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

Scientific program

            The scientific program consists of invited lectures, short lectures, and poster session. Invited lectures of 40 minutes will be given in the morning sessions in the Conference Hall of Ivan Franko National University of Lviv (1, Universitetska str.) on Monday, Tuesday, Thursday, Friday. On Wednesday morning sessions will be held at National University “Lvivska Polytechnika" (12, Stepan Bandera St.). Short lectures of 20-30 minutes will be held in parallel sessions in the afternoon in the building of  Ivan Franko National University of Lviv.

            Conference language is English.

Program  (RTF file, 607 Kb)

Monday, 15.06.2009
9.00 – 9.05	Opening ceremony  Conference Hall
9.05 – 9.25	Yaroslav Prytula. Lviv mathematical school and steps to the modern probability theory
Plenary lectures Conference Hall
Chairman A.Veretennikov
9.30 – 10.10	Nikolay Leonenko. Superpositions of Ornstein-Uhlenbeck type processes and their applications
10.10 – 10.50	Samy Tindel. Fractional PDEs and other fractional differential systems
10.50 – 11.20	Coffee break
Chairman J.Rosinski
11.20 – 12.00	Hui-Hsiung Kuo. Application of white noise theory to stochastic integration
12.05 – 12.45	Shizan Fang. Quasi-invariant flows under low exponential integrability of divergence on the Wiener space
12.50 – 13.30	David Elworthy. Some non-linear transformations of Wiener spaces: their geometry and topology

 

Afternoon sessions

 

Section 2 Room 2 Diffusion processes
15.00 – 15.30	Svetlana Anulova. A multidimensional comparison theorem for solutions of the Skorokhod problem in a wedge with applications to control of the Brownian motion with drift
15.35 – 16.05	Hiroyuki Matsumoto. Limiting behaviors of the Brownian motions on hyperbolic spaces
16.10 – 16.40	Anna Bodrova. Self-diffusion of rough granular particles with rotational degrees of freedom
16.45 – 17.15	Coffee break
17.15 – 17.35	Vladyslav Tomashyk. An asymptotics of optimal stopping times for an Ito diffusion
17.40 – 18.00	Mykhaylo Bratyk. The problem of quantile hedging for price process model defined by diffusion process with long-range dependance on complete and incomplete financial market

 

 

Section 4 A Room 4A Random fields and limit theorems
15.00 – 15.30	Alexey Shashkin. Invariance principle for the excursion sets generated by stationary dependent random fields
15.35 – 16.05	Natalya Smorodina. The Levy-Khinchin representation of a class of signed stable measures and its applications
16.10 – 16.40	Nadiia Zinchenko. Strong invariance principle for the superposition of the random processes
16.45 – 17.15	Coffee break
17.15 – 17.35	Dmitry Budkov, Sergey Makhno. Limit theorems for integral functionals at solutions of stochastic equations
17.40 – 18.00	Artyom Logachov. Functional iterated logarithm law for some martingales
18.05 – 18.25	Irina Kachanova. Limit behavior of the solutions of backward stochastic equations
18.30 – 18.50	Anvar Norjigitov, Olimjon Sharipov. A central limit theorem for strong mixing random variables with values in D[0,1]

  

 

Section 4 B Room 4B Random fields and limit theorems
15.00 – 15.30	Ludmila Sakhno. On the estimation of higher-order spectral functionals
15.35 – 16.05	Andrii Ilienko. On some limit theorems for non-linear functionals of shot noise processes
16.10 – 16.40	Borys Klykavka, Andrii Olenko. Asymptotic properties of random fields with singular spectrum
16.45 – 17.15	Coffee break
17.15 – 17.35	Valerii Buldygin, Irina Blazhievska. On asymptotic behavior of cross-correlogram estimators of impulse response functions in linear Volterra systems
17.40 – 18.00	Illya Dariychuk, Yurii Kozachenko. Some properties of pre-Gaussian shot noise processes
18.05 – 18.25	Dmytro Ivanenko. Asymptotic properties of a parameter estimator for a linear SDE
18.30 – 18.50	Olena Sugakova. Asymptotic behavior of density estimates by observations with admixture

 

 

Section 5 Room 5 Stochastic partial differential equations
15.00 – 15.30	Igor Chueshov. Stochastic heat equations in materials with memory
15.35 – 16.05	Marco Dozzi, José-Alfred López-Mimbela. On the large time behaviour of a SPDE of parabolic type
16.10 – 16.40	Coffee break
16.45 – 17.15	Michael Hinz. Stochastic partial differential equations with fractal noise
17.15 – 17.35	Lluís Quer-Sardanyons. Gaussian density estimates for the stochastic heat equation in high dimensions
17.40 – 18.00	Sergey Melnik. Dynamics of generalized solution of quasilinear  parabolic SPDE

 

 

