List of reports

Afanasyev Valeriy Ivanovich, viafan@mail.ru
Russia, Steklov Institute, leading researcher
Session: Limit theorems
Title of the talk: Functional Limit Theorems for Decomposable Branching Processes with Two Particle Types

Belopolskaya Yana Isajevna, yana.belopolskaya@gmail.com
Russia, SPbSUACE, prof
Session: Stochastic analysis
Title of the talk: Systems of nonlinear forward Kolmogorov equations

Donchev Doncho Stefanov, dsdonche@gmail.com
Bulgaria, Sofia University, Associate professor
Session: Stochastic analysis
Title of the talk: Asymptotic solutions to the inverse Shiryev problem

Emmanuel Denis Lépinette, emmanuel.lepinette@ceremade.dauphine.fr
France, Paris Dauphine University, Associate Professor
Session: Stochastic analysis
Title of the talk: TBA

Ermakov Mikhail Sergeevich, erm2512@mail.ru
Russia, St.Petersburg State University, Professor
Session: Mathematical statistics
Title of the talk: On consistency of nonparametric tests

Esquível Manuel Leote, mle@fct.unl.pt
Portugal, Department of Mathematics FCT NOVA, New University of Lisbon, Portugal, Associate Professor
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On a Stochastic Model for a Cooperative Banking Scheme for Microcredit

Fedotkin Mikhail Andreevich, fma5@rambler.ru
Russian Federation, Lobachevsky university of Nizhni Novgorod, professor
Session: Applied Stochastic Models
Title of the talk: Stochastic models of adaptive control processes with conflicting inputs and nonhomogeneous customers

Gaidamaka Yuliya Vasilievna , gaydamaka-yuv@rudn.ru
Russia, Peoples’ Friendship University of Russia (RUDN University), 6 Miklukho-Maklaya St, Moscow 117198, Russia; Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, 44-2 Vavilov St, Moscow 119333, Russia, Professor
Session: Applied Stochastic Models
Title of the talk: Product-form Markovian multi-resource loss systems

Gliklikh Yuri Evgenievich, ygliklikh@gmail.com
Russia, Voronezh State University, Professor
Session: Stochastic analysis
Title of the talk: Stochastic equations with current velocities and osmotic velocities (mean detrivatives)

Gorlov Vladimir Alexandrovich, Gorlov_v_a@mail.ru
Russia, Air Force military academy , associate professor
Session: Stochastic differential equations and inclusions
Title of the talk: Nonlinear dynamics in hysteresis structures

Grigorova Miryana , miryana_grigorova@yahoo.fr
United Kingdom, University of Leeds, Lecturer
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Option pricing in non-linear incomplete markets

Harin Alexander Alexanderovich , aaharin@yandex.ru
Russia , Modern University for the Humanities , Lecturer
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Auto-transformations of the distributions of random variables and behavioral economics.

Holevo Alexander , holevo@mi.ras.ru
Russia, Steklov Mathematical Institute of the Russian Academy of Sciences, Head of Department
Session: Stochastic analysis
Title of the talk: Generators of quantum one-dimensional diffusions

Khatskevich Vladimir Lvovich, vlkhats@mail.ru
Russia, AIR FORCE ACADEMY NAMED AFTER PROFESSOR N. E. ZHUKOVSKY AND Y. A. GAGARIN, professor
Session: Mathematical statistics
Title of the talk: On the optimal estimation of random variables

Khripunov Oleg , qwebsterq0@mail.ru
Russia, Lomonosov Moscow State University,
Session: Another...
Title of the talk: Boundedness problems of in nonequilibrium statistical physics

Klimentov Sergey Borisovich, sbklimentov@sfedu.ru
Russia, Southern Federal University, Southern Math. Institute VSC RAS, Professor
Session: Probabilistic methods in geometry, analysis and physics
Title of the talk: Stochastic Representations of the Generalize Analytic Functions

Kozyrev Dmitry V., kozyrevdv@gmail.com
Россия, RUDN University, Associate Professor
Session: Applied Stochastic Models
Title of the talk: On sensitivity of reliability models

