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

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

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

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

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Program

Рoster

Speakers
Burnaev Evgenii Vladimirovich, Skolkovo Institute of Science and Technology
Dalang Robert, École Polytechnique Fédérale de Lausanne
Eberlein Ernst, Albert Ludwigs University of Freiburg
Jacod Jean, Université Pierre & Marie Curie, Paris VI
Piterbarg Vladimir Il'ich, Lomonosov Moscow State University
Schweizer Martin, Swiss Federal Institute of Technology
Shabanov Dmitry Aleksandrovich, Lomonosov Moscow State University
Stoyanov Jordan, Institute of Mathematics and Informatics, Bulgarian Academy of Sciences
Urusov Mikhail Aleksandrovich, University of Duisburg-Essen, Department of Mathematics
Vostrikova Lyudmila Yur'evna, Université d'Angers
Zhitlukhin Mikhail Valentinovich, Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

Institutions
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*

	*October 14, 2019 (Mon)*

1.	Opening D. V. Treschev October 14, 2019 09:30–09:40, Moscow, Steklov Mathematical Institute


2.	High-frequency statistics for a semimartingale with jump activity varying with time J. Jacod October 14, 2019 09:40–10:20, Moscow, Steklov Mathematical Institute


3.	Some thoughts about absence of arbitrage M. Schweizer October 14, 2019 10:20–11:00, Moscow, Steklov Mathematical Institute


4.	On maximums of Gaussian fields. Application to processes of Bessel type V. I. Piterbarg October 14, 2019 11:20–12:00, Moscow, Steklov Mathematical Institute


5.	Wasserstein-2 generative networks E. V. Burnaev October 14, 2019 12:00–12:40, Moscow, Steklov Mathematical Institute


	*October 15, 2019 (Tue)*

6.	An optimal detection problem with switching R. Dalang October 15, 2019 09:30–10:10, Moscow, Steklov Mathematical Institute


7.	Variable annuities in a Lévy-based hybrid model with surrender risk E. Eberlein October 15, 2019 10:10–10:50, Moscow, Steklov Mathematical Institute


8.	Non-conventional limits of random sequences via semi-invariants and/or moments J. Stoyanov October 15, 2019 11:10–11:50, Moscow, Steklov Mathematical Institute


9.	Concentration of the chromatic number of a random graph D. A. Shabanov October 15, 2019 11:50–12:30, Moscow, Steklov Mathematical Institute


10.	On distributions of exponential functionals of the processes with independent increments L. Yu. Vostrikova October 15, 2019 12:30–13:10, Moscow, Steklov Mathematical Institute


11.	On stopped fractional Brownian motion, Brownian motion with square root drift, and Gaussian multiplicative chaos P. A. Yaskov October 15, 2019 14:30–15:10, Moscow, Steklov Mathematical Institute


12.	Relatively optimal investment strategies in a market with competition M. V. Zhitlukhin October 15, 2019 15:10–15:50, Moscow, Steklov Mathematical Institute

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