Video library: Archive 2010

RUS ENG

VIDEO LIBRARY

Archive

International Symposium "Visions in Stochastics (Leaders and their Pupils)", Moscow, November 1–3, 2010

Opening ceremony of the symposium "Visions in Stochastics" А. Н. Ширяев November 1, 2010 09:45 Moscow
Opening ceremony of the symposium “Visions in Stochastics” В. В. Козлов November 1, 2010 09:45 Moscow
Lévy driven financial models E. Eberlein November 1, 2010 10:00 Moscow
Mathematical finance and mathematics from finance Yu. Kabanov November 1, 2010 11:00 Moscow
Evolution equation associated with the power of the Gross Laplacian H. Ouerdiane November 1, 2010 12:10 Moscow
On the martingale property of exponential local martingales M. Urusov November 1, 2010 13:00 Moscow
Branching processes in random environment: sudden death versus slow extinction V. Vatutin November 1, 2010 15:00 Moscow
Pricing by hedging and noarbitrage beyond semimartingales T. Sottinen November 1, 2010 16:00 Moscow
On short-time asymptotics of one-dimensional Harris flows A. Shamov November 1, 2010 16:20 Moscow
On the distributional properties of the ratio of the Brownian motion and its maximum A. Muravlev November 1, 2010 16:40 Moscow
On weak solutions of backward stochastic differential equations H.-J. Engelbert November 2, 2010 10:00 Moscow
Branching random walks in the non-homogeneous and random media E. Yarovaya November 2, 2010 11:00 Moscow
Limit distribution arising in critical branching random walk E. Vl. Bulinskaya November 2, 2010 13:00 Moscow
Stochastic delay differential equations U. Küchler November 2, 2010 15:00 Moscow
Numerical methods for the Lévy LIBOR model A. Papapantoleon November 2, 2010 16:00 Moscow
One-dimensional stochastic differential equations with generalized and singular drift S. Blei November 2, 2010 16:20 Moscow
Arbitrage theory under small transaction costs J. Grèpat November 2, 2010 16:40 Moscow
Some aspects of fractional Brownian motion E. Valkeila November 3, 2010 10:00 Moscow
CLT for the excursion sets of random fields A. Bulinskii November 3, 2010 11:00 Moscow
The analysis of stochastic flows A. Dorogovtsev November 3, 2010 12:10 Moscow
Fractional Lévy processes as a result of compact interval integral transformation H. Tikanmäki November 3, 2010 13:00 Moscow
Approximate hedging of contingent claim under transaction costs in GFBM model E. Azmoodeh November 3, 2010 15:00 Moscow
A universal signal process for optimal and singular control J. Sexton November 3, 2010 15:20 Moscow
Information process, credit risk and enlargement of filtration M. Bedini November 3, 2010 15:40 Moscow
Efficient parameter estimation for stochastic differential equations with jumps H. Mai November 3, 2010 16:20 Moscow
An invariance principle for boundary measure of Gaussian excursion sets A. Shashkin November 3, 2010 16:40 Moscow
Closing ceremony of the symposium “Visions in Stochastics” A. N. Shiryaev November 3, 2010 17:00 Moscow

© Steklov Math. Inst. of RAS, 2024