INTERNATIONAL CONFERENCE

Stochastic Analysis and Random Dynamical Systems

June 14-20, 2009

Lviv, Ukraine

The conference is devoted to one-hundredth anniversary of N.N. Bogoliubov 

Organized by:

Institute of Mathematics of National Academy of Sciences of Ukraine

 Ivan Franko National University of Lviv

National University “Lvivska Polytechnika”

National Taras Shevchenko University

General Information

Program Committee
Organizing Committee
Sections
Scientific Program
Invited Lecturers
Tentative list of participants
Conference Fee
Abstracts
Proceedings of the Conference
Contacts
Social and Cultural Program
Registration Form
Deadlines
Travel and Accommodation
Information about Lviv

 

Tentative list of participants  

Mohammed  Ageel (King Khalid University, Saudi Arabia, e-mail: miaqeel@kku.edu.sa   or mohammedageel@hotmail.com) 

Some contributions on diffusion with Jumps

 

Cherkez Aghayeva (Yasar University Turkey, Azerbaijan, e-mail:)

Necessary condition of optimality for some nonlinear stochastic system  with variable structure

 

Olga Alexandrova (Donbas National Academy of Civil Engineering and Architecture, Ukraine, e-mail: alexand_olga_la@mail.ru)

First integrals for stochastic differential equations

 

Rovshan Aliyev(Azerbaijan, e-mail: aliyevrovshan@yahoo.com)

Semi-markovian process with component having distribution with regularly varying tail

 

Elena Antonova (Belgorod State University, Russia, e-mail: antonova_e_s@mail.ru)

The upper bound of the percolation threshold of the Bernoulli field on the hexagonal lattice (with Yu.P Virchenko)

 

Svetlana Anulova (Institute for Control Science, Russia, e-mail: anulovas@ipu.rssi.ru)

A Multidimensional Comparison Theorem for solutions of the Skorokhod Problem in a Wedge with Applications to Control of the Brownian Motion with Drift

 

Olga Aryasova (Institute of Geophysics, National Academy of Sciences of Ukraine, Ukraine, e-mail: oaryasova@mail.ru)

On Brownian motion on the plane with intersecting membranes (with A.Pilipenko)

 

Olga Avramenko (Kirovograd State Pedagogical University, Ukraine, e-mail: oavramenko@rambler.ru)

On the dispersion relation of nonlinear random internal waves in two-fluid system

 

Meleyke Azadova (Azerbaijan, e-mail: ulyarzayeva@rambler.ru)

About one forecast model of  states of dynamic systems in the neural networks

 

Svetlana Azarina (Voronezh State Technical University, Russia, e-mail: azarina@math.vsu.ru)

Inclusions for the generators of evolution families and stochastic flows

 

Jakhongir Azimov (Institute of Mathematics and Information Technologies, Tashkent, Uzbekistan , e-mail: jakhongir20@rambler.ru)

Limit theorems for the critical gGalton-Watson process with non-homogeneous immigration

 

Petre Babilua (I.Javakhishvili Tbilisi State University, Georgia, e-mail: p.babilua@yahoo.com)

On Optimal Stopping for Time-Dependent Gain Function

 

Ismael Bailleul  (Statistical Laboratory, Cambridge University, UK , e-mail: i.bailleul@statslab.cam.ac.uk)

A pathwise approach to relativistic diffusions.

 

Yuri Bakhtin (Georgia Institute of Technology, USA , e-mail: bakhtin@math.gatech.edu)

Random trees and SPDE approximation

 

Viacheslav Belavkin (University of Nottingham, UK, e-mail:vpb@maths.nott.ac.uk)

Noncommutative Random Levy-Ito Fields on the modular algebras

 

Irina Blazhievska (National Technical University of Ukraine “KPI”, Ukraine, e-mail: packsenarrion@rambler.ru)

On asymptotic behavior of cross-correlogram estimations of impulse response functions in linear Volterra systems (with V.Buldygin)

 

Irina Bodnarchuk (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: robeiko_i@ukr.net)

Mild solution of wave equation with general stochastic measure

 

Semen Bodnarchuk (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: robeiko_i@ukr.net)

Conditions for smoothness of the distribution density of solution of multidimensional linear SDE with Levy noise

 

Anna Bodrova (Moscow State University, Russia, e-mail: bodrova@polly.phys.msu.ru)

Self-diffusion of rough granular particles with rotational degrees of freedom

 

