International Workshop

Modern Trends in Probability Theory and Mathematical Statistics III

dedicated to the memory of Professor Yuriy Kozachenko (1.12.1940–5.05.2020)

1 December 2020

The Workshop is organized by the Department of Probability Theory, Statistics and Actuarial Mathematics of Taras Shevchenko National University of Kyiv

The Workshop will be conducted virtually via ZOOM (or similar facilities to be fixed later on as the date approaches). Program and the exact timing for the invited talks will be announced later

The Workshop aims to discuss new advances and developments in various areas of probability and statistics.


Invited Speakers

Giulia Di Nunno, University of Oslo, Norway
Title of the talk: Stochastic control for Volterra equations driven by time-changed noises

Rita Giuliano-Antonini, University of Pisa, Italy
Title of the talk: Convergence for weighted sums of Lüroth type random variables

Alexander Ivanov, National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Ukraine
Title of the talk: Some results on estimation of the noise covariance function in time continuous regression model

Nikolai Leonenko, Cardiff University, UK
Title of the talk: Estimating the covariance function of isotropic field on the sphere

Andriy Olenko, La Trobe University, Australia
Title of the talk: On the running maxima of subgaussian double arrays of random variables

Enzo Orsingher, Sapienza University of Rome, Italy
Title of the talk: Hyperbolic geometry and Asian Options

Vladimir Piterbarg, Lomonosov Moscow State University, Russian Federation
Title of the talk: On accompanying measures and asymptotic expansions in limit theorems for maximum of random variables

Tommi Sottinen, University of Vaasa, Finland
Title of the talk: Integration-by-parts characterizations of Gaussian processes

Andrei Volodin, University of Regina, Canada
Title of the talk: On the Sub-Gaussianity of the r-Correlograms


Previous Workshops in this series: