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June 20, Friday

45-minute Talks (Auditorium 16-24)

14:00–14:45 S. L. Lauritzen Graphical models for genetic analyses

14:50–15:35 B. Oksendal, Stochastic control of anticipating jump

A. Sulem diffusions with partial observation

15:35–15:50 Break

15:50–16:35 V. A. Vatutin Branching processes in random

environment

20-minute Talks

Limit Theorems (Auditorium 16-16)

17:00–17:20 J. Kawczak, Spectrum of the covariance operator

S. Molchanov for a nilpotent Markov chain

17:20–17:40 P. Mladenovic On domains of attraction of extreme

value distributions

17:40–18:00 G. Christoph Scaling by discrete self-decomposable

random variables

18:00–18:10 Break

18:10–18:30 P. Doukhan Weak dependence and its applications

Coupling for ?-dependent random

18:30–18:50 J. Dedecker,

C. Prieur variables and applications

98

18:50–19:10 T. Konstantopoulos, On convergence to fractional

A. I. Sakhanenko Brownian motion for weighted random

sums

Stochastic Processes (Auditorium 15-02)

17:00–17:20 A. D. Wentzell Asymptotic expansions in limit

theorems for stochastic processes

17:20–17:40 Ya. I. Belopolskaya Probabilistic approach to systems of

parabolic equations

17:40–18:00 H.-J. Engelbert On uniqueness of solutions to

stochastic equations: a counter-

example

18:00–18:10 Break

18:10–18:30 H. R. Lerche Boundary crossing probabilities related

to the law of the iterated logarithm

18:30–18:50 G. Peskir A change-of-variable formula with

local time on curves

18:50–19:10 P. V. Gapeev Kolmogorov’s quickest detection

problem for diffusion processes

Mathematical Statistics (Auditorium 15-03)

17:00–17:20 A. L. Rukhin Balanced randomization designs and

classical probability distributions

17:20–17:40 A. Fukshansky Stochastic model for the selection-

mutation equilibrium in ?nite

populations

17:40–18:00 Yu. Yu. Linke, Asymptotically normal estimation of

A. I. Sakhanenko a parameter in the linear-fractional

regression model

18:00–18:10 Break

18:10–18:30 M. B. Malyutov, A statistical anomaly in the ?rst

D. V. Khmelev bi-lines of Shakespeare sonnets

18:30–18:50 I. N. Volodin, The Bayes concept of p-value:

S. V. Simushkin d-posterior approach to the problem

Applications (Auditorium 15-04)

17:00–17:20 A. A. Yushkevich A multiple optimal stopping problem

for Markov chains

17:20–17:40 E. A. Feinberg Control of ?nite continuous-time

Markov chains with average rewards

and constraints

99

17:40–18:00 V. I. Arkin, Variational approach for the optimal

A. D. Slastnikov stopping problem for diffusion

processes

18:00–18:10 Break

18:10–18:30 C. Bardos, Static hedging of barrier options with

R. Douady, a smile: an inverse problem

A. Fursikov

18:30–18:50 H. Yang On joint distribution of surplus

immediately before and after ruin

18:50–19:10 A. S. Cherny, On minimization and maximization of

V. P. Maslov entropy in various disciplines

June 21, Saturday

45-minute Talks (Auditorium 16-24)

14:00–14:45 V. P. Maslov Phase transitions in probability games

(presentation by

O. G. Smolyanov)

20-minute Talks

Limit Theorems (Auditorium 16-16)

15:10–15:30 Sh. K. Formanov On nearness of the geometric

convolution of distributions in the

series scheme

15:30–15:50 Yu. S. Khokhlov The Chover-type of law of iterated

logarithm for weighted sums

15:50–16:10 A. N. Frolov Universal strong limit theorems for

increments of random ?elds

16:10–16:20 Break

16:20–16:40 N. G. Gamkrelidze On a multidimensional local limit

theorem for lattice distribution

16:40–17:00 V. N. Chubarikov Distribution of values of short

trigonometric sums

Stochastic Processes (Auditorium 15-02)

15:10–15:30 O. G. Smolyanov Surface Wiener measures on

trajectories in Riemannian manifolds

and applications

15:30–15:50 O. V. Seleznjev Wavelet and spline approximation and

simulation of Gaussian processes

100

15:50–16:10 E. B. Yarovaya About limit theorems for branching

symmetric random walk on Zd

16:10–16:20 Break

16:20–16:40 B. P. Harlamov Stochastic integral along the trace of a

diffusion process

16:40–17:00 A. S. Cherny, On the absolute continuity and

M. A. Urusov singularity of probability measures on

a ?ltered probability space

17:00–17:10 Break

17:10–17:30 O. V. Viskov Inertial Brownian motion and ordered

potentials

17:30–17:50 A. V. Lebedev Generalized maximal branching

processes with heavy tails

Mathematical Statistics (Auditorium 15-03)

15:10–15:30 E. Nadaraya, Limit distribution of the mean square

R. Absava deviation of the Gasser–Muller

nonparametric estimate of the

regression function

15:30–15:50 V. E. Bening, The Student distribution as an

V. Yu. Korolev asymptotic approximation in statistics

15:50–16:10 T. Shervashidze On the convergence of densities of the

system of sample mixed moments

16:10–16:20 Break

16:20–16:40 N. M. Markovitch Accuracy of retransforms kernel

estimators for heavy-tailed densities

16:40–17:00 N. K. Bakirov Mean-square trend

Applications (Auditorium 15-04)

15:10–15:30 G. di Nunno On monotone extension of linear

operators with application to ?nance

15:30–15:50 V. N. Tutubalin Comparison of some Kolmogorov’s

concepts with approaches of modern

?nancial mathematics

15:50–16:10 A. N. Chuprunov, Invariance principle with replacements

O. V. Rusakov de?ned by events of the occupation

theory and its applications in ?nancial

mathematics

16:10–16:20 Break

101

16:20–16:40 O. M. Kalinin 3-adic quantum computer and

mathematical biology according to

Kolmogorov

Section 4

MATHEMATICAL LOGIC AND THEORY OF COMPLEXITY

June 17, Tuesday

45-minute Talks (Auditorium 13-11)

14:00–14:45 D. van Dalen Kolmogorov and Brouwer on

constructive implication and the ex

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