Oleksandr Borysenko (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: odb@univ.kiev.ua)

Investigation of limit behaviour of fourth order randomoscillatory system, depending on small parameter (with Olga Borisenko )

 

Olga Borysenko (The National Technical University of Ukraine “KPI”, Ukraine)

Investigation of limit behaviour of fourth order random oscillatory system, depending on small parameter r(with Oleksandr Borisenko)

 

Mykhaylo Bratyk (National University of “Kiev-Mohyla Academy”, Kyiv National Taras Shevchenko University of Kyiv, Ukraine, e-mail: odb@univ.kiev.ua)

The problem of quantile hedging for price process model defined by diffusion process with long range dependence on complete and incomplete financial market

 

Dmitry Budkov (Institute for applied mathematics and mechanics the National Academy of Sciences of Ukraine, Ukraine, e-mail: budkov@iamm.ac.donetsk.ua)

Limit Theorems For Integral Functionals At Solutions Of Stochastic Equations

 

Nataliya Buhrii (National University “Lvivska Politechnika”, Ukraine, e-mail: n_buhrii@i.ua)

Existence conditions of limit distributions for functional family

 

Valerii Buldygin (National Technical University of Ukraine “KPI”, Ukraine, e-mail: vbuldygi@mail.ru)

On convergence of sums of autoregressive sequences (with M.K. Runovska)

 

Jaroslav Chabanyuk (National University “Lvivska politechnika”, Ukraine, e-mail: yaroslav_chab@yahoo.com)

Stability jumping dynamical systems in averaging scheme

 

Elena Chalykh (Pacific State University, Russia, e-mail: elena_chal@mail.ru)

The simulation of polymer chain with  variable length

The construction of stochastic differential equations set that has the arbitrary first integrals collection

 

Vasily Chernecky (Odessa State Academy of Refrigeration, Ukraine, e-mail: grandvn@ukr.net, chern.od@gmail.com)

Non-ruin probability for insurance company investing its capital in a bank account

 

Igor Chueshov (Kharkov National University, Ukraine, e-mail: chueshov@unuver.kharkov.ua) 

Stochastic heat equations in materials with memory

 

Illya Dariychuk (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: elijadar@rambler.ru)

Some Properties of pre-Gaussian Shot Noise Processes

 

Besarion Dochvir (I.Javakhishvili Tbilisi State University, Georgia, e-mail: besarion.dochviri@tsu.ge)

On Optimal Stopping for Time-Dependent Gain Function

 

Valery Doobko (Ukraine, e-mail: doobko@mail.i.com.ua)

Invariants of a Generalized Equation Ito and Their Application for Formation of a Generalized Ito-Ventzel's Formula

 

Marco Dozzi (Nancy Université, France, e-mail: dozzi@iecn.u-nancy.fr )

On the large time behaviour of a SPDE of parabolic type

 

Elena Dyakonova (Steklov Mathematical Institute, Russia, e-mail: elena@mi.ras.ru)

Survival of sub-critical multi-type branching processes in random environment

 

Shakir Formanov (Institute of Mathematics and Information Technologies, Tashkent, Uzbekistan, e-mail: shakirformanov@yandex.ru)

On non-classical versions of limit theorems for sums of independent random variables

 

Chrysoula Ganatsiou (University of Thessaly, Greece, e-mail: ganatsio@otenet.gr)

On a generalization of the existence of irreducible denumerable circuit chains

 

Vitalii Gasanenko (Institute of Mathematics of  the National Academy of Sciences of Ukraine, Ukraine, e-mail: gs@imath.kiev.ua   or gasanenko@gmail.com)

Exact asymptote for small deviations of compound Poisson process

 

Leszek Gawarecki (Kettering University, USA, e-mail: Lgawarec@kettering.edu)

On the Existence of Weak Variational Solutions to Stochastic Differential Equations

(with V. Mandrekar)

 

Yuri Gliklikh (Voronezh State University, Russia, e-mail: yeg@math.vsu.ru, yeg2000@pisem.net)

Stochastic dynamics via equations and inclusions in terms of mean derivatives and infinitesimal generators

 

Omar Glonti (I.Javakhishvili Tbilisi State University, Georgia, e-mail: omglo@yahoo.com)

Geometrical Gaussian martingales with disorder

 

Vitaliy Golomoziy (National Taras  Shevchenko University of Kyiv, Ukraine, e-mail: mailtower@gmail.com)

Stability of non-homogeneous Markov chains, minorizated on whole space

 

Yuri Gordienko (G.V.Kurdyumov Institute for Metal Physics of the National Academy of Sciences of Ukraine, Ukraine, e-mail gord@imp.kiev.ua )

Exchange Kinetics of Cluster Growth as a Diffusion Process in a Cluster Ensemble Space

 

Lyubomir Goshko (National University “Lvivska politechnika”, Ukraine, e-mail: yaroslav_chab@yahoo.com)

Stability jumping dynamical systems  in averaging scheme

 

Iulia Griza (Free International University of Moldova, Moldova, e-mail: iuliagriza@yandex.ru)

Queuing systems with semi-Markov flow in diffusion approximation schemes

 

Serhij Guran (Ivan Franko National University of Lviv, Ukraine, e-mail: kvm@franko.lviv.ua)

One-dimensional nonhomogeneous diffusion processes with a membrane in a fixed point with partial reflection and delay properties

 

Dmytro Gusak (Institute of Mathematics of the National Academy of Sciences of Ukraine, Ukraine)

Sojourne times of the risk process with stochastic premiums in survival and risk zones

 

Erika Hausenblas (University of Salzburg, Austria, e-mail: erika.hausenblas@sbg.ac.at)

Stochastic Partial Differential Equations driven by Levy noise with non Lipschitz coefficients

 

Ulyana Himka (National University “Lvivska politechnika”, Ukraine, e-mail: NathimU@i.ua)

Convergence of stochastic approximation procedure of the search a maximal point in the average system with Markov switchings (with Ya. Chabanyuk)

 

Michael Hinz (Friedrich-Schiller-University of Jena, Germany, e-mail: mhinz@minet.uni-jena.de)

Stochastic partial differential equations with fractal noise

 

Kenneth Hochberg (Bar-Ilan University, Israel, e-mail: hochberg@macs.biu.ac.il)

Some Asymptotic Properties of a Branching Particle System

 

Josef Hofbauer (University of Vienna, Austria, e-mail: Josef.Hofbauer@univie.ac.at)

The stochastic replicator dynamics

 

Parvana Ibadova (Azerbaijan, e-mail: ulyarzayeva@rambler.ru)

About one approach to the solution of clasterization problem, spent by the analysis of fuzzy measures

 

Folahan Idris Adegboyega (International British Institute, Egypt, e-mail: FOLAHAN_IDRIS@YAHOO.COM)

no talk

 

Alexander Ilchenko (National Taras. Shevchenko University of Kyiv, Ukraine, e-mail: alvil@i.ua)

Anticipating parabolic partial stochastic differential equations

 

Andrii Ilienko (National Technical University of Ukraine “KPI”, Ukraine, e-mail: a_ilienko@ukr.net)

On some limit theorems for non-linear functionals of shot noise processes

 

Azam Imomov (Uzbekistan, e-mail: imomov_azam@mail.ru (personal) ,

kasu_info@edu.uz (university))

On one model of branching processes

 

Elena Issoglio (Friedrich-Schiller-Universität,  Jena, Germany, e-mail: elena.issoglio@uni-jena.de)

To be announced

 

Dmytro Ivanenko (NationaTaras Shevchenko University of Kyiv, Ukraine, e-mail: ida@univ.kiev.ua)

Asymptotic properties of a parameter estimator for a linear SDE

 

Olga Izyumtseva (Institute of Mathematics of the National Academy of Sciences of Ukraine, Ukraine, e-mail: olaizyumtseva@yahoo.com)

Renormalization of self-intersection local time for random processes

 

Katarzyna Janczak-Borkowska (Institute of Mathematics And Physics, University of Technology and Life Sciences, Bydgoszcz, Poland, e-mail: kaja@utp.edu.pl)

Generalized RBSDE with random terminal time

 

Vakhtang Jaoshvili (I.Javakhishvili Tbilisi State University, Georgia, e-mail: kaja@utp.edu.pl)

A  New Approach to the Definition of Stochastic Derivative Operator of Poisson Functionals

 

Hurshidjon Jumaqulov (Institute of Mathematics and Information Technologies, Tashkent, Uzbekistan, e-mail: xurshid81@gmail.com)

On fluctuation of nearly critical branching processes with immigration(with Ya.Khusanbaev)

 

Ievgen Karnaukh (Kyiv National University of Trade and Economics, Ukraine, e-mail: kveugene@mail.ru)

A note on the Wald type martingale for Markov additive processes

 

