All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str.
Poster session will be arranged 8 April in Dragomanov National Pedagogical University starting 16-00.
Actuarial and Financial Mathematics
8 April Room C
14:30-15:00 Yuliya Mishura. The rate of convergence of option prices for the discretization of geometric
Ornstein-Uhlenbeck process.
15:00-15:30 Igor Zolotukhin. Weak limits of multivariate geometric random sums.
15:30-16:00 Lyudmyla Kirichenko. Simulation of financial series with desired multifractal properties.
16:30-17:00 Georgiy Shevchenko. Convergence of stopping times in jump-diffusion models.
17:00-17:20 Olena Ragulina. Exponential bound for the infinite-horizon ruin probability in a risk model
with a variable premium intensity and risky investments.
17:20-17:40 Nicholas Gonchar. Generalization of Doob-Meyer decomposition.
17:40-18:00 Zaza Khechinashvili. European option hedging in the model described by Gaussian
martingales with disorder.
18:00-18:15 Andrii Bilynskyi. Estimates of the probability of bankruptcy in the case of “heavy tails”.
Poster: Ibraim Didmanidze
Fractal Analysis and Models with Long-Range Dependence
7 April Room B
14:30-15:00 Mykola Pratsiovytyi. Systems of encoding of real numbers with infinite alphabet and
probability measures with complicated local topological and fractal structure.
15:00-15:30 Grygoriy Torbin. Non-comparable Hausdorff measures, DP-transformations and fine
properties of probability distributions.
15:30-16:00 Georgiy Shevchenko. Local times of multifractional processes.
16:30-16:45 Roman Nikiforov. Fractal properties of probability measures generated by random Q∞expansions and related problems.
16:45-17:00 Oleksandr Slutskyi. Faithfulness of fine packing systems with respect to packing dimension
calculation.
17:00-17:15 Symon Serbenyuk. Nega-Q̃ -representation of real numbers.
17:15-17:30 Artem Chuikov. Functions defined in terms of continued fractions
17:30-17:45 Serhyi Rudnytskyi. On probabilistic approach to GDP transformations.
17:45-18:00 Lilia Sinelnyk. On singular distribution of random variables with independent symbols of Fexpansion.
18:00-18:15 Sofia Skrypnyk. Rational Q2-representation of real numbers.
18:15-18:30 Tetiana Isaieva. Spectral and fractal properties of singular probability distribution functions
of Minkowski type.
8 April Room B
14:30-14:45 Vitalii Makogin. Asymptotic properties of the mean-type integral functionals of fractional
Brownian sheets.
14:45-15:00 Yuriy Khvorostina. The properties of the distribution of the random variable such that L̃symbols are random variables that form a Markov chain.
15:00-15:15 Irina Zamriy. Inversor of digits of Q3-representation of fractional part of real number as a
distribution function of random variable
15:15-15:30 Marina Lupain. On DP-approach to fractal properties of random variables with independent
identically distributed GLS-symbols.
15:30-15:45 Irina Garko. On new approach to the study of fractal properties of probability measures
with independent x-Q∞-digits.
15:45-16:00 Natalya Vasylenko. Probability distributions related to continuous nowhere differentiable
functions of Takagi type.
Poster: Oksana Banna
Information Security
7 April Room C
14:30-15:00 Mikhail Savchuk. Classical and modern cryptography
15:00-15:30 Oleksii Fal. Side channel cube attack on cipher Halka.
15:30-16:00 Nikolaj Glazunov. Justification of conjectures on equidistribution of arithmetic sequences.
16:30-17:00 Lyudmila Kovalchuk. The upper bounds of the integer differentials average probabilities
for composition of the key adder, substitution blocks and the block structured linear operator.
17:00-17:30 Serhiy Yakovliev. Provable security of safer-like substitution-permutation networks against
differential cryptanalysis.
17:30-18:00 A. N. Alekseychuk. Algebraic degenerate approximations of Boolean functions for key
recovery attacks on stream ciphers.
18:00-18:20 Andriy Fesenko. Polynomial equivalence of known-plaintext attacks on symmetric and
endomorphic ciphers.
18:20-18:40 S. V. Gryshakov. Randomized stream ciphers with enhanced security based on
nonlinear random coding.
Posters: Uladzimir Palukha, Vitaliy Sergienko
Reliability and Queuing
8 April Room A
14:30-15:00 Eugene Lebedev. Retrial queues with state-dependent local parameters.
15:00-15:30 Galina Zverkina. Polynomial convergence rates for single-server systems.
15:30-16:00 Vadym Ponomarov. On multicriteria optimization of finitesource retrial queues.
16:30-17:00 Revaz Kakubava. Mixed type queuing systems as mathematical models of reliability and
survivability.
17:00-17:30 Leonid Ponomarenko. Applications of space merging algorithms in teletraffic theory.
17:30-18:00 Igor Kuznetsov. Fast simulation of steady-state probabilities of GI/G/∞ queueing system in
heavy traffic.
18:00-18:30 Alexander Makarichev. The asymptotic estimation of the system and systems group refuse
intensively when elements are repaired without waiting and elements that have reach the repair return into
the system with minimal standby.
10 April Room A
14:30-15:00 Edvinas Greicius. On the analysis of the queue length in open queueing networks.
15:00-15:30 Olga Khomyak. Fast simulation of the reliability of repairable system with two modes of
operation.
15:30-15:45 Hanna Livinska. Limit theorem for nonmarkovian multi-channel networks in heavy traffic.
15:45-16:00 Andrii Kakoichenko. Statistical model of the stock market order queues.
Statistics of Stochastic Processes
7 April Room D
14:30-15:00 Alexander Kukush. Simultaneous estimators in Cox proportional hazards model with
measurement error.
15:00-15:30 Oleksandr Nakonechniy. Guaranteed linear mean squared estimates of random fields.
15:30-16:00 Ivan Matsak. On the extreme residual in regression models.
16:30-16:50 Dmitri Koroliouk. Multivariate statistical experiments with persistent regression of
increments.
16:50-17:10 Kostiantyn Ralchenko. Drift parameter estimation in models with fractional Brownian
motion by discrete observations.
17:10-17:30 Sergiy Shklyar. Statistical estimators of two straight lines by observations of points with
random perturbations.
17:30-17:50 Dmytro Ivanenko. LA(M)N property of Lévy process observed at high frequency.
17:50-18:10 Igor Orlovskyi. Asymptotic properties of M-estimators in nonlinear regression with discrete
time and singular spectrum.
8 April Room D
14:30-15:00 Rostyslav Maiboroda. Nonparametric statistics of finite mixtures.
15:00-15:30 Kestutis Kubilius. Estimation of parameters of SDE driven by fractional Brownian motion
15:30-16:00 Olena Sugakova. Adaptive test for means homogeneity in mixture models.
16:30-16:45 Irina Savych. On asymptotic distribution of Koenker-Bassett estimator in nonlinear
regression model.
16:45-17:00 Irina Blazhievska. Confidence intervals for unknown response functions of linear systems.
17:00-17:15. Oleksii Doronin. Hypotheses on functional moments in mixture model with varying
concentrations.
17:15-17:30 Anna Kharkhota. Estimation of parameters of the Samuelson model with a telegraph drift.
17:30-17:45 Viktoria Prihodko. On asymptotic properties of Ibragimov estimators in nonlinear
regression model.
17:45-18:00 Nadiya Cherchuk. Two-dimensional probability distributions of the Jessen-Wintner type.
18:00-18:15 Yaroslav Tsaregorodtsev. Convergence of estimators in a polynomial functional model
under measurement errors.
10 April Room D
14:30-15:00. Mikhail Moklyachuk. Minimax interpolation problem for harmonizable stable sequences.
15:00-15:30 Lyudmyla Sakhno. Limit theorems for functionals of random fields and statistical
applications.
15:30-16:00 Vladimir Zaiats. Statistical identification of partially observed linear systems.
16:30-16:50 Arnold Korkhin. Smoothing time series by a linear spline with the unknown points of
switching.
16:50-17:10 Semen Bodnarchuk. Evaluation of the Fisher information for discretely observed SDE’s
with Lévy noise.
17:10-17:30 Irina Rozora. On the cross-correlogram estimator of the response function.
17:30-17:50 Katerina Moskvychova. Asymptotic normality of residual correlogram estimator.
17:50-18:10 Bohdan Zhurakovskyi. On periodogram estimators of the almost periodic signal
parameters.
Posters: Zurab Zerakidze, Grigol Sokhadze, Albert Shatashvili, Oleksandr Pogoriliak
Stochastic Analysis and Stochastic Differential Equations
7 April Room E
14:30-15:00 Vadym Radchenko. Integral equations with a general stochastic measure.
15:00-15:30 Olga Aryasova. Differentiability of stochastic flows for SDE’s with nonregular drifts.
15:30-16:00 Alexander Ilchenko. Cauchy representation formula for solution of a system of the linear
nonhomogenuous SDE with Skorohod integral.
16:30-16:50 Yaroslav Chabaniuk. Random evolution with control and markov switching.
16:50-17:10 Svitlana Kushnirenko. Asymptotic behavior of the integral functionals for unstable
solutions of one-dimensional Itô stochastic differential equations.
17:10-17:30 Serhiy Semenyuk. Infinitesimal generator for the discrete hidden Markov model.
17:50-18:10 Izabella Marina. Parabolic equations with random boundary conditions.
8 April Room E
14:30-15:00 Alexei Kulik. Parametrix method, uniqueness, and non-uniqueness of weak solution to an
SDE with stable noise.
15:00-15:20 Tetiana Kosenkova. Convergence of sequence of Markov chains to Lévy-type process:
solvability of the martingale problem for the limit point and explicit bounds for the convergence rate.
