INTERNATIONAL CONFERENCE

"MODERN STOCHASTICS: THEORY AND APPLICATIONS V"

Kyiv, Ukraine
June 2-5, 2020



GENERAL INFORMATION

We are delighted to 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.

International Conference "Modern Stochastics: Theory and Applications V" (MSTA5-2020) is dedicated to the anniversaries of prominent scientists: 95-th anniversary of academician of National Academy of Sciences of Ukraine Volodymyr Korolyuk, 80-th anniversary of corresponding member of National Academy of Sciences of Ukraine Pavlo Knopov and 80-th anniversary of Professor Yuriy Kozachenko.

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

With great regret, we inform you that academician Igor Kovalenko passed away on October 19, 2019.

Section "Stochastic optimization, reliability, queueing and information security" will be dedicated to the memory of academician of National Academy of Sciences of Ukraine Igor Kovalenko (16.03.1935 – 19.10.2019).

The conference will be held on June 2-5, 2020 at Taras Shevchenko National University of Kyiv and National Pedagogical Dragomanov University. The 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.


THE CONFERENCE IS ORGANIZED BY


PROGRAM COMMITTEE


Honorary Co-Chairs: V. Korolyuk, P. Knopov, Yu. Kozachenko
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, R. Schilling, L. Stettner


ORGANIZING COMMITTEE


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


SPECIALLY INVITED PLENARY SPEAKERS


Hans-Jürgen Engelbert, Friedrich Schiller University of Jena, Germany
Martin Grothaus, Technische Universität Kaiserslautern, Germany
Mark Podolskij, Aarhus University, Denmark
Miklós Rásonyi, Alfréd Rényi Institute of Mathematics, Budapest, Hungary
Rene Schilling, Technical University of Dresden, Germany


INVITED SPEAKERS FOR PLENARY AND SECTION TALKS


Ali Al-Sharadqah, California State University, USA
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
Krzysztof Debicki, Wroclaw University, Poland
Mirko D'Ovidio, Sapienza University of Rome, Italy
István Fazekas, University of Debrecen, Hungary
Martin Friesen, Bergische Universität Wuppertal, Germany
Liudas Giraitis, Queen Mary University of London, UK
Maria Ivette Gomes, University of Lisbon, Portugal
Enkelejd Hashorva, University of Lausanne, Switzerland
Astrid Hilbert, Linnaeus University, Sweden
Peter Imkeller, Humboldt University of Berlin, Germany
Alexander Ivanov, National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Ukraine
Alexei Kharin, Belarusian State University, Belarus
Yuriy Kharin, Belarusian State University, Belarus
Marina Kleptsyna, Universite du Maine, France
Anatoly Kochubei, Institute of Mathematics of National Academy of Sciences of Ukraine, Ukraine
Yuri Kondratiev, Bielefeld University, Germany, National Pedagogical Dragomanov University, Ukraine
Volodymyr Koshmanenko, Institute of Mathematics of NAS of Ukraine, Ukraine
Yuriy Kozachenko, Taras Shevchenko National University of Kyiv, 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
Stanislav Molchanov, University of North Carolina at Charlotte, USA
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
Frank Norbert Proske, University of Oslo, Norway
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
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
Anatoliy Swishchuk, Calgary University, Canada
Miklos Telek, Budapest University of Technology and Economics, Hungary
Grigoriy Torbin, National Pedagogical Dragomanov University, Ukraine
Mikhail Urusov, University of Duisburg-Essen, Germany
Alexander Veretennikov, University of Leeds, UK
Lauri Viitasaari, University of Helsinki, Finland
Boguslaw Zegarlinski, Imperial College London, UK
Silvelyn Zwanzig, Uppsala University, Sweden

(to be continued)

Sections

  • Special Session dedicated to the 90-th anniversary of birth of Anatoliy Skorokhod
    (chair Yu. Kondratiev)
  • Stochastic models of evolution systems
    (chairs V. Korolyuk, N. Limnios)
  • Stochastic optimization, reliability, queueing and information security.
    Dedicated to the memory of academician Igor Kovalenko
    (chairs P. Knopov, N. Kuznetsov, E. Lebedev)
  • Advanced topics in stochastic processes, fractional and related models
    (chairs Yu. Kozachenko, Yu. Mishura, E. Orsingher)
  • 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
    (chair P. Imkeller)

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