Iurii Kartashov (NationaTaras Shevchenko University of Kyiv, Ukraine, e-mail: Kartashov-y@yandex.ru)

Limit theorems for additive functionals of Markov processes under local conditions

 

Alexander Kharazishvili (A. Razmadze Mathematical Institute, Georgia, e-mail: kharaz2@yahoo.com)

On the existence of sigma-finite non-separable invariant measures on uncountable groups

 

Zaza Khechinashvili (I.Javakhishvili Tbilisi State University, Georgia, e-mail: khechinashvili@mail.ru)

Geometrical Gaussian martingales with disorder

 

Yakubdjan Khusanbaev (Institute of Mathematics and Information Technologies, Tashkent, Uzbekistan, e-mail: yakubdjank@mail.ru)

On fluctuation of nearly critical branching processes with immigration(with H.Jumaqulov)

 

Stepan Kichura (Ivan Franko National University of Lviv, Ukraine, e-mail: kvm@franko.lviv.ua) Operator Semigroups that Describes a Diffusion Process with Discontinuous Diffusion Coefficients in a Bounded Domain (with Z.Tsapovska)

 

Aleks Kirtadze (A. Razmadze Mathematical Institute, Georgia, e-mail: kirtadze2@yahoo.com)

On the uniqueness property of sigma-finite  invariant measures

 

Oleg Klesov (National Technical University of Ukraine “KPI”, Ukraine, e-mail: klesov@math.uni-paderborn.de)

Limit theorems for random fields

 

Borys Klykavka (NationaTaras Shevchenko  University of  Kyiv, Ukraine, e-mail: bklykavka@yahoo.com)

Asymptotic properties of random fields with singular spectrum

 

Pavel Knopov (V.M.Glushkov Institute of Cybernetics of the National Academy of Sciences of Ukraine, Ukraine, e-mail: knopov1@yahoo.com)

On some approaches to pattern recognition

 

Victoria Knopova (V.M.Glushkov Institute of Cybernetics of the National Academy of Sciences of Ukraine, Ukraine, e-mail: vic_knopova@gmx.de)

On some Levy and Levy type processes with analytic characteristic function

 

Vitalij Konarovskiy (Institute of Mathematics of  National Academy of Sciences of Ukraine, Ukraine, e-mail: vitalik@imath.kiev.ua)

The system of sticking diffusion particles with variable weights

 

Pavlo Kononchuk, Bogdan Kopytko (Ivan Franko National University of Lviv, Ukraine, e-mail: p.kononchuk@gmail.com)

Diffusion Processes With Semitransparent Membrane on a Hypersurface With Possible Break of a Trajectory

 

Arnold Korkhin (National Mining University, Ukraine, e-mail: korkhina@nmu.org.ua,  korkhin@mail.ru)

Statistical properties of estimates distributed lag model coefficients with inequality restrictions on it

 

Alexander Korolev (Lomonosov Moscow State University, Russia, e-mail: a.v.korolev@mail.ru)

Non uniform averages in ergodic theorems

 

Volodymyr Koroliuk (Institute of Mathematics of the National Academy of Sciences of Ukraine, Ukraine, e-mail: vskorol@yahoo.com)

Diffusion approximation of stochastic systems in merging Phase space

 

Volodymyr Koshmanenko (Institute of Mathematics of the National Academy of Sciences of Ukraine, Ukraine, e-mail: kosh@imath.kiev.ua)

Conflict dynamical systems in terms of stochastic matrices

 

Yurii Kozachenko (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: yvk@univ.kiev.ua)

Some Properties of pre-Gaussian Shot Noise Processes (with I. Dariychuk)

 

Natalia Kruglova  (National Technical University of Ukraine (“ KPI”), Ukraine, e-mail: natahak@ukr.net)

Asymptotic behavior of the restriction of the Chentsov random field

 

Ivan Krykun (Institute of Applied Mathematics and Mechanics of the National Academy of Sciences of Ukraine, Ukraine, e-mail: ikrykun@iamm.ac.donetsk.ua)

Limit behavior of the stochastic equations with local time

 

Valeri Kucherenko (The National Polytechnic Institute of  Mexico city, Mexico, e-mail: valkuch@gmail.com)

On the Bogolubov spectrum in the multiparticles problem

 

Alexander Kukush (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: Alexander_kukush@univ.kiev.ua)

New corrected estimating function in quadratic errors-in-variables model (joint with O.Usoltseva)

 

Alexey Kulik (Institute of Mathematics of the National Academy of Sciences of Ukraine, Ukraine, e-mail: kulik@imath.kiev.ua)

Invariance Principle for Difference Additive Functionals Defined on a Sequence of Markov Chains

 

Valery Kuzmin (National Technical University of Ukraine (“ KPI”), Ukraine, e-mail: lapach@ukr.net)

Stochastic Analysis of Short Samples by Interval Functions (with S.Lapach.)

