9th International Conference on Stochastic Methods (June 2–8, 2024, Health-sports campus "Raduga (Rainbow)", Divnomorskoe, Gelendzhik)
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9th International Conference on Stochastic Methods, Divnomorskoe, Gelendzhik, June 2–8, 2024 |
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June 3, 2024 (Mon) |
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1. |
Открытие конференции. Приветственное слово A. N. Shiryaev June 3, 2024 09:00–09:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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2. |
On the stochastic resonance A. N. Shiryaev June 3, 2024 10:00–11:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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3. |
Об универсальности предельных спектральных распределений случайных матриц P. A. Yaskov June 3, 2024 11:15–11:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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Branching processes evolving in non-favorable environment V. A. Vatutin, E. E. Dyakonova June 3, 2024 11:45–12:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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5. |
Краткое введение в физику кубитов, неравенство Белла M. Bordag June 3, 2024 12:15–12:35, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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6. |
On the entanglement in a two qubit system and the torus action on the Grassmannian Gr(2,4) L. A. Bordag June 3, 2024 12:35–13:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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7. |
About one piecewise constant semimartingale G. I. Belyavskiy, N. V. Danilova June 3, 2024 16:00–16:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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8. |
Semi-Markov model of a system with element-by-element time reserve Yu. E. Obzherin, S. M. Sidorov June 3, 2024 16:30–17:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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9. |
Cramer-von-Mises test for Distribution Mixtures G. V. Martynov June 3, 2024 17:15–17:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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10. |
Piecewise deterministic Markov process with two-well potential. Again about stochastic resonance N. E. Ratanov June 3, 2024 17:30–17:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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11. |
About one representation of the normal law and similar ones V. N. Sobolev June 3, 2024 17:45–18:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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12. |
Обобщение одного результата Б.В. Гнеденко N. A. Elizarova, A. E. Condratenko June 3, 2024 18:00–18:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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June 4, 2024 (Tue) |
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13. |
Ветвящийся процесс в случайной среде, начинающийся с большого числа частиц V. I. Afanasyev June 4, 2024 09:00–09:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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14. |
Branching random walks in homogeneous and non homogeneous branching media E. B. Yarovaya June 4, 2024 09:30–10:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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15. |
Exponential of a random field A. I. Bufetov June 4, 2024 10:00–10:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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16. |
Модель MAP|G|1 c «отрицательными» запросами A. R. Simonyan, E. I. Ulitina June 4, 2024 10:45–11:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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17. |
Модель MAP|SM|1 с разделением времени и «отрицательными» запросами E. I. Ulitina, A. R. Simonyan June 4, 2024 11:00–11:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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18. |
Моделирование эпидемических волн на основе уравнений со стохастически возмущенным запаздыванием A. Yu. Perevaryukha June 4, 2024 11:15–11:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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19. |
Классификация процесса управления неординарными потоками при циклическом алгоритме с продлением A. M. Fedotkin, M. A. Fedotkin June 4, 2024 11:30–11:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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20. |
Условия существования предельного распределения в системе циклического управления потоками с адаптивной длиной цикла E. V. Kudryavtsev June 4, 2024 12:00–12:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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21. |
Оn a stochastic algebraic-differential equation with mean derivatives satisfying the rank-degree condition M. Ryazantsev June 4, 2024 12:15–12:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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22. |
On some inequalities with applications in probability theory and stochastic analysis S. M. Sitnik June 4, 2024 12:30–12:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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23. |
Стохастический аналог деривационных уравнений Вейнгартена D. S. Klimentov June 4, 2024 12:45–13:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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24. |
On a discrete financial market model of Binomial type for equity portfolios M. L. Esquível June 4, 2024 16:00–16:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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25. |
Аbout fractional stochastic fuzzy differential equation M. I. Ilolov, S. M. Lashkarbekov, J. Sh. Rahmatov June 4, 2024 16:40–17:05, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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26. |
Fixed-width confidence interval estimation of functionals of an unknown distribution function G. G. Rakhimova, G. T. Tursunov June 4, 2024 17:05–17:20, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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27. |
Forward and backward nonlinear Kolmogorov equations for diffusion processes Ya. I. Belopol'skaya June 4, 2024 17:30–18:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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June 5, 2024 (Wed) |
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28. |
О выборе канонического пространства в проблематике абсолютной непрерывности вероятностных мер A. A. Gushchin June 5, 2024 09:00–09:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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29. |
A simple model for targeting industrial investments with subsidies and taxes D. B. Rokhlin June 5, 2024 09:30–10:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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30. |
О средних временах опустошения в системе поллинга с d-ограниченным обслуживанием A. V. Zorine June 5, 2024 10:00–10:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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31. |
Multivariate k-Nearest Neighbor Distribution Function Estimates in Dose-Effect Relationchip M. S. Tikhov June 5, 2024 10:45–11:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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32. |
On the stochastic stability of solutions of differential equations of the second order perturbed by white noise M. M. Shumafov, V. B. Tlyachev, T. A. Panesh June 5, 2024 11:00–11:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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33. |
Об оценке необходимости учёта влиянии случайных факторов на информативные сигналы в электронно-зондовых технологиях M. A. Stepovich June 5, 2024 11:15–11:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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34. |
Стохастическая модель защиты информационной системы O. V. Rybkina, E. V. Karachanskaya June 5, 2024 11:30–11:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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35. |
Методы Монте-Карло для вычисления опционов в моделях Леви A. S. Grechko June 5, 2024 12:00–12:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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36. |
