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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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| 4. |
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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