Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»

CONFERENCES

Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics»
(December 28–29, 2015, Steklov mathematical institute, Moscow)

Organizers
Shiryaev Albert Nikolaevich
Zhitlukhin Mikhail Valentinovich
Kabanov Yurii Mikhailovich
Muravlev Alexey Anatol'evich

Organisations
Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Workshop A. Novikov-70 «Stochastic Methods in Finance and Statistics», Moscow, December 28–29, 2015

Opening A. N. Shiryaev December 28, 2015 09:00 Moscow, Steklov mathematical institute
Asymptotic optimality in Bayesian quickest changepoint detection revisited A. Tartakovsky December 28, 2015 09:30 Moscow, Steklov mathematical institute
Sequential estimation of Gaussian random walk first-passage time from correlated observations M. Burnashev December 28, 2015 10:15 Moscow, Steklov mathematical institute
On misspecification in regularity and properties of estimators Yu. Kutoyants December 28, 2015 11:15 Moscow, Steklov mathematical institute
The $\epsilon$-complexity of continuous maps and some its Applications B. S. Darhovsky December 28, 2015 12:00 Moscow, Steklov mathematical institute
Exact distribution of the generalized Shiryaev–Roberts stopping time under the minimax Brownian motion setup A. Polunchenko December 28, 2015 14:00 Moscow, Steklov mathematical institute
Some aspects of systemic risk Yu. Kabanov December 28, 2015 14:45 Moscow, Steklov mathematical institute
Financial models in actuarial mathematics V. Novikov December 28, 2015 15:45 Moscow, Steklov mathematical institute
Conditional expectations and the pouring of water from full cups to empty ones I. Sonin, S. A. Molchanov December 29, 2015 09:30 Moscow, Steklov mathematical institute
On pathwise approach to optimal switching problems Yu. Hinz December 29, 2015 10:15 Moscow, Steklov mathematical institute
On tail probabilities for modified Kolmogorov–Smirnov (KS) statistic N. Kordzakhia December 29, 2015 12:00 Moscow, Steklov mathematical institute
Best-choice game with incomplete information V. Mazalov December 29, 2015 12:00 Moscow, Steklov mathematical institute