Analysis of stochastic processes with jumps in conditions of heteroscedasticity (with P.Bidyuk)

 

Igor Kuznetsov (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: sea_hawk@inbox.ru)

Evaluation of the Probability to Obtain a Subspace of a Given Weight over a Finite Field (with V.Masol)

 

Alexey Lebedev (Moscow State University, Russia, e-mail: alebedev@mech.math.msu.su)

Limit theorems on maximal scores in branching processes

 

Andrey Lipchyus (Lomonosov Moscow State University, Russia, e-mail: landrmm @mail.ru)

Approximation of entropy type nonlinear functionals of probability densities

 

Artyom Logachov (Institute for applied mathematics and mechanics the National Academy of Sciences of Ukraine, Ukraine, e-mail: budkov@iamm.ac.donetsk.ua)

Functional iterated logarithm law for some martingales

 

Rostyslav Maiboroda (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: mre@univ.kiev.ua)

Asymptotic behavior of GEE estimates for parameters of symmetric distribution with admixture

 

Sergey Makhno (Institute for applied mathematics and mechanics the National Academy of Sciences of Ukraine, Ukraine, e-mail: makhno@iamm.ac.donetsk,ua)

Large deviations for stochastic equations with local time

 

Tatiana Malovichko (National Technical University of Ukraine "KPI", Ukraine, e-mail: tatianamtv@rambler.ru)

Some properties of stochastic flows corresponding to equations with interaction

 

Anatoly Manita (Lomonosov Moscow State University, Russia, e-mail: manita@mech.math.msu.su)

Closure of the BBGKY hierarchy in stochastic micromodels of hydrodynamics

 

Volodymyr Masol (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: vimasol@ukr.net)

Evaluation of the Probability to Obtain a Subspace of a Given Weight over a Finite Field (with I.Kuznetsov)

 

Hiroyuki Matsumoto (Graduate School of Information Science, Nagoya University, Japan, e-mail: matsu@is.nagoya-u.ac.jp)

Limiting behaviors of the Brownian motions on hyperbolic spaces

 

Igor Medynsky (National University “Lvivska Polytechnika”, Ukraine, e-mail: dpm.mip@polynet.lviv.ua)

The Fokker-Plank-Kolmogorov equations for some degenerate diffusion processes (with S.D.Ivasysen)

 

Roderick Melnik (Tier I Canada Research Chair, Canada, e-mail: rmelnik@wlu.ca)

Applications of Stochastic PDEs to Modelling Complex Systems

 

Sergey Melnik (Institute of applied mathematics and mechanics of NACU, Ukraine, e-mail: melnik@iamm.ac.donetsk.ua)

Dynamics of solutions of some stochastic parabolic equations

 

Saulius Minkevicius (Vilnius University, Lithuania, e-mail: minkevicius.saulius@gmail.com)

About extreme values in multiphase queues

 

Yuliya Mishura (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: yumishura@gmail.com)

Diffusion models with long-range dependence

 

Oleksandr Moklyachuk National (Taras Shevchenko University of Kyiv, Ukraine, e-mail: omoklyachuk@ukr.net)

Modeling of φ-subgaussian stochastic processed in Lp(T)

 

Mikhail Moklyachuk (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: mmp@univ.kiev.ua)

Robust estimation problems for periodically correlated processes.

 

Elina Moldavskaya (Institute of Cybernetics, NAS of Ukraine; Bar-Ilan University, Ukraine, Israel, e-mail: elinam@bgu.ac.il)

Approximate representation for parameters estimators in the regression models with LRD and restrictions.

 

Maxim Musin (Moscow State University, Russia, e-mail: maxmmsu@yandex.ru)

Diameter localization probability bound for random graph

 

Sergey Nagaev (Sobolev Institute of Mathematics Siberian Branch of the Russian Academy of Sciences, Russia, e-mail: nagaev@math.nsc.ru, nagaevs@hotmail.com, nagaevs@academ.org)

The renewal theorems in the case when the renewal time has a  distribution without power moments

 

Iryna Nishchenko (National Technical University of Ukraine “Kyiv Politechnical Institute”, Ukraine, e-mail: irynan@gmail.com)

Brownian flows with semi-Markov interaction

 

Vladimir Norkin (Glushkov Institute of Cybernetics, Ukraine, e-mail: norkin@i.com.ua)

On consistency of Vapnik’s support vector machines

 

Serguei Novak (Middlesex University, MUBS., UK, e-mail: S.Novak@mdx.ac.uk)

Lower bounds to the accuracy of sample maxima estimation

 

Iryna Novak (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: kavonk@ukr.net.)

Oscillation of the solutions of linear stochastic equations of the second orders

 

Andriy Novosyadlo (Ivan Franko National University of Lviv, Ukraine, e-mail: Nandrew183@gmail.com)

Method of the Classic Theory of Potential in the Problem about Construction Generalized Diffusive Process

 

Andrei Obukhovskii (Voronezh  Institute of  Management, Marketing and Finances, Russia, e-mail: avo-ob@mail.ru)

Stochastic differential inclusions with delay

 

Enzo Orsingher (Sapienza Università di Roma Dip. Statistica, Probabilità e St.Appl., Italy, e-mail: Enzo.orsingher@uniroma1.it)

Random motions in non-euclidean spaces

 

Gogi Pantsulaia (Georgian Technical University, Georgia, e-mail: gogi_pantsulaia@hotmail.com)

 Lioville-type theorems for generators of shy sets in abelian Polish group RN.

On a certain  problem  of  E. Szpilrajn  fornon-separable complete metric spaces

 

Andrey Pilipenko (Institute of Mathematics of the National Academy of Sciences of Ukraine, Ukraine, e-mail: apilip@imath.kiev.ua)

Differentiability with respect to the initial data of a stochastic reflecting flow

 

Volodymyr Pavlenkov (Ukraine, e-mail: Smallstar_84@mail.ru)

To be announced later

 

Irina Podun (National University “Lvivska politechnika”, Ukraine, e-mail: yaroslav_chab@yahoo.com)

Stability jumping dynamical systems  in averaging scheme

 

Federico Polito (Dipartimento di Statistica, Probabilità e Stat. Appl., Facoltà di Scienze Statistiche, ``Sapienza'' Università di Roma., Italy, e-mail: federico.polito@uniroma1.it)

Fractional Birth Processes

 

Olga Polosmak (Ukraine, e-mail: DidenkoOlga@yandex.ru)

Conditions and rate of uniform convergence in probability of wavelet expansions for Orlicz processes

 

Mykhaylo Postan (Odessa National Maritime University, Ukraine, e-mail: postan@ukr.net)

To be announced

 

Nicolas Privault (City University of Hong Kong, Hong Kong, e-mail: )

Moment identities and random rotations of Skorohod integrals

 

Omar Purtukhia (I.Javakhishvili Tbilisi State University Georgia, e-mail: Omar.purtukhia@tsu.ge, o.purtukhia@gmail.com)

A  New Approach to the Definition of Stochastic Derivative Operator of Poisson Functionals

 

Lluís Quer-Sardanyons (Universitat Autònoma de Barcelona Spain, e-mail: quer@mat.uab.cat)

Gaussian density estimates for the stochastic heat equation in high dimensions

 

Vadym Radchenko (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: vradchenko@univ.kiev.ua)

Mild solution of heat equation with general stochastic measure

 

Gayrat Rakhimov (Zangiatinskiy  proffisional College, Uzbekistan, e-mail: gayrat@ngs.ru,  gairat48@gmail.com)

To be announced later

 

Georgii Riabov (Institute of Mathematics of the National Academy of Sciences of Ukraine, Ukraine, e-mail: ryabov.george@gmail.com)

On finite absolute continuity of measures induced by second quantization operators

 

Liudmila  Romashova (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: deezee@ukr.net)

Conditions comparison of existence of an unique decision of the random equations over the finite fields (with V.Masol)

 

Andrzej Rozkosz (Nicolaus Copernicus University, Poland, e-mail: rozkosz@mat.uni.torun.pl)

Stochastic representation for solutions of linear equations in divergence form

 

Maryna Runovska ( National Technical University of Ukraine “KPI”, Ukraine, e-mail: mari-run@ukr.net)

On convergence of sums of autoregressive sequences (with V.Buldygin)

 

Nadiya Ruzhevych (National University “Lvivska Polytechnika” Ukraine, e-mail: nadiyaruz@yahoo.com)

