Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

CONFERENCES

Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev
(October 14–15, 2019, Moscow, Steklov Mathematical Institute)

Fotogallery

The conference is supported by the Simons Foundation (grant No. 615793).

E-mail:
Website: https://sdays.mi-ras.ru

Conference schedule
Conference poster

Speakers
Burnaev Evgenii Vladimirovich
Vostrikova Lyudmila Yur'evna
Dalang Robert
Jacod Jean
Zhitlukhin Mikhail Valentinovich
Piterbarg Vladimir Il'ich
Stoyanov Jordan
Urusov Mikhail Aleksandrovich
Shabanov Dmitry Aleksandrovich
Schweizer Martin
Eberlein Ernst

Organisations
Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev, Moscow, Steklov Mathematical Institute, October 14–15, 2019

Opening D. V. Treschev October 14, 2019 09:30 Moscow, Steklov Mathematical Institute
High-frequency statistics for a semimartingale with jump activity varying with time J. Jacod October 14, 2019 09:40 Moscow, Steklov Mathematical Institute
Some thoughts about absence of arbitrage M. Schweizer October 14, 2019 10:20 Moscow, Steklov Mathematical Institute
On maximums of Gaussian fields. Application to processes of Bessel type V. I. Piterbarg October 14, 2019 11:20 Moscow, Steklov Mathematical Institute
Wasserstein-2 generative networks E. V. Burnaev October 14, 2019 12:00 Moscow, Steklov Mathematical Institute
An optimal detection problem with switching R. Dalang October 15, 2019 09:30 Moscow, Steklov Mathematical Institute
Variable annuities in a Lévy-based hybrid model with surrender risk E. Eberlein October 15, 2019 10:10 Moscow, Steklov Mathematical Institute
Non-conventional limits of random sequences via semi-invariants and/or moments J. Stoyanov October 15, 2019 11:10 Moscow, Steklov Mathematical Institute
Concentration of the chromatic number of a random graph D. A. Shabanov October 15, 2019 11:50 Moscow, Steklov Mathematical Institute
On distributions of exponential functionals of the processes with independent increments L. Yu. Vostrikova October 15, 2019 12:30 Moscow, Steklov Mathematical Institute
On stopped fractional Brownian motion, Brownian motion with square root drift, and Gaussian multiplicative chaos P. A. Yaskov October 15, 2019 14:30 Moscow, Steklov Mathematical Institute
Relatively optimal investment strategies in a market with competition M. V. Zhitlukhin October 15, 2019 15:10 Moscow, Steklov Mathematical Institute