Section 6 Room 1 Intersection local times and Gaussian processes
15.00 – 15.30	Olga Izyumtseva. Renormalization constant for the self-intersection local time of random processes
15.35 – 16.05	Oleksii Rudenko. Ito-Wiener expansion of local times for Gaussian processes
16.10 – 16.40	Zurab Zerakidze, Grigol Sokhadze. On some properties of strongly and weakly separable statistical structures in Banach space of measures
16.45 – 17.15	Coffee break
17.15 – 17.35	Ievgen Turchyn. On wavelet-based expansion of strictly sub-Gaussian processes
17.40 – 18.00	Valery Kuzmin, Sergiy Lapach. Stochastic analysis of small samples by interval function

  

19.00     Welcome Party

 

 

Tuesday, 16.06.2009

  

Plenary lectures Conference Hall
Chairman H.-H.Kuo
9.00 – 9.40	Alexander Bulinski. Stochastic models in radiobiology
9.45 – 10.25	Vygantas Paulauskas. The Beveridge-Nelson decomposition and limit theorems for random linear processes and fields
10.30 – 11.00	Coffee break
Chairman D. Elworthy
11.00 – 11.40	Zdzislaw Brzezniak. On the stochastic Landau-Lifshitz' equation
11.45 – 12.25	Annie Millet. On stochastic analysis of hydrodynamical models
12.30 – 13.10	Markus Riedle. Cylindrical Wiener and Lèvy processes

 

Afternoon sessions

 

Section 1 Room 1 Stochastic dynamics
14.30 – 15.00	Enzo Orsingher, Federico Polito. Fractional birth processes
15.05 – 15.35	Enzo Orsingher, Valentina Cammarota. Random motions in non-euclidean spaces
15.40 – 16.10	Olga Aryasova, Andrey Pilipenko. On Brownian motion on the plane with intersecting membranes
16.15 – 16.45	Coffee break
16.45 – 17.05	Ana Bela Cruzeiro, Evelina Shamarova. Navier-Stokes equations and forward-backward SDE’s on the group of diffeomorphisms of a torus
17.10 – 17.30	Elena Chalykh. The construction of stochastic differential equations set that has the arbitrary first integrals collection
17.35 – 17.55	Jaroslav Chabanyuk, Irina Podun, Lyubomir Goshko. Stability jumping dynamical systems in averaging scheme
18.00 – 18.20	Olga Avramenko. On the dispersion relation of nonlinear random internal waves in two-fluid system

 

 

Section 2 Room 2 Diffusion processes
14.30 – 15.00	Yuliya Mishura. Diffusion processes with long memory
15.05 – 15.35	Alexey Kulik. Invariance Principle for Difference Additive Functionals Defined on a Sequence of Markov Chains
15.40 – 16.10	Volodymyr Yasinskii. Stabilization of stochastic diffusion dynamic systems with impulse Markov switchings and parameters
16.15 – 16.45	Coffee break
16.45 – 17.05	Cherkez Aghayeva, Q.U. Abushov. Necessary condition of optimality for some nonlinear stochastic system  with variable structure
17.10 – 17.30	Iurii Kartashov. Limit theorems for additive functionals of Markov processes under local conditions
17.35 – 17.55	Mohammed Ageel. Some contributions on diffusion with jumps

 

 

Section 3 Room 3 Random flows and stochastic analysis
14.30 – 15.00	Anatoly Manita. Closure of the BBGKY hierarchy in stochastic micromodels of hydrodynamics
15.05 – 15.35	Olena Ostapenko. Large deviations for evolutionary measure-valued processes
15.40 – 16.10	Vadim Yurinskii. Strong absorption in random nonlinear medium
16.15 – 16.45	Coffee break
16.45 – 17.05	Svetlana Azarina. Inclusions for the generators of evolution families and stochastic flows
17.10 – 17.30	Elina Moldavskaya. Approximate representation for parameters estimators in the regression models with LRD and restrictions
17.35 – 17.55	Omar Glonti, Zaza Khechinashvili. Geometrical Gaussian martingales with disorder
18.00 – 18.20	Arnold Korkhin. Statistical properties of estimates distributed lag model coefficients with inequality restrictions on it

 

 

Section 4 A Room 4A Random fields and limit theorems
14.30 – 15.00	Nikolaj Shamarov. Random fields with real times and p-adic values
15.05 – 15.35	Elena Antonova, Yurij Virchenko. The upper bound of the percolation threshold of the Bernoulli field on the hexagonal lattice
15.40 – 16.10	Dmitry Zaporozhets. On roots of a random polynomial
16.15 – 16.45	Coffee break
16.45 – 17.05	Pavel Yaskov. On the mean-field approximation for a certain class of epidemic processes
17.10 – 17.30	Volodymyr Masol, Igor Kuznetsov. Evaluation of the probability to obtain a subspace of a given weight over a finite field
17.35 – 17.55	Volodymyr Masol, Liudmila Romashova. Conditions comparison of existence of an unique decision of the system of the random equations over the finite fields
18.00 – 18.20	Volodymyr Masol, Svitlana Slobodian. Limit theorems on the distribution of the number of false solutions of a consistent system of nonlinear equations

