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Regular version of the site

International Conference «Modern problems of stochastic analysis and statistics»

On the occasion of  Professor Valentin Konakov' 70th birthday celebration International Laboratory of Stochastic Analysis and its Applications hosts a conference «Modern problems of stochastic analysis and statistics»

The conference will take place in Moscow at Myasnitskaya 9/11 from 29 May to 2 June, 2016.
Guest speakers will deliver 24 papers during 6 sessions:

1) the parametrix method;

2) modern methods of semiparametric and nonparametric inference;

3) discretization of stochastic differential equations;

4) diffusion processes

5) limit theorems for transition densities of Markov processes;

6) fractional calculus and random flights.

 

Invited speakers (confirmed): 

  • Vlad Bally (Université Paris-Est Marne-la-Vallee, France)
  • Denis Belomestny (Universität Duisburg-Essen, Germany, and HSE)
  • Viktor Buchstaber (Moscow State University and Steklov Institute, Moscow)
  • Ekaterina Bulinskaya (Moscow State University)
  • Alexander Bulinski (Moscow State University)
  • Yuri Davydov (Université  de Lille-1, France)
  • Ion Grama (Université de Bretagne Sud, France)
  • Alexander Gushchin (Steklov Institute and HSE, Moscow)
  • Olga Klopp (Université Paris Ouest Nanterre La Defense)
  • Arturo Kohatsu-Higa (Ritsumeikan University, Japan)
  • Oleg Lepski (Université de Aix Marseille, France)
  • Enno Mammen (Universität Heidelberg, Germany, and HSE)
  • Stephan Menozzi (Université d'Evry, France, and HSE)
  • Stanislav Molchanov (UNC Charlotte, USA, and HSE)
  • Enzo Orsingher (Sapienza University of Rome)
  • Gilles Pagès (Université Paris 6)
  • Vladimir Piterbarg (Moscow State University)
  • Ernst Presman (CEMI RAS, Moscow)
  • Oleg Seleznev (Umea, Sweden)
  • Zhan Shi (Université Paris 6)
  • Jordan Stoyanov (Newcastle University, UK, and University of Ljubljana, Slovenia)
  • Deny Talay (INRIA Sophia Antipolis, France)
  • Alexandre Tsybakov (CREST, Paris)
  • Alexander Veretennikov (University of Leeds, UK, and HSE)  

Please address your inquiries to Ella Rychkova via erichkova@hse.ru