INTERNATIONAL CONFERENCE

"MODERN STOCHASTICS: THEORY AND APPLICATIONS V"

Kyiv, Ukraine
June 1-4, 2021


The Statement from the Organizing Committee of the international conference MSTA-V-2020

Due to the situation with the global health crisis, the conference MSTA-V-2020 will no longer be able to take place on the dates previously planned.

The Organizing Committee has made the decision to hold the conference MSTA-5 next year, at the respective dates since they were in principal convenient for participants. So, we suppose to have the Conference from 1st to 4th June 2021

Our thanks again to all who sent abstracts, all the accepted abstracts have been collected and prepared to be included into the book of abstracts. And we are waiting for new abstracts.



GENERAL INFORMATION

We announce the next conference in the series of international conferences "Modern Stochastics: Theory and Applications", which was organized and held at Taras Shevchenko National University of Kyiv in 2006, 2010, 2012 and 2018, and in 2015 the very close in topics conference "Probability, Reliability and Stochastic Optimization" was held.

The global aim of the conference is to bring together national and international researchers in probability and related fields. It will provide an opportunity for exchanging ideas and discussing recent results and new trends in a wide range of research areas: probability, mathematical statistics, theory of stochastic processes and fields, fractional and multifractional processes, fractal analysis, stochastic analysis, stochastic differential equations, stochastic models of evolution systems, stochastic reliability theory, information security, queueing theory, risk processes, actuarial and financial mathematics.

It should be noted that the Ukrainian probabilistic school is extremely rich in traditions and famous names. Unfortunately, during years 2019 and 2020 we have lost several prominent representatives of this school: academician V.S. Korolyuk, Academician I.N. Kovalenko, Professor Yu.V. Kozachenko. However, their research ideas are alive and evolving, and we, among others, will organize sections devoted to the new developments and achievements in their areas of research.

Within the framework of the conference, the Special Session dedicated to 90-th anniversary of birth and to the evolution of research ideas of the prominent mathematician of word-wide recognition, academician Anatoliy Skorokhod (10.09.1930 – 03.01.2011) will be held.

Section "Reliability, queueing and information security" will be dedicated to the development of scientific ideas and research of academician of National Academy of Sciences of Ukraine Igor Kovalenko (16.03.1935 – 19.10.2019).

Section "Stochastic models of evolution systems" will be dedicated to the development of the main research topics of academician of National Academy of Sciences of Ukraine Volodymyr Korolyuk (19.08.1925 – 04.04.2020).

Section "Advanced topics in stochastic processes, fractional and related models" will discuss, among others, newest achievements in the area of research of Professor Yuri Kozachenko (01.12.1940 – 05.05.2020).

Section “Stochastic optimization and risk theory” will be organized and chaired by corresponding member of National Academy of Sciences of Ukraine Pavlo Knopov to celebrate his 80th anniversary.


THE CONFERENCE IS ORGANIZED BY


PROGRAM COMMITTEE


Co-Chairs: Yu. Mishura, G. Torbin
Program committee members: W. Bock, H.-J. Engelbert, M. Grothaus, P. Imkeller, A. Ivanov, A. Kochubei, Yu. Kondratiev, V. Koshmanenko, K. Kubilius, A. Kukush, A. Kulik, N. Kuznetsov, E. Lebedev, N. Leonenko, N. Limnios, R. Maiboroda, E. Orsingher, M. Podolskij, M. Rásony, I. Samoilenko, M. Savchuk, R. Schilling, G. Shevchenko, L. Stettner


ORGANIZING COMMITTEE


Co-Chairs: O. Bezushchak, M. Pratsiovytyj
Organizing committee members: I. Bodnarchuk, O. Borysenko, O. Chernova, V. Golomoziy, O. Hopkalo, T. Ianevych, H. Khaurdinova, S. Lohvinenko, S. Maksymenko, T. Moklyachuk, R. Nikiforov, O. Ragulina, K. Ralchenko, L. Sakhno, O. Vasylyk, R. Yamnenko, V. Zubchenko


SPECIALLY INVITED PLENARY SPEAKERS


Martin Grothaus, Technische Universität Kaiserslautern, Germany
Mark Podolskij, Aarhus University, Denmark
Frank Norbert Proske, University of Oslo, Norway
Miklós Rásonyi, Alfréd Rényi Institute of Mathematics, Budapest, Hungary
Rene Schilling, Technical University of Dresden, Germany


