of the conference
"Small Deviation Probabilities and Related Topics"
Venue: Euler
Institute, Pesochnaya nab., 10
Sunday, September, 11
15.00 - 19.00 Registration
Monday, September, 12
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9.00 - 10.30 |
Registration |
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10.30 - 11.20 |
Ibragimov I.
(St.Petersburg). Approximation characteristics and statistical estimation
theory. |
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11.20 - 11.50 |
Coffee Break |
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11.50 - 12.20 |
W.V.Li
(Newark). Progress and prospects in small deviation probabilities. |
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12.20 - 12.50 |
M.Scheutzow
(Berlin). High resolution quantization and entropy coding for fractional
Brownian motion. |
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12.50 - 13.00 |
Break |
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13.50 - 13.30 |
Th.Kuhn
(Leipzig). Entropy numbers of vector-valued diago-nal operators. |
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13.30- 15.10 |
Lunch |
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15.10 -15.40 |
T.Simon (Evry). Small values of the maximum for
the area of a symmetric stable process. |
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15.40 - 16.10 |
Ya.
Nikitin, A.Nazarov and A.Karol (St.Petersburg).
Tensor products of operators with regular spectral asymptotics and small
deviations of Gaussian fields. |
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16.10 - 16.30 |
Coffee Break |
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16.30 - 17.00 |
A.Frolov and
A.Martikainen (St.Petersburg). On probabilities of
small deviations for compound sum processes. |
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17.00 - 17.30 |
Yu.Davydov
(St.Petersburg). Strictly stable laws on convex cones. |
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18.00 |
Welcome Party |
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Tuesday, September, 13
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9.30 - 10.20 |
K.Ritter
(Darmstadt). On the complexity of solving stochastic differential equations. |
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10.20 - 10.30 |
Break |
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10.30 - 11.20 |
S.Dereich
(Berlin). High resolution coding of stochastic processes. |
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11.20 - 11.50 |
Coffee break |
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11.50 - 12.20 |
J.Hannig
(Fort Collins). Extreme value theory for SiZer. |
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12.20 - 12.50 |
Th.
Mueller-Gronbach (Magdeburg). Error bounds for weak
approximation of SDE's. |
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12.50 - 13.00 |
Break |
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13.00 - 13.30 |
E.Shmileva (St.Petersburg).
TBA |
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13.30 - 15.10 |
Lunch |
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15.10 - 15.40 |
E.Csaki (Budapest).
On the increments of principal value. |
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15.40 - 16.10 |
J.Creutzig (Darmstadt).
Approximation vs small deviation of symmetric a-stable Levy process. |
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16.10 - 16.30 |
Coffee break |
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16.30 - 17.00 |
A.Neuenkirch
(Darmstadt). Approximation of
stochastic differential equations driven by fractional Brownian motion. |
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17.00 - 17.30 |
R.Pusev (St.Petersburg).
Exact small deviation asymptotics in $L_2$-norm for some
weighted Gaussian processes. |
Wednesday, September, 14
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9.30 - 10.20 |
B.Kashin (Moscow). On
an approach to the evaluation of hittting probability of a small ball. |
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10.20 - 10.30 |
Break |
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10.30 - 11.20 |
A.Ayache (Lille). Rate optimality of
Wavelet series expansion of fractional Brownian motion. |
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11.20 - 11.50 |
Coffee Break |
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11.50 - 12.20 |
K.Dzjaparidze (Amsterdam). TBA |
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12.20 - 12.50
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Ch.El-Nouty (Paris). Small ball functions and
lower classes |
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12.50 - 13.00 |
Break |
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13.00 - 13.30 |
L.Rozovsky (St.Petersburg). Small deviations for
series of independent random variables. |
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13.30 - 15.00 |
Lunch |
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15.00 |
Guided city tour by bus |
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Thursday,
September, 15
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9.30 - 10.20 |
J.Fill (Baltimore). Small deviations using
Mellin transforms. |
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10.20 - 10.30 |
Break |
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10.30 - 11.20 |
P.Moerters (Bath). Lower tails of
intersection local times. |
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11.20 - 11.50 |
Coffee Break |
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11.50 - 12.20 |
I. Sheipak and A.Vladimirov (Moscow).
Sturm-Liouville problem with self-similar indefinite singular weight. |
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12.20 - 12.50
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A.Nazarov (St.Petersburg). Logarithmic $L_2$-small
ball asymptotics with respect to self-similar measure for some Gaussian
processes. |
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12.50 - 13.00 |
Break |
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13.00 - 13.30 |
O.Seleznev (Umea). Random databases and epsilon-entropy. |
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13.30 - 15.00 |
Lunch |
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15.10 - 15.40 |
V.Ulyanov
(Moscow). Multivariate scale mixtures with statistical applications. |
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15.40 - 16.10 |
Ph.Berthet
(Rennes). Small deviations and path properties of some real random processes. |
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16.10 - 16.30 |
Coffee break |
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16.30 - 17.00 |
W.Woyczynski (Cleveland).
Interacting diffusions approxima-tions for Levy conservation Laws and other
nonlocal and nonlinear PDEs. |
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17.00 - 17.30 |
Ya. Belopolskaya (St.Petersburg).
Probabilistic represen-tation of the Cauchy problem generalized solutions for
nonlinear parabolic equations and systems. |
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19.00 |
Conference Dinner |
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Friday,
September, 16
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9.30 - 10.20 |
Z.Shi (Paris), W.Linde (Jena),
M.Lifshits (St.Petersburg). Small deviations of fractional processes in
$L_q$-Spaces with respect to fractal measures. |
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10.20 - 10.30 |
Break |
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10.30 - 11.20 |
G.Molchan (Moscow). Unilateral small deviations of
processes related to the fractional Brownian motion. |
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11.20 - 11.50 |
Coffee Break |
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11.50 - 12.20 |
N.Smorodina (St.Petersburg). Multiple
stochastic integrals and Poisson measure transformations. |
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12.20 - 12.50
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V.Gasanenko (Kiev). On total expansion of sojourn
probability of diffusion processes in small domaines. |
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12.50 - 13.00 |
Break |
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13.00 - 13.30 |
Free
discussion. |
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13.30 - 15.00 |
Lunch |
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15.10 - 15.40 |
Free
discussion. |
|
15.40 - 16.10 |
Free
discussion. |
|
16.10 - 16.30 |
Coffee
break |
|
16.30 - 17.00 |
Free
discussion. |
|
17.00 - 17.30 |
Free
discussion. |
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Closure of the Conference. |
Saturday, September 17
08.30 - 13.30 Excursion
to Tsar's palace with Amber chamber in Tsarskoe selo (details to be precised)