International Symposium "Visions in Stochastics (Leaders and their Pupils)" (November 1–3, 2010, Moscow)
International Symposium "Visions in Stochastics" will be held in Steklov Mathematical Institute (Department of Probability) during November 1–3, 2010, with participation of representatives from UK, Germany, Russia, Finland, France, Tunis, Ukraine. The program provides 50-minutes plenary talks, 20-minutes contributed talks and poster presentations.
Organizing Committee
Shiryaev Albert Nikolaevich Muravlev Alexey Anatol'evich Tolozova Tatyana Borisovna
Institutions
Steklov Mathematical Institute of Russian Academy of Sciences, Moscow |
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International Symposium "Visions in Stochastics (Leaders and their Pupils)", Moscow, November 1–3, 2010 |
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November 1, 2010 (Mon) |
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1. |
Opening ceremony of the symposium "Visions in Stochastics" A. N. Shiryaev November 1, 2010 09:45, Moscow
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Opening ceremony of the symposium “Visions in Stochastics” V. V. Kozlov November 1, 2010 09:45, Moscow
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3. |
Lévy driven financial models E. Eberlein November 1, 2010 10:00, Moscow
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Mathematical finance and mathematics from finance Yu. Kabanov November 1, 2010 11:00, Moscow
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Evolution equation associated with the power of the Gross Laplacian H. Ouerdiane November 1, 2010 12:10, Moscow
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On the martingale property of exponential local martingales M. Urusov November 1, 2010 13:00, Moscow
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Branching processes in random environment: sudden death versus slow extinction V. Vatutin November 1, 2010 15:00, Moscow
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Pricing by hedging and noarbitrage beyond semimartingales T. Sottinen November 1, 2010 16:00, Moscow
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On short-time asymptotics of one-dimensional Harris flows A. Shamov November 1, 2010 16:20, Moscow
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On the distributional properties of the ratio of the Brownian motion and its maximum A. Muravlev November 1, 2010 16:40, Moscow
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November 2, 2010 (Tue) |
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On weak solutions of backward stochastic differential equations H.-J. Engelbert November 2, 2010 10:00, Moscow
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12. |
Branching random walks in the non-homogeneous and random media E. Yarovaya November 2, 2010 11:00, Moscow
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A duality principle for the Legendre transform and Nash equilibrium G. Peskir November 2, 2010 12:10, Moscow
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Limit distribution arising in critical branching random walk E. Vl. Bulinskaya November 2, 2010 13:00, Moscow
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Stochastic delay differential equations U. Küchler November 2, 2010 15:00, Moscow
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Numerical methods for the Lévy LIBOR model A. Papapantoleon November 2, 2010 16:00, Moscow
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One-dimensional stochastic differential equations with generalized and singular drift S. Blei November 2, 2010 16:20, Moscow
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Arbitrage theory under small transaction costs J. Grèpat November 2, 2010 16:40, Moscow
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November 3, 2010 (Wed) |
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Some aspects of fractional Brownian motion E. Valkeila November 3, 2010 10:00, Moscow
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CLT for the excursion sets of random fields A. Bulinskii November 3, 2010 11:00, Moscow
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The analysis of stochastic flows A. Dorogovtsev November 3, 2010 12:10, Moscow
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Fractional Lévy processes as a result of compact interval integral transformation H. Tikanmäki November 3, 2010 13:00, Moscow
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Approximate hedging of contingent claim under transaction costs in GFBM model E. Azmoodeh November 3, 2010 15:00, Moscow
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A universal signal process for optimal and singular control J. Sexton November 3, 2010 15:20, Moscow
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Information process, credit risk and enlargement of filtration M. Bedini November 3, 2010 15:40, Moscow
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Efficient parameter estimation for stochastic differential equations with jumps H. Mai November 3, 2010 16:20, Moscow
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27. |
An invariance principle for boundary measure of Gaussian excursion sets A. Shashkin November 3, 2010 16:40, Moscow
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28. |
Closing ceremony of the symposium “Visions in Stochastics” A. N. Shiryaev November 3, 2010 17:00, Moscow
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