Lisovskii Dmitrii , dilisovskij@gmail.com
Russia, Steklov Mathematical Institute, Researcher
Session: Optimal procedures
Title of the talk: TBA

Lykov Alexander , alekslyk@yandex.ru
Russia, Lomonosov Moscow State University, Researcher
Session: Stochastic analysis
Title of the talk: Boundedness problems of in nonequilibrium statistical physics

Makarova Alla Viktorovna, allagm@mail.ru
Russian Federation, “Military Educational and Scientific Center of the Air Force “N.E. Zhukovsky and Y.A. Gagarin Air Force Academy” , Senior lecturer
Session: Стохастический анализ
Title of the talk: An existence of solutions for stochastic differential inclusions I

Martynov Gennady Vladinirivitch, magevl@gmail.com
Russia, IITP RAS, Senior scientific
Session: Stochastic analysis
Title of the talk: Kramer-von Mises test for gamma distribution family

Mashkov Evgeny Yurievich, mashkovevgen@yandex.ru
Russia, Southwest State University, Senior lecturer
Session: Stochastic differential equations and inclusions
Title of the talk: Singular Stochastic Leontieff type equation in current velocities of solutions

Melikian Margarita Vrezhovna, magaarm@list.ru
Russia, Lomonosov Moscow State University, PhD student
Session: Another...
Title of the talk: Boundedness problems of in nonequilibrium statistical physics

Mishkoy Gheorghe Konstantin, gmiscoi@ulim.md
Moldova, Academy of Sciences, Free International University of Moldova, Professor
Session: Applied Stochastic Models
Title of the talk: Polling models with semi-Markov switching

Muromskaya Anastasia Andreevna, anastasia.muromskaya.msu@gmail.com
Russia, Lomonosov Moscow State University, tutor
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On the probability of ruin of a joint-stock insurance company

Nasyrov Farit , farsagit@yandex.ru
Russia, UGATU, professor
Session: Stochastic analysis
Title of the talk: Strong solution of SDE

Naumov Valeriy Arsentievich , valeriy.naumov@pfu.fi
Finland, Service Innovation Research Institute, Annankatu 8A, 00120 Helsinki, Finland, Research Director
Session: Applied Stochastic Models
Title of the talk: Product-form Markovian multi-resource loss systems

Pavlov Igor Viktorovich, pavloviv2005@mail.ru
Russia, Don State Technical University, Head of the Department of Higher Mathematics
Session: Stochastic analysis
Title of the talk: Deformed Processes and Their Deflators

Pchelintsev Evgenii Anatolievich, evgen-pch@yandex.ru
Russia, Tomsk State University, Associate Professor
Session: Mathematical statistics
Title of the talk: Model selection method for an adaptive estimation in regression models with non-Gaussian Ornstein-Uhlenbeck noises

Perelevskiy Svyatoslav Sergeyevich, slavaperelevskiy@mail.ru
Russia, Tomsk State University, Graduate student
Session: Applied Stochastic Models
Title of the talk: IMPROVED NONPARAMETRIC ESTIMATION OF THE DRIFT IN DIFFUSION PROCESSES

Perevaryukha Andrey Uryevich , temp_elf@mail.ru
Russia, St. Petersburg Institute for Informatics and Automation of the Russian Academy of Sciences, Senior Researcher
Session: Applied Stochastic Models
Title of the talk: Population model of pest Cardiaspina albitextura with stochastic transition to the outbreak phase

Rakhimova Gulnoza Gafurovna, rakhimova_gulnoza@mail.ru
Uzbekistan, National university of Uzbekistan, Aspirant
Session: Mathematical statistics
Title of the talk: Sequential estimation by fixed-width confidence intervals some nonparametric statistics

Rodionov Igor Vladimirovich, vecsell@gmail.com
Russia, Lomonosov Moscow State University, senior researcher
Session: Mathematical statistics
Title of the talk: On parametric estimation of distribution tails

Rodochenko Vasily , vrodochenko@gmail.com
Russia, Southern Federal University, PhD student
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On pricing double barrier options in Kou-like models using matrix factorization and Strang splitting.

