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International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
(May 17–22, 2021, online)
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| International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods), online, May 17–22, 2021 |
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May 17, 2021 (Mon) |
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| 1. |
Opening
Valery Kozlov, Dmitry Treschev, Albert Shiryaev
May 17, 2021 10:30–11:00, online
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| 2. |
P. L. Chebyshev – a researcher, a teacher and a scholar
Sergey Demidov
May 17, 2021 11:00–11:50, online
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| 3. |
Mechanisms by Pafnuty Chebyshev: from Watt's problem to the approximation theory
Nikolay Andreev
May 17, 2021 12:00–12:30, online
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| 4. |
Chebyshev-type inequalities and large deviation principles
Alexander Borovkov, Anatoly Mogulskii, Artem Logachev
May 17, 2021 12:40–13:30, online
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| 5. |
Geodesics in random geometry
Jean-François Le Gall
May 17, 2021 15:00–15:50, online
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| 6. |
Conservative diffusions as entropic gradient flows
Ioannis Karatzas
May 17, 2021 16:00–16:50, online
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| 7. |
Trajectorial dissipation and gradient flow for the relative entropy in Markov chains
Walter Schachermayer
May 17, 2021 17:00–17:50, online
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May 18, 2021 (Tue) |
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| 8. |
Distributional uncertainty of time series measured by nonlinear expectations
Shige Peng
May 18, 2021 10:00–10:50, online
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| 9. |
The fourth moment theorem, in classical and free probabilities
Ivan Nourdin
May 18, 2021 11:00–11:50, online
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| 10. |
SPDEs with space interactions – a model for optimal control of epidemics
Bernt Øksendal
May 18, 2021 12:00–12:50, online
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| 11. |
The life, work and legacy of P. L. Chebyshev
Nicholas Hugh Bingham
May 18, 2021 15:00–15:50, online
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| 12. |
Gaussian fluctuations for spatial averages of the stochastic heat equation
David Nualart
May 18, 2021 16:00–16:50, online
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| 13. |
On refined forms of the central limit theorem
Sergey Bobkov
May 18, 2021 17:00–17:50, online
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| 14. |
Infinite-dimensional version of Kolmogorov’s second uniform limit theorem
Andrey Zaitsev
May 18, 2021 18:00–18:50, online
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May 19, 2021 (Wed) |
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| 15. |
A probabilistic approach to the Erdős–Kac theorem for additive functions
Louis H. Y. Chen
May 19, 2021 10:00–10:50, online
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| 16. |
Approximation by infinitely divisible distributions in free probability
Friedrich Götze
May 19, 2021 11:00–11:50, online
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| 17. |
Mean field game of mutual holding
Nizar Touzi
May 19, 2021 12:00–12:50, online
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| 18. |
Dupire-Itô’s formula for C^{0,1} or concave path-dependent functionals and applications
Bruno Bouchard
May 19, 2021 15:00–15:50, online
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| 19. |
Chebyshev-Hermite polynomials and distributions of polynomials in Gaussian random variables
Vladimir Bogachev
May 19, 2021 16:00–16:50, online
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| 20. |
On averaged expected cost control for a class of multidimensional ergodic diffusions
Alexander Veretennikov
May 19, 2021 17:00–17:50, online
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| 21. |
Branching processes with immigration in atypical random environment
Sergey Foss, Dmitry Korshunov, Zbigniew Palmowski
May 19, 2021 18:00–18:30, online
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May 20, 2021 (Thu) |
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| 22. |
Short Chebyshev-Edgeworth expansions in probability and statistics
Gerd Christoph, Vladimir Ulyanov
May 20, 2021 10:00–10:50, online
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| 23. |
Arbitrage theory without asymmetry
Martin Schweizer
May 20, 2021 11:00–11:50, online
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| 24. |
Testing for the Markov property in a high-frequency setting
Jean Jacod, Ya. Ait-Sahalia
May 20, 2021 12:00–12:50, online
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| 25. |
