Warmuth algorithm for online multi-kernel learning
D. B. Rokhlin
June 3, 2025 10:30–10:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 36. |
About a viscosity solution to the G-heat conduction equation in connection with the Black-Scholes formula for a stochastic volatility model
G. I. Belyavskiy
June 3, 2025 10:45–11:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 37. |
Robust portfolio optimization in financial market models with transaction costs
E. A. Pchelintsev
June 3, 2025 11:00–11:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 38. |
Quantile Hedging of Asian Options on $(B,S)$-Markets
S. A. Gondin, E. A. Pchelintsev
June 3, 2025 11:15–11:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 39. |
Моделирование опционов кэп и флор на RUONIA и ключевую ставку Банка России
A. A. Farvazova
June 3, 2025 11:30–11:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 40. |
Об одном свойстве моментов скачков неоднородного процесса Пуассона с периодической интенсивностью
A. V. Zorine
June 3, 2025 12:00–12:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 41. |
On the content of a random signal
E. V. Karachanskaya
June 3, 2025 12:15–12:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 42. |
On the Cauchy Problem for Generalized Stochastic and Deterministic Korteweg-de Vries Equations
D. A. Suchkova
June 3, 2025 12:30–12:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 43. |
On one possibility of constructing a stochastic model of target heating by an electron beam of medium energies
M. A. Stepovich, D. V. Turtin, E. V. Seregina, V. V. Kalmanovich, M. N. Filippov
June 3, 2025 12:45–13:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 44. |
Fractional telegraph equation and fractionally integrated telegraph processes
N. E. Ratanov
June 3, 2025 13:00–13:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 45. |
Asymtotics of empirical spectral distributions of structured random matrices
A. N. Tikhomirov
June 3, 2025 16:00–16:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 46. |
Estimation of the remainder term in the expansion of a stable law for $\alpha \to 0$
V. V. Saenko
June 3, 2025 16:15–16:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 47. |
On the minimax approach to the Gaussian multi-armed bandit
A. V. Kolnogorov
June 3, 2025 16:30–16:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 48. |
Modelling the turnover of portfolio of hedge fund alphas via covariance matrix of their returns
I. N. Shnurnikov
June 3, 2025 16:45–17:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 49. |
Модель для оборота алгоритмической торговой стратегии
N. D. Chadromtsev
June 3, 2025 17:15–17:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 50. |
On the maximization of the set of $\varepsilon$-typical sequences of a Markov source of a special type
K. D. Oksytyuk, A. E. Condratenko, V. N. Sobolev, A. A. Frolov
June 3, 2025 17:30–17:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 51. |
On the method of solving the Cauchy problem for stochastic and deterministic generalized Burgers equations
E. I. Zotova
June 3, 2025 17:45–18:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 52. |
Об одном методе построения решений одномерных стохастического и детерминированного нелинейных уравнений теплопроводности и горения
S. I. Abdrakhmanov
June 3, 2025 18:00–18:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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June 4, 2025 (Wed) |
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| 53. |
Training of DNN: blessing of dimension
V. G. Spokoiny
June 4, 2025 09:00–09:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 54. |
Non-Asymptotic Analysis of Short Asymptotic Expansions for Integer-valued Sums with Applications
V. V. Ulyanov
June 4, 2025 09:30–10:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 55. |
On minimal total weight of $k$ disjoint spanning trees
D. A. Shabanov
June 4, 2025 10:00–10:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 56. |
Оценка структурных параметров и эффектов воздействия в квантильных регрессиях с использованием метода двойного машинного обучения
A. M. Chentsov
June 4, 2025 10:15–10:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 57. |
Моделирование Монте-Карло с использованием искусственных нейронных сетей
O. E. Kudryavtsev
June 4, 2025 10:30–10:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 58. |
Методы приближения вероятностных распределений
I. V. Oseledets
June 4, 2025 11:00–11:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 59. |
Towards robust digital watermarks of generated content
M. A. Pautov
June 4, 2025 11:30–12:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 60. |
Ансамблевые методы глубокого обучения для субсезонного и долгосрочного прогноза погоды: современные модели и перспективы
