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Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Opening
D. V. Treschev
October 14, 2019 09:30
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Live broadcast, October 14, 2019 09:30



High-frequency statistics for a semimartingale with jump activity varying with time
J. Jacod
October 14, 2019 09:40
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Live broadcast, October 14, 2019 09:40



Some thoughts about absence of arbitrage
M. Schweizer
October 14, 2019 10:20
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Live broadcast, October 14, 2019 10:20



The EMCEL scheme for approximating irregular SDEs and general diffusions
M. A. Urusov
October 14, 2019 11:20
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Live broadcast, October 14, 2019 11:20



Wasserstein-2 generative networks
E. V. Burnaev
October 14, 2019 12:00
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Live broadcast, October 14, 2019 12:00



On maximums of Gaussian fields. Application to processes of Bessel type
V. I. Piterbarg
October 14, 2019 12:40
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Live broadcast, October 14, 2019 12:40



An optimal detection problem with switching
R. Dalang
October 15, 2019 09:30
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Live broadcast, October 15, 2019 09:30



Variable annuities in a Lévy-based hybrid model with surrender risk
E. Eberlein
October 15, 2019 10:10
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Live broadcast, October 15, 2019 10:10



Non-conventional limits of random sequences via semi-invariants and/or moments
J. Stoyanov
October 15, 2019 11:10
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Live broadcast, October 15, 2019 11:10



Concentration of the chromatic number of a random graph
D. A. Shabanov
October 15, 2019 11:50
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Live broadcast, October 15, 2019 11:50



On distributions of exponential functionals of the processes with independent increments
L. Yu. Vostrikova
October 15, 2019 12:30
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Live broadcast, October 15, 2019 12:30



On stopped fractional Brownian motion, Brownian motion with square root drift, and Gaussian multiplicative chaos
P. A. Yaskov
October 15, 2019 14:30
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Live broadcast, October 15, 2019 14:30



Relatively optimal investment strategies in a market with competition
M. V. Zhitlukhin
October 15, 2019 15:10
Stochastic Days. Conference in honor of the 85th birthday of Albert Shiryaev

Live broadcast, October 15, 2019 15:10




Steklov Mathematical Institute Seminar

Eigensystems of non-self-adjoint operators
B. S. Mityagin
October 10, 2019 16:00
Steklov Mathematical Institute Seminar



Quasiconformal mappings and asymptotic geometry of manifolds
V. A. Zorich
September 26, 2019 16:00
Steklov Mathematical Institute Seminar



Fokker–Planck–Kolmogorov equations: the main achievements and open problems
V. I. Bogachev
June 20, 2019 16:00
Steklov Mathematical Institute Seminar




Colloquium of the Steklov Mathematical Institute of Russian Academy of Sciences

From Feynman integrals to Kloosterman sums
J. Fresán
October 3, 2019 16:30
Colloquium of the Steklov Mathematical Institute of Russian Academy of Sciences



The rationality problem of algebraic varieties
Yu. G. Prokhorov
September 5, 2019 16:00
Colloquium of the Steklov Mathematical Institute of Russian Academy of Sciences



Simultaneous contraction
V. Yu. Protasov
June 13, 2019 16:00
Colloquium of the Steklov Mathematical Institute of Russian Academy of Sciences







News

 Conference "Birational Geometry and Fano varieties" dedicated to V. Iskovskikh was held on June 24–28, 2019, at the Steklov Mathematical Institute.

 Lectures in memory of I. R. Shafarevich were held on June 3–7, 2019, at the Steklov Mathematical Institute.

 3rd French Russian Conference on Random Geometry and Physics: SachdevYeKitaev Model and Related Topics was held on June 3–7, 2019, at the Steklov Mathematical Institute.

 Conference on Complex Analysis and Mathematical Physics, dedicated to the 70th birthday of A. G. Sergeev was held on March 18–22, 2019, at the Steklov Mathematical Institute.

 International Conference "Optimal Control and Differential Games" dedicated to the 110th anniversary of L.S. Pontryagin was held on December 12–14, 2018, at the Steklov Mathematical Institute.

 International conference Integrable systems and applications in honour of M. A. Olshanetsky 80-th birthday was held on December 11, 2018, at the Steklov Mathematical Institute.

 Meeting of the Academic Council of the Institute was held on December 11, 2018.

 Meeting of the Academic Council of the Institute was held on November 22, 2018.

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