Competing growth processes with random birth times and random growth rates
Peter Mörters
May 20, 2021 15:00–15:50, online
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| 26. |
Kolmogorov's equations for jump Markov processes and their applications to control
Eugene Feinberg, Albert Shiryaev
May 20, 2021 16:00–16:50, online
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| 27. |
MCMC, Langevin diffusion, and control variates for MCMC
Éric Moulines, A. Durmus
May 20, 2021 17:00–17:50, online
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| 28. |
Martingales with respect to special filtration
Alexander Gushchin
May 20, 2021 18:00–18:30, online
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| 29. |
Local times of conditional random walks and Galton-Watson branching processes
Valeriy Afanasyev
May 20, 2021 18:30–19:00, online
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May 21, 2021 (Fri) |
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| 30. |
High excursion probabilities for Gaussian fields given on smooth manifolds
Vladimir Piterbarg
May 21, 2021 10:00–10:50, online
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| 31. |
Stochastic fluctuations and flows in large particle systems
Vadim Malyshev, Alexander Lykov, Margarita Melikyan, Andrey Zamyatin
May 21, 2021 11:00–11:50, online
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| 32. |
Large dimension Gaussian models for knowledge representation; a wavelet neural network scheme for supervised and unsupervised learning
Manuel Esquível, Nadezhda Krasii
May 21, 2021 12:00–12:30, online
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| 33. |
Finite memory time and anisotropy effects for initial magnetic energy growth in the turbulent flow
Egor Illarionov, Dmitry Sokoloff
May 21, 2021 12:30–13:00, online
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| 34. |
Large time behavior of diffusion processes and a class of non-standard boundary value problems
Leonid Koralov
May 21, 2021 15:00–15:50, online
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| 35. |
Moment analysis for the limit field structure of stochastic evolutionary systems
Elena Yarovaya
May 21, 2021 16:00–16:30, online
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| 36. |
Strong approximation for unreliable Jackson networks and statistical applications
Elena Bashtova, Elena Lenena
May 21, 2021 16:30–17:00, online
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| 37. |
A diffusion approximation of a repeated prediction game
Mikhail Zhitlukhin
May 21, 2021 17:00–17:30, online
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| 38. |
Stochastic analysis on the groups of diffeomorphisms and viscous hydrodynamics
Yuri Gliklikh
May 21, 2021 17:30–18:00, online
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| 39. |
Deep learning and stochastic mean-field control for a neural network model
Nacira Agram, Bernt Øksendal, Azzeddine Bakdi
May 21, 2021 18:00–18:30, online
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May 22, 2021 (Sat) |
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| 40. |
On maximal inequalities for Ornstein-Uhlenbeck processes with jumps
Alex Novikov, Nino Kordzakhia
May 22, 2021 10:00–10:30, online
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| 41. |
Asymptotic behavior of an infinite system of interacting particles
Anatoly Manita, Valeriya Ignatovskay
May 22, 2021 10:30–11:00, online
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| 42. |
Asymptotic analysis of the distribution of the sojourn time for a random walk above a receding boundary
Igor Borisov, Evgeniy Shefer
May 22, 2021 11:00–11:30, online
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| 43. |
Problems for colorings of sparse random hypergraphs
Dmitry Shabanov, Daniil Tiapkin, Pavel Zakharov
May 22, 2021 11:30–12:00, online
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| 44. |
Maximum principle with pathwise cost functional for stochastic differential equations
Farit Nasyrov
May 22, 2021 12:00–12:30, online
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| 45. |
Joint stationary distributions of two-dimensional Markov chains with discrete finite state space
Rostislav Razumchik
May 22, 2021 12:30–13:00, online
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| 46. |
Large deviation limits of invariant measures
Anatoly Puhalskiii
May 22, 2021 15:00–15:30, online
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| 47. |
Recurrence properties of Markov chains and semigroups
Michael Blank
May 22, 2021 15:30–16:00, online
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| 48. |
Regularization by noise for PDEs: a stochastic sewing approach
Oleg Butkovsky
May 22, 2021 16:00–16:30, online
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| 49. |
Closing
May 22, 2021 16:30–17:00, online
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