D. A. Suhorukov
June 4, 2025 12:00–12:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 61. |
Bayesian Inverse Problems Meet Flow Matching: Efficient and Flexible Inference via Transformers
D. S. Sherki
June 4, 2025 12:30–13:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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June 5, 2025 (Thu) |
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| 62. |
Martingales on the Group of Diffeomorphims of flat $n$-dimensional Torus
Yu. E. Gliklikh
June 5, 2025 08:45–09:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 63. |
О знакопеременных мартингальных интерполяционных мерах
I. V. Pavlov, N. V. Neumerzhitskaia
June 5, 2025 09:15–09:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 64. |
A formula for the second order backward mean derivaves
S. V. Azarina
June 5, 2025 09:30–09:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 65. |
Уравнения Вейнгартена для $C^1$ поверхностей
D. S. Klimentov
June 5, 2025 09:45–10:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 66. |
On a supercritical branching random walk on a graph periodic with respect to some coordinates
M. V. Platonova
June 5, 2025 10:00–10:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 67. |
About the heritability of uniformity of the fractional part of the convolution with a uniform random variable on a tessellation
A. E. Condratenko, T. R. Abdrakhmanov, N. A. Andriyanov, M. Y. Kopitko, K. D. Oktysiuk, V. N. Sobolev, Y. A. Uliantsev
June 5, 2025 10:30–10:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 68. |
Обобщение теоремы А.Г. Постникова об убегающем пике
V. N. Sobolev, A. E. Condratenko, A. E. Elizarova
June 5, 2025 10:45–11:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 69. |
Residual Autocovariances Tests for Autoregressive Models
E. M. Riadnova
June 5, 2025 11:00–11:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 70. |
Спектр случайного оператора ветвящегося блуждания по $\mathbb Z$ в случайной поглощающей среде
O. E. Ivlev
June 5, 2025 11:15–11:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 71. |
Случайные блуждания с поглощением частиц
E. M. Filichkina
June 5, 2025 11:30–11:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 72. |
Модели COVID-волн на основе систем уравнений со стохастически возмущенным запаздыванием
A. Yu. Perevaryukha
June 5, 2025 12:00–12:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 73. |
Probabilistic estimation of grid equations solving time on a graphics accelerator
V. N. Litvinov, A. E. Chistyakov, M. V. Porksheyan
June 5, 2025 12:15–12:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 74. |
Investigation of the oil spill in the Azov-Black Sea basin based on the stochastic approach
A. V. Nikitina, A. S. Korotkova, A. E. Chistyakov
June 5, 2025 12:30–12:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 75. |
Математическое моделирование и решение задач оптимизации в условиях стохастической неопределенности
A. F. Chuvenkov
June 5, 2025 12:45–13:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 76. |
A new numerical algorithm to solve the portfolio optimal control problem in the Heston model
A. A. Chubatov
June 5, 2025 13:00–13:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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June 6, 2025 (Fri) |
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| 77. |
Обработка медицинских данных с использованием стохастического анализа
A. V. Makarova
June 6, 2025 09:00–09:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 78. |
Порядковые статистики в прогнозировании
V. Misyura
June 6, 2025 09:15–09:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 79. |
О некоторых моделях со случайными приоритетами
T. A. Volosatova, A. G. Danekyants, D. A. Azarov
June 6, 2025 09:30–09:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 80. |
Численное решение задачи минимакса в моделях с приоритетами
S. I. Uglich, I. V. Tsvetkova
June 6, 2025 09:45–10:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 81. |
К вопросу о надежности технических систем
N. A. Saifutdinova
June 6, 2025 10:00–10:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 82. |
Принятие оптимальных решений при проектировании котельных
S. A. Batygova, V. V. Bosova, V. S. Volosatov
June 6, 2025 10:15–10:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 83. |
О некотором решении задачи оценивания вектора состояния интегрированной навигационной системы
E. G. Chub
June 6, 2025 10:30–10:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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| 84. |
О внедрении информационно-коммуникационных технологий в практическую работу студентов ДГТУ
D. A. Miklyaev
June 6, 2025 10:45–11:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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