On the asymptotic normality conditions for degenerate random vectors

 

Alexander Ryvkin (Institute of Immunology and Physiology, Ural Branch of Russian Academy of Sciences, Russia, e-mail: alex-ryvkin@yandex.ru)

Electron-Conformational Model of Ryanodine Channels' Stochastic Dynamics in Cardiomyocite

 

Ludmila Sakhno  (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: lms@univ.kiev.ua)

On the estimation of higher-order spectral functionals

 

Igor Samoilenko (Institute of Mathematics of the National Academy of Sciences of Ukraine, Ukraine, e-mail: isamoil@imath.kiev.ua)

Lévy Approximation of Impulsive Recurrent Process with Semi-Markov Switching

 

Christian Selinger (Laboratoire de Mathématiques, Université du Luxembourg, Luxembourg, e-mail: christian.selinger@uni.lu)

The Wasserstein space of probability densities: Riemannian geometry and Renormalized Laplacians

 

Serhiy Semenyuk (National University 'Lvivska Politechnika', Ukraine, e-mail: semenyuk@gmail.com)

Fluctuations of the stochastic approximation procedure with diffusion perturbations

 

Vadim Serdobolskii (Moscow State Institute of Electronics and Mathematics, Russia, e-mail: vvserd@mail.ru)

Spectra of Large Random Gram Matrices

 

Evelina Shamarova (University of Lisbon, Portugal, e-mail: evelina@cii.fc.ul.pt)

Navier-Stokes equations and forward-backward SDEs on the group of diffeomorphisms of a torus

 

Nikolaj Shamarov (Lomonosov Moscow State University, Russia, e-mail:nshamarov@yandex.ru

Random fileds with real times and p-adic values

 

Olimjon Sharipov (Institute of Mathematics and Information Technologies, Tashkent, , Uzbekistan, e-mail: osharipov@yahoo.com)

A central limit theorem for strong mixing random variables with values in D[0,1].

 

Lola Sharipova (Institute of Railway Engineering, Tashkent, Uzbekistan, e-mail: slola@mail.ru)

On nonclassical versions of limit theorems for sums of independent random variables

 

Alexey Shashkin (Moscow State University, Russia, e-mail: ashashkin@hotmail.com)            

Invariance principle for the excursion sets generated by stationary dependent random fields

 

Nataly Shchestyuk (East Ukraine Volodymyr Dahl National University,Ukraine, e-mail: Natalyshch@gmail.com)

Robust estimations for homogeneous correlated fields under uncertainly

 

Georgiy Shevchenko (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: zhora@univ.kiev.ua)

A generalization of fractional Brownian motion

 

Svitlana Slobodian (Precarpathian National Vasyl Stefanyk University, Ukraine, e-mail: Slobodian_S@ukr.net)

Limit theorems on the distribution of the number of false solutions of a consistent system of nonlinear equations (with V.Masol)

 

Leszek Słomiński (Nicolaus Copernicus University, Poland, e-mail: leszeks@mat.uni.torun.pl)

Stochastic differential equations with jump reflection at time dependent barriers

 

Natalya Smorodina (St.-Petersburg State University, Russia, e-mail: smorodin@ns2691.spb.edu)

The Levy-Khinchin representation of the  one class of signed stable measures and some its applications.

 

Grigol Sokhadze (Georgia, e-mail: giasokhi1@i.ua)

Estimations of Radon-Nikodim Derivatives and its Applications in infinite Dimensional Linear Spaces,

On Some Properties of Strongly and Weakly Separable Statistical Structures in Banach Space of Measures {with Z.Zerakidze)

 

Oleksandr Stanzhytskyi (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: stom@mail.univ.kiev.ua)

Stochastic equations, not solvable with respect to “derivative”

 

Olena Sugakova (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: sugak@univ.kiev.ua)

Asymptotic behavior of density estimates by observations with admixture

 

Florian Timmermann (Lomonosov Moscow State University, Russia, / Ulm University, Germany, e-mail: florian.timmermann@gmail.com)

A CLT for Excursion Sets of Gaussian Random Fields

 

Taras Timoshkevich (National Taras Shevchenko University of Kiev, Ukraine, e-mail: vottak@mail.ru)

Barycentres of sets in Banah space with a measure

 

Vladyslav Tomashyk (National Taras Shevchenko University of Kiev, Ukraine, e-mail: vladdislav@gmail.com)

