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

Program


14:00 – 14:30Andriy Olenko
On the running maxima of subgaussian double arrays of random variables
14:30 – 15:00Nikolai Leonenko
Estimating the covariance function of isotropic field on the sphere
15:00 – 15:30Giulia Di Nunno
Stochastic control for Volterra equations driven by time-changed noises
15:30 – 16:00Vladimir Piterbarg and Yu.A. Scherbakova
On accompanying measures and asymptotic expansions in limit theorems for maximum of random variables
16:00 – 16:30Rita Giuliano-Antonini
Convergence for weighted sums of Lüroth type random variables
Break
16:30 – 17:00 Break
Break
17:00 – 17:30Alexander Ivanov
Some results on estimation of the noise covariance function in time continuous regression model
17:30 – 18:00Enzo Orsingher and M.M. Marchione
Hyperbolic geometry and Asian Options
18:00 – 18:30Tommi Sottinen
Integration-by-parts characterizations of Gaussian processes
18:30 – 19:00Andrei Volodin
On the Sub-Gaussianity of the r-Correlograms


PDF version of the Program can be downloaded by the link