Workshop on Long-Range Dependence












General information

The workshop is organized within the framework of the project "Multifractionality" which aims at development of new mathematical and statistical tools for modelling and prediction of systems nonlinear in space and in time with complex characteristics including variable singularity, long-range dependence and multiple scaling, and at applications of these methods in financial mathematics, physics and other areas.

The workshop is devoted to stochastic analysis of models with long-range dependence and their applications in financial mathematics. The target audience includes specialists in financial mathematics, and to specialists in stochastic processes, who want to learn more about financial applications. 

Workshop will consist of plenary and contributed talks by its participants, 30-45 minutes each. Besides, we plan to have a short (3-5 lectures) introductory course on rough path integration by Antoine Lejay.


Participants

Bar Ilan University:

  • Arthur Yosef
  • Ely Merzbach
  • Elina Moldavskaya
  • Yair Y. Shaki
  • Boris Kriheli
  • Lior Dekel

Cardiff University:

  • Stuart Petherick

Nancy University:

  • Antoine Lejay

Kyiv University:

  • Yuliya Mishura
  • Lyudmyla Sakhno
  • Georgiy Shevchenko
  • Victoria Knopova
  • Kostiantyn Ralchenko
  • Yuriy Kozachenko
  • Alexander Kukush
  • Rostyslav Mayboroda
  • Olena Sugakova
  • Rostyslav Yamnenko
  • Borys Klykavka
  • Volodymyr Zubchenko
  • Yuriy Kartashov
  • Vitaliy Golomozyy
  • Olga Polos'mak
  • Semen Bodnarchuk

Kyiv Pedagogical University:

  • Grigoriy Torbin
  • Mykola Praciovytyy

Institute of Mathematics:

  • Alexey Kulik


Organizing Committee

  • Yuliya Mishura
  • Lyudmyla Sakhno
  • Georgiy Shevchenko


  • Venue

    The workshop will take place at Mechanics and Mathematics Faculty of Taras Shevchenko National University of Kyiv.

    You can find travel directions here.