INVITED SPEAKERS FOR PLENARY AND SECTION TALKS


Antoine Ayache, University of Lille, France
Ehsan Azmoodeh, Ruhr University Bochum, Germany
Sandor Baran, University of Debrecen, Hungary
Andreas Basse-O'Connor, Aarhus University, Denmark
Luisa Beghin, University of Rome "La Sapienza", Italy
Wolfgang Bock, University of Kaiserslautern, Germany
Jose Manuel Corcuera, University of Barcelona, Spain
Alexei Daletskii,University of York, United Kingdom
Alessandro De Gregorio, Sapienza University of Rome, Italy
Mirko D'Ovidio, Sapienza University of Rome, Italy
Shizan Fang, Institute of Mathematics of Burgundy, Université de Bourgogne-Franche-Comté, France
István Fazekas, University of Debrecen, Hungary
Maria Ivette Gomes, University of Lisbon, Portugal
Peter Imkeller, Humboldt University of Berlin, Germany
Alexander Ivanov, National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Ukraine
Alexey Kharin, Belarusian State University, Belarus
Yuriy Kharin, Belarusian State University, Belarus
Yuri Kondratiev, Bielefeld University, Germany, National Pedagogical Dragomanov University, Ukraine
Volodymyr Koshmanenko, Institute of Mathematics of NAS of Ukraine, Ukraine
Kestutis Kubilius, Vilnius University, Lithuania
Alexander Kukush, Taras Shevchenko National University of Kyiv, Ukraine
Alexei Kulik, Wroclaw University of Science and Technology, Poland
Nikolay Kuznetsov, V.M. Glushkov Institute of Cybernetics of National Academy of Sciences of Ukraine
Evgeniy Lebedev, Taras Shevchenko National University of Kyiv, Ukraine
Remigijus Leipus, Vilnius University, Lithuania
Nikolai Leonenko, Cardiff University, UK
Nikolaos Limnios, Compiégne University of Technology, France
Rostislav Maiboroda, Taras Shevchenko National University of Kyiv, Ukraine
Tapabrata Maiti, Michigan State University, USA
Igor Malyk, Yuriy Fedkovych Chernivtsi National University, Ukraine
Domenico Marinucci, University of Rome "Tor Vergata", Italy
Barbara Martinucci, University of Salerno, Italy
Ivan Matsak, Taras Shevchenko National University of Kyiv, Ukraine
Sylvie Méléard, École Polytechnique, France
Yuliya Mishura, Taras Shevchenko National University of Kyiv, Ukraine
Enzo Orsingher, University of Rome "La Sapienza", Italy
Federico Polito, University of Turin, Italy
Christophe Pouet, École centrale de Marseille, France
Mykola Pratsiovytyi, National Pedagogical Dragomanov University, Ukraine
Sylvie Roelly, University of Potsdam, Germany
Jan Rosinski, University of Tennessee, USA
Barbara Rüdiger, Bergische Universität Wuppertal, Germany
Igor Samoilenko, Taras Shevchenko National University of Kyiv, Ukraine
Mykhaylo Savchuk, National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Ukraine
Jonas Šiaulys, Vilnius University, Lithuania
Dmitrii Silvestrov, Stockholm University, Sweden
Tommi Sottinen, University of Vaasa, Finland
Peter Spreij, University of Amsterdam, Radboud University, The Netherlands
Evgeny Spodarev, Universität Ulm: Institut für Stochastik, Germany
Lukasz Stettner, Institute of Mathematics of the Polish Academy of Sciences, Poland
Ludwig Streit, Bielefeld University, Germany
Katsuto Tanaka, Gakushuin University, Japan
Miklos Telek, Budapest University of Technology and Economics, Hungary
Grigoriy Torbin, National Pedagogical Dragomanov University, Ukraine
Stefania Ugolini, University of Milan, Italy
Alexander Veretennikov, University of Leeds, UK
Lauri Viitasaari, University of Helsinki, Finland
Silvelyn Zwanzig, Uppsala University, Sweden

(to be continued)

Sections

  • Special Session dedicated to the 90-th anniversary of birth and to the evolution of research ideas of Anatoliy Skorokhod
    (chair Yu. Kondratiev)
  • Stochastic models of evolution systems.
    Dedicated to the main research topics of academician Volodymyr Korolyuk
    (chairs N. Limnios, I. Samoilenko)
  • Reliability, queueing and information security.
    Dedicated to the development of scientific ideas and research of academician Igor Kovalenko
    (chairs N. Kuznetsov, E. Lebedev, M. Savchuk)
  • Advanced topics in stochastic processes, fractional and related models.
    Dedicated, among other topics, to the newest achievements in the area of research of Professor Yuriy Kozachenko
    (chairs Yu. Mishura, E. Orsingher)
  • Stochastic optimization and risk theory
    (chair P. Knopov)
  • Fractal analysis
    (chairs M. Pratsiovytyj, G. Torbin)
  • Fractional dynamics and interacting particle systems
    (chairs W. Bock, Yu. Kondratiev, V. Koshmanenko)
  • Risk processes and actuarial mathematics
    (chair J. Šiaulys)
  • Statistics of stochastic processes and random fields
    (chairs A. Ivanov, A. Kukush, R. Maiboroda)
  • Stochastic analysis and stochastic differential equations
    (chairs P. Imkeller, G. Shevchenko)

WORKING LANGUAGES


Working languages of the conference are English and Ukrainian.

CONFERENCE ADDRESS


International Conference "Modern Stochastics: Theory and Applications V"
Department of Probability, Statistics and Actuarial Mathematics,
Mechanics and Mathematics Faculty
Taras Shevchenko National University of Kyiv,
Volodymyrska 64, 01601 Kyiv, Ukraine
tel/fax: +380442590392
e-mail: mstaconf@gmail.com
web-site: http://probability.univ.kiev.ua/msta5