Application of artificial neural networks to option pricing D. Postolova June 5, 2024 12:15–12:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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37. |
About one type of barycenters for a finite set of probability measures S. S. Leshchenko June 5, 2024 12:30–12:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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38. |
Мarkov branching random walks on Z+. Unlimited case A. V. Lyulintsev June 5, 2024 12:45–13:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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39. |
On Generalized Stochastic Korteweg-de Vries Equations with Time Noise D. A. Suchkova June 5, 2024 16:00–16:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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40. |
О решениях стохастических уравнений синус-Гордона и Клейна-Гордона E. I. Zotova June 5, 2024 16:15–16:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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41. |
A numerical algorithm to solve fully nonlinear parabol ic PDEs based on forward-backward SDEs and neural networks A. A. Chubatov June 5, 2024 16:30–16:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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42. |
Conditions for the growth of particle numbers for various configurations of branching sources in branching random walks on an integer line E. M. Filichkina June 5, 2024 16:45–17:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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43. |
On convergence of the PSI-processes to processes of the Ornstein-Uhlenbeck type with an infinitely divisible distribution O. V. Rusakov June 5, 2024 17:15–17:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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44. |
ПСИ-процесс со случайной интенсивностью следующей субординатору, как семимартингал M. D. Mikhailov June 5, 2024 17:45–18:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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45. |
Вычисление несобственных интегралов методами теории вероятности V. G. Zadorozhnyj June 5, 2024 18:00–18:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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June 6, 2024 (Thu) |
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46. |
About the Ito formula N. V. Smorodina June 6, 2024 09:00–09:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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47. |
On a certain second order stochastic algebraic-differential equation with mean derivatives Yu. E. Gliklikh June 6, 2024 09:30–10:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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48. |
Indicator random processes and its applications E. V. Karachanskaya June 6, 2024 10:00–10:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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49. |
Risk measures for variable annuities under Levy processes O. E. Kudryavtsev June 6, 2024 10:45–11:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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50. |
A number of cyclic points of random A-mapping A. L. Yakymiv June 6, 2024 11:15–11:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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51. |
Probabilistic estimation of the time for solving grid equations by alternating triangular iterative method A. E. Chistyakov, V. N. Litvinov, A. V. Nikitina June 6, 2024 12:00–12:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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52. |
Mathematical modeling of the ichthyological process in shallow water at it microplastics pollution based on a stochastic approach A. V. Nikitina, A. A. Filina, T. V. Lyashenko June 6, 2024 12:15–12:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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53. |
Research the accuracy of numerical solution of the diffusion-convection problem with fluctuating values D. V. Bondarenko, A. E. Chistyakov, A. A. Filina, A. V. Nikitina June 6, 2024 12:30–12:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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54. |
Geophysics in The Russian Academy of Sciences. Development and formation. Stochastic problems G. A. Vlaskov June 6, 2024 12:45–13:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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55. |
The randomized Cobb-Douglas function and its application in mathematical modeling N. A. Saifutdinova June 6, 2024 13:00–13:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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June 7, 2024 (Fri) |
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56. |
Ergodicity problem of a queueing network governed by a dynamic graph E. Yu. Kalimulina June 7, 2024 09:00–09:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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57. |
Hitting probabilities for homogeneous random walks in half-plane A. A. Zamyatin June 7, 2024 09:15–09:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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58. |
Markov model for performance evaluation of multipath TCP networks A. Esin, E. Yu. Kalimulina June 7, 2024 09:30–09:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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59. |
Управление ожидаемыми потерями при многостадийных НИОКР с помощью составных опционов в моделях Леви V. N. Syrovatka June 7, 2024 09:45–10:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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60. |
Потраекторная задача быстродействия для СДУ F. S. Nasyrov June 7, 2024 10:15–10:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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61. |
Задача о гауссовском двуруком бандите с двумя неизвестными параметрами в приложении к пакетной обработке данных A. V. Kolnogorov June 7, 2024 10:45–11:15, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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62. |
Expansions of iterated Ito and Stratonovich stochastic integrals. The case of arbitrary CONS in L2[t, T] D. F. Kuznetsov June 7, 2024 11:30–12:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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63. |
On the ruin probability for the general Sparre Andersen insurance model with investments E. A. Pchelintsev, S. M. Pergamenshchikov June 7, 2024 12:00–12:30, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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64. |
О сходимости дробной части сверток целочисленных случайных величин A. E. Condratenko June 7, 2024 12:30–13:00, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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Poster session |
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65. |
Вероятностные методы при моделировании SDN сетей A. V. Makarova June 7, 2024 09:00–11:00, Poster session, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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66. |
Вероятностный подход к решению проблемы неполных данных при построении регрессивных моделей V. Misyura, E. V. Misyura June 7, 2024 09:00–11:00, Poster session, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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67. |
Стохастическая модель навигационной системы беспилотного летательного аппарата E. G. Chub June 7, 2024 09:00–11:00, Poster session, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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68. |
Development of an optimization model with random priorities S. I. Uglich, I. V. Tsvetkova June 7, 2024 09:00–11:00, Poster session, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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69. |
О моделях со случайными приоритетами T. A. Volosatova, A. G. Danekyants June 7, 2024 09:00–11:00, Poster session, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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70. |
Информационные технологии в образовании и оценка их роли в формировании информационной культуры школьников и студентов на основе статистической выборки D. A. Miklyaev June 7, 2024 09:00–11:00, Poster session, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"
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