Probability, Reliability and Stochastic Optimization.
Kyiv, April 7-10, 2015.
PROGRAM
Tuesday 7th April
09:00-10:00
Opening ceremony
Oleh K. Zakusylo
Welcoming speech.
10:00-10:40
Volodymyr S. Koroliuk.
Large deviations problem for random evolutions.
Introductory speech by I. Samoilenko
Wednesday 8th April
Thursday 9th April
09:00-09:35
Vadim A.Kaimanovich.
Invariance and unimodularity in the theory
of random networks.
09:35-10:10
Krzysztof Bogdan.
Heat kernel estimates for unimodal Lévy
processes.
10:10-10:45
Tommi Sottinen.
Gaussian Fredholm processes.
09:00-09:35
09:00-09:35
Tobias Kuna.
Yuri Kondratiev.
Realizability in infinite and finite dimensions. Stochastic dynamics of Radon measure.
10:40-11:20
Igor M. Kovalenko.
10:45-11:15
Short survey of some results in various branches of
COFFEE BREAK
applied probability.
Introductory speech by N. Kuznetsov
11:15-11:50
11:20-11:50
Ewa Damek.
COFFEE BREAK
Recent developments in random affine
recursions.
11:50-12:30
11:50-12:25
Pavlo S. Knopov.
Dariusz Buraczewski.
The method of the empirical means in the problems Exceedance times of perpetuity
of stochastic optimization and estimation.
sequences.
Introductory speech by V. Norkin
12:30-13:10
12:25-13:00
Yuriy V. Kozachenko.
Enzo Orsingher.
Wavelet expansions of stochastic processes.
Random flights.
Introductory speech by O. Vasylyk
13:10-14:30 L u n c h T i m e
13:00-14:30 L u n c h T i m e
Friday 10th April
09:35-10:10
Sylvie Roelly.
Path-dependent infinite-dimensional SDE: an
entropy approach.
10:10-10:45
Peter Imkeller.
On the Skorokhod embedding problem and
FBSDE.
09:35-10:10
Dmitri Finkelshtein.
Statistical description for spatial stochastic
dynamics: an overview.
10:10-10:45
Martin Grothaus.
Hypocoercivity for degenerate Kolmogorov
equations and applications to the Langevin
dynamics.
10:45-11:15
COFFEE BREAK
10:45-11:15
COFFEE BREAK
11:15-11:50
René Schilling.
Law of the iterated logarithm-type results for
Lévy and Lévy-type processes.
11:50-12:25
Nikolai Leonenko.
Limit theorems for multifractal products of
stationary processes.
11:15-11:50
Maria João Oliveira.
Evolving stochastic processes and their
applications.
11:50-12:25
Alexander Ivanov.
Asymptotic results on M-estimators in nonlinear
regression with random noise having singular
spectrum.
12:25-13:00
Silvelyn Zwanzig.
On a simulation method for model choice.
12:25-13:00
Marina Kleptsyna.
Mixed Gaussian processes: a filtering
approach.
13:00-14:30 L u n c h T i m e
13:00-14:30 L u n c h T i m e
All plenary talks will take place in Institute of Philology of Taras Shevchenko National University of Kyiv (“Yellow Building”), 14 Tarasa Shevchenka blvd.
All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str.
Tuesday 7th April
Wednesday 8th April
Thursday 9th April
Friday 10th April
SECTION TALKS
SECTION TALKS
PLENARY TALKS
SECTION TALKS
14:30-16:00
Room B: Fractal Analysis and Models
with Long-Range Dependence
Room C: Information Security
Room D: Statistics of Stochastic
Processes
Room E: Stochastic Analysis and
Stochastic Differential Equations
Room F: Stochastic Optimization
Room G: Theory of Random Processes
and Fields
16:00-16:30
COFFEE BREAK
14:30-16:00
Room A: Reliability and Queuing
Room B: Fractal Analysis and Models
with Long-Range Dependence
Room C: Actuarial and Financial
Mathematics
Room D: Statistics of Stochastic
Processes
Room E: Stochastic Analysis and
Stochastic Differential Equations
Room G: Theory of Random Processes
and Fields
16:00-16:30
COFFEE BREAK
14:30-15:00
14:30-16:00
Lukasz Stettner.
Room A: Reliability and Queuing
On construction of discrete time shadow price. Room D: Statistics of Stochastic
Processes
15:00-15:30
Room G: Theory of Random Processes
Marco Dozzi.
and Fields
Backward stochastic differential equations
driven by multifractional Brownian motion.
15:30-16:00
Nickolay Kuznetsov.
Application of fast simulation in solving some
complex problems of combinatorial analysis.
16:00-16:30
16:00-16:30
COFFEE BREAK
COFFEE BREAK
SECTION TALKS
SECTION TALKS
PLENARY TALKS
SECTION TALKS
16:30-18:40
Room B: Fractal Analysis and Models
with Long-Range Dependence
Room C: Information Security
Room D: Statistics of Stochastic
Processes
Room E: Stochastic Analysis and
Stochastic Differential Equations
Room F: Stochastic Optimization
Room G: Theory of Random Processes
and Fields
16:30-18:15
Room A: Reliability and Queuing
Room C: Actuarial and Financial
Mathematics
Room D: Statistics of Stochastic
Processes
Room E: Stochastic Analysis and
Stochastic Differential Equations
Room G: Theory of Random Processes
and Fields
16:30-17:00
Wolfgang Bock.
Stochastic quantization of the fractional
Edwards measure for Hd < 1.
17:00-17:30
Lauri Viitasaari.
A general approach to small deviation via
concentration of measures.
17:30-18:00
Ehsan Azmoodeh.
How many cumulants are needed for
convergence towards 𝑁1 × 𝑁2 ?
16:30-18:10
Room D: Statistics of Stochastic
Processes
Room G: Theory of Random Processes
and Fields
19:00 Welcome party
Room A – 461,
Room B – 456,
18:30 Concert, soiree and dinner
Room C – 419,
Room D – 340,
Room E – 320,
Room F – 461,
Room G – 448
All plenary talks will take place in Institute of Philology of Taras Shevchenko National University of Kyiv (“Yellow Building”), 14 Tarasa Shevchenka blvd.
All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str.