15:20-15:40 Mykhailo Postan. A stochastic model of multi-buffer storage system with semi-Markov
input rate.
15:40-16:00 Omar Purtukhia. Integral representation of nonsmooth Brownian functionals.
16:30-16:45 Andrzej Jarynowski. Which activation function of cooperation describes human behavior.
16:45-17:00 Taras Shalaiko. Continuous dependence of solutions to SDE’s driven by fractional
Brownian motion on the Hurst index of a driving signal.
17:05-17:20 Iurii Ganychenko. L2-rates of approximation of nonsmooth integral-type functionals.
17:20-17:35 Maksim Tantsiura. On the strong existence and uniqueness to an SDE that describes
countable interacting particle system.
17:35-17:50 Yuriy Prykhodko. Bessel diffusions and limit theorems for one-dimensional stochastic
differential equations.
17:50-18:05 Daryna Sobolieva. Large deviation principle for SDE’s with discontinuous coefficients.
Posters: Valeriy Doobko, Anna Slyvka-Tylyshchak.
Stochastic Optimization
7 April Room F
14:30-15:00 Vladimir Norkin. LLN for random mappings and its application in stochastic optimization.
15:00-15:30 Vladimir Kirilyuk. Polyhedral coherent risk measures in decision-making under risk and
uncertainty.
15:30-16:00 Vasyl Gorbachuk. Futures hedging.
16:30-16:50 Tetiana Barbolina. Linear unconditional problem of combinatorial stochastic optimization
on arrangements: construction and solving.
16:50-17:05 Maksym Luz. Minimax filtering problem for random processes with stationary increments.
17:05-17:20 Viktor Kukurba. Converges of optimization procedure with impulsive perturbations.
17:20-17:35 Oleksandr Samosyonok. Numerical techniques for estimation of unknown Gibbs
distribution parameters.
Poster: Sergii Shpyga
Theory of random processes and fields
7 April Room G
14:30-15:00 Oleg Klesov. Stochastic models for records.
15:00-15:30 Igor Samoilenko. Rate functional in a large deviations problem for Markov processes.
15:30-16:00 Svetlana Anulova. A multidimensional comparison theorem for SDE with drift.
16:30-16:50 Vitaliy Golomoziy. Coupling moment for time-inhomogeneous markov chains theorem and
its applications.
16:50-17:05 Oksana Yarova. The behaviour of generator normalization factor in approximation of
random processes.
17:05-17:20 Anastasia Kinash. Asymptotic dissipativity of diffusion process in the asymptotic small
diffusion scheme.
17:20-17:35 Igor Malyk. Convergence of semi-Markov random evolutions.
17:35-17:55 Orest Kinash. Growth of analytic in the circle characteristic functions of probability laws.
17:55-18:10 Galyna Bila. On the method of stochastic identification of almost periodic signal.
8 April Room G
14:30-15:00 Alexander Iksanov. Functional limit theorems for perturbed random walks.
15:00-15:30 Oleksandr Stanzhytskyi. Existence and uniqueness of invariant measures for stochastic
reaction-diffusion equations in inbounded domains.
15:30-16:00 Victoria Knopova. On paths properties of some Levy-type processes
16:30-16:50 Mikhail Savchuk. Functional limit theorem for a non-equiprobable allocation of particles by
series
16:50-17:10 Maryna Runovska. On the Kolmogorov-Marcinkiewicz-Zygmund type SLLN for elements
of regression sequences.
17:10-17:30 Iryna Bazylevych. Asymptotic theorem for a branching process with continuous time and
migration.
17:30-17:45 Vitalii Senin. On the approximate Hölder index for trajectories of stable processes.
10 April Room G
14:30-14:50 Anatolii Pashko. Accuracy of simulation of the generalized Wiener process.
14:50-15:10 Rostyslav Yamnenko. Some properties of a queue with φ-sub-Gaussian input.
15:10-15:30 Tetiana Ianevych. On Lp-criterion for testing hypothesis on covariance function of a random
sequence.
15:30-15:50 Ievgen Turchyn. A multiplicative wavelet-based representation for a random process.
16:30-16:45 Olga Vasylyk. Simulation of Subφ(Ω)-processes.
16:45-17:00 Olga Polosmak. Comparison of different bases for wavelet expansions of Gaussian random
processes.
17:00-17:15 Dmytro Zatula. Lipschitz conditions for random processes from Lp(Ω) spaces of random
variables
17:15-17:30 Nataliia Troshki. Construction model of Gaussian homogeneous and isotropic stochastic
field.
17:30-17:45 Pavlo Shpak. Assessment and optimal policies of semi-continuous killed Markov decision
processes.
Posters: Ivan Voronov, Yevgeniya Munchak, Viktor Troshki, Georgiy Molyboga, Katalin Kuchinka, Yuri
Mlavets