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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:
email
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
©
Steklov Math. Inst. of RAS
, 2024