Rykov Vladimir V., vladimir_rykov@mail.ru
Russia, RUDN University, Professor
Session: Applied Stochastic Models
Title of the talk: On sensitivity of stochastic models

Rytova Anastasiia Igorevna, nrche@mail.ru
Russian Federation, Lomonosov Moscow State University, Postgraduate
Session: Branching processes and random walks
Title of the talk: Cluster structure in branching walks with heavy tails

Samouylov Konstantin Evgenievich , samuylov-ke@rudn.ru
Russia, Peoples’ Friendship University of Russia (RUDN University), 6 Miklukho-Maklaya St, Moscow 117198, Russia; Federal Research Center “Computer Science and Control” of the Russian Academy of Sciences, 44-2 Vavilov St, Moscow 119333, Russia, Head of Department
Session: Applied Stochastic Models
Title of the talk: Product-form Markovian multi-resource loss systems

Shiryaeva Ludmila Konstantinovna, Shiryeva_LK@mail.ru
Russia, Samara State University of Economics, asociate professor
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On the extraction of minimal bivariate copula from a one distribution

Shorokhov Sergey Gennadyevich, shorokhov-sg@rudn.ru
Russia, RUDN University, Senior lecturer
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: On some properties of CEV stochastic model and its applications

Shumafov Magomet Mishaust, magomet_shumaf@mail.ru
Russia, Republic of Adygeya, professor
Session: Stochastic differential equations and inclusions
Title of the talk: Stochastic Stability of the Second-Order Differential Equations and Systems

Sonin Isaac M, imsonin@uncc.edu
USA, University of North Carolina at Charlotte , Professor
Session: Applied Stochastic Models
Title of the talk: Locks, Bombs and Testing

Tikhov Mikhail Semenovich, tikhovm@mail.ru
Russia, Nizhny Novgorod State University, prof.
Session: Applied Stochastic Models
Title of the talk: Statistical estimation of quantal dose-response curves using the method of stochastic approximation

Tlyachev Vyacheslav Beslanovitch, stvb2006@rambler.ru
Russia, Adyghe State University, Head of department
Session: Stochastic differential equations and inclusions
Title of the talk: Stochastic Stability of the Second-Order Differential Equations and Systems

Tursunov Gafur Tairovich, tursunovgafur52@gmail.com
Uzbekistan, National university of Uzbekistan, Dosent Department of probability theory
Session: Limit theorems
Title of the talk: Asymptotic behavior of empirical process constructed from a sample of random size

Uglich Serge Illarionovich, uglitch@inbox.ru
Russia, Don State Technical University, Associate Professor
Session: Optimal procedures
Title of the talk: Minimax Problem in a Task with Priorities

Vasiliev Vyacheslav Arthurovich, vas@mail.tsu.ru
Russia, Naional Research Tomsk State University, Professor
Session: Stochastic analysis
Title of the talk: Optimal parameter estimation with application to model construction of financial mathematics

Vatutin Vladimir Alekseevich, vatutin@mi.ras.ru
Russia, Steklov Mathematical Institute, Leading Researcher
Session: Branching processes and random walks
Title of the talk: Branching processes in random environment

Yakymiv Arsen Lubomirovich, arsen@mi-ras.ru
Russia, MIAN, leader scientist researcher
Session: Limit theorems
Title of the talk: Limit theorem for multivariate exponential family distributions

Zadorozhniy Vladimir Grigoryevich, zador@amm.vsu.ru
Russia, Voronezh state university, department chair
Session: Stochastic analysis
Title of the talk: On the mathematical expectation of solving a linear system of differential equations with three random coefficients

Zhitlukhin Mikhail , mikhailzh@mi-ras.ru
Russia, Steklov Mathematical Institute, Researcher
Session: Financial and insurance mathematics. Probabilistic methods in economics.
Title of the talk: Asymptotically optimal strategies in a market model with competition

Zorine Andrei Vladimirovich, zoav1602@gmail.com
Russian Federation, Lobachevsky university of Nizhni Novgorod, professor
Session: Applied Stochastic Models
Title of the talk: Stochastic models of adaptive control processes with conflicting inputs and nonhomogeneous customers

Registration of conference participants

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