An optimal stopping moments asymptotics for an Ito diffusion

 

Zhanetta Tsapovska (Ivan Franko National University of Lviv, Ukraine, e-mail: kvm@franko.lviv.ua)

Operator Semigroups that Describes a Diffusion Process with Discontinuous Diffusion Coefficients in a Bounded Domain (with S.Kitchura)

 

Yevgen Turchyn (Dnipropetrovsk State Agrarian University, Ukraine, e-mail: evgturchyn@ukr.net)

On rate of convergence of wavelet-based expansion for sub-Gaussian stochastic processes

 

Olena Tymoshenko (National Technical University of Ukraine  "KPI", Ukraine, e-mail: elena_timoshenko2008@ukr.net)

On exact order of growth of solutions of ordinary stochastic differential equations (with V.Buldygin)

The asymptotic behaviour of solutions of some stochastic differential  equations

 

Elena Usoltseva (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: elena_usolceva@ukr.net)

New corrected estimating function in quadratic errors-in-variables model (with A.Kukush)

 

Vladimir Vatutin (Steklov Mathematical Institute, Russia, e-mail: vatutin@mi.ras.ru)

Sudden death versus slow extinction of branching processes in random environment

 

Katalin Veresh (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: katinka-som@freemaiol.hu, vereskati@kmf.uz.ua)

Conditions for existence of the solution of string heat equation with Orlicz random initial conditions

 

Yuri Virchenko  (Belgorod State University, Russia, e-mail: virch@bsu.edu.ru)

Probabilistic solutions of kinetic equations in statistical physics (with  T.Karabutova )

Final probability distributions of random fragment sizes at self-similar subdivisions

 

Bin Xie (International Young Researchers Empowerment Center,& Department of Mathematical Sciences, Faculty of Science, Shinshu University, Japan, e-mail: bxie@shinshu-u.ac.jp)

Ergodicity of infinite dimensional stochastic differential equations driven by Levy noises

 

Volodymyr Yasinskii (Yuriy Fedkovych Chernivtsi National University,  Yuriy Fedkovych Chernivtsi National University, Ukraine, e-mail: yasinsk@cv.ukrtel.net)

Stabilization of stochastic diffusion dynamic systems with impulse Markov switchings and parameters

 

Pavel Yaskov (Moscow State University, Russia, e-mail: yaskov_pavel@mail.ru)

On the mean-field approximation for a certain class of epidemic processes

 

Irina Yerisova(Kachanova) (Institute of Applied Mathematics & Mechanics, Ukraine, e-mail:  egishora.22.81@mail.ru)

Convergence of the solutions of backward stochastic differential equations

 

Vadim Yurinsky (Universidade da Beira Interior, Potugal, e-mail: yurinsky@ubi.pt)

Strong absoption in random nonlinear medium

 

Ekaterina Zakharieva (Moscow State University, Russia, e-mail: ekaterina-zakharyeva@yandex.ru)

Branching Random Walks on Integer Lattices

 

Dmitry Zaporozhets (Steklov Institute of Mathematics at St. Petersburg, Russia, e-mail: zap1979@gmail.com)

On roots of a random polynomial

 

Zurab Zerakidze (Tbilisi State University,Georgia, e-mail: giasokhi1@i.ua)

On Some Properties of Strongly and Weakly Separable Statistical Structures in Banach Space of Measures

 

Aleksandr Zhdanok (Russia, e-mail: zhdanok@inbox.ru)

Representation of arbitrary Markov Chains as Feller Chains on compacts

 

Bartosz Ziemkiewicz (Nicolaus Copernicus University in Torun, Poland, e-mail: bartek@mat.uni.torun.pl)

On weak approximations of solutions of stochastic differential equations  with respect to a fractional Brownian motion

 

Nadiia Zinchenko (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: znm@univ.kiev.ua)

Strong invariance principle for the superposition of the random processes

 

Igor Zolotukhin (P.P.Shirshov Institute of Oceanology, Russian Academy of Sciences, St.Petersburg Branch, Russia, e-mail: mathstat@home.eltel.net)

Distribution of Gaussian vector-valued stationary processes with random scale parameters

Dynamic stochastic model of financial streams for loan-and-saving  organizations

generates generalized the multivariate Laplace  distributio.

 

Vladimir Zubchenko (National Taras Shevchenko University of Kyiv, Ukraine, e-mail: v_zubchenko@ukr.net)

On the existence and uniqueness of solutions of stochastic differential equations