 

 

Section 4 B Room 4B Random fields and limit theorems
14.30 – 15.00	Alexander Kukush, Olena Usoltseva. New corrected estimating function in quadratic errors-in-variables model
15.05 – 15.35	Rostyslav Maiboroda, Olena Sugakova. Asymptotic behavior of GEE estimates for parameters of symmetric distribution with admixture
15.40 – 16.10	Serguei Novak. Lower bounds to the accuracy of statistical inference of extreme values
16.15 – 16.45	Coffee break
16.45 – 17.05	Nataly Shchestyuk. Robust estimations for homogeneous correlated fields under uncertainly
17.10 – 17.30	Oleksandr Moklyachuk. Modeling of j-subgaussian stochastic processed in Lp
17.35 – 17.55	Mikhail Moklyachuk. Robust estimation problems for periodically correlated processes
18.00 – 18.20	Pavel Knopov. On some approaches to pattern recognition
18.20 – 18.40	Olga Polosmak. Conditions and rate of uniform convergence in probability of wavelet expansions for Orlicz processes

 

 

Section 5 Room 5 Stochastic partial differential equations
14.30 – 15.00	Roderick Melnik. Applications of stochastic PDEs to modelling complex systems
15.05 – 15.35	Erika Hausenblas. Stochastic partial differential equations driven by Poisson random measures
16.15 – 16.45	Coffee break
16.45 – 17.05	Bin Xie. The uniqueness of invariant measures of stochastic differential equations with jumps
17.10 – 17.30	Alexander Ilchenko. On solutions of anticipating partial stochastic differential equations of parabolic type

  

18.00 – 19.00

Poster Session

 

Wednesday, 17.06.2009

  

9.00 – 9.10	Speech of welcome from the administration of the University “Lvivska Polytechnika”   Conference hall of the University “Lvivska Polytechnika”
Plenary lectures Conference hall of the University “Lvivska Polytechnika”
Chairman Y. Le Jan
9.10 – 9.50	Alexander Veretennikov. On N.N. Bogoliubov's stochastic averaging idea, SDEs and mixing
9.55 – 10.35	Robert C. Dalang. Title hitting probabilities for systems of non-linear stochastic partial differential equations
10.35 – 11.05	Coffee break
Chairman M. Sanz-Sole
11.05 – 11.45	Andrey Dorogovtsev. Stochastic calculus for the random flows with singularities
11.50 – 12.30	Yves Le Jan. A central limit theorem for isotropic Kraichnan flows
12.35 – 13.15	Anatolii Skorokhod. On the existence of the solutions to stochastic differential equations

 

 

Thursday, 18.06.2009

 

Plenary lectures Conference hall
Chairman Z.Brzezniak
9.00 – 9.40	Marta Sanz-Sole. Some problems on elliptic SPDEs driven by Gaussian noises
9.45 – 10.25	Salah Mohammed. Ergodic theory of Burgers equation with noise
10.30 – 11.00	Coffee break
Chairman A. Bulinski
11.00 – 11.40	Xia Chen. Intersections of random walks: large deviations
11.45 – 12.25	Jan Rosinski. Large deviations for local and intersection local times of fractional Brownian motions
12.30 – 13.10	Tusheng Zhang. Stochastic partial differential equations with reflection

 

 

Afternoon sessions

 

Section 1 Room 1 Stochastic dynamics
14.30 – 15.00	Volodymyr Koroliuk, Nikolaos Limnios. Diffusion approximation of stochastic systems in merging phase space
15.05 – 15.35	Yuri Gliklikh. Stochastic dynamics via equations and inclusions in terms of mean derivatives and infinitesimal generators
15.40 – 16.10	Georgiy Shevchenko. A generalization of fractional Brownian motion
16.15 – 16.45	Coffee break
16.45 – 17.05	Serhiy Semenyuk. Fluctuations of the stochastic approximation procedure with diffusion perturbations
17.10 – 17.30	Josef Hofbauer. The stochastic replicator dynamics
17.35 – 17.55	Chrysoula Ganatsiou. On a generalization of the existence of irreducible denumerable circuit chains

 

 

Section 2 Room 2 Diffusion processes
14.30 – 15.00	Ismael Bailleul. A pathwise approach to relativistic diffusions
15.05 – 15.35	Christian Selinger. The Wasserstein space of probability densities: Riemannian geometry and renormalized laplacians
15.40 – 16.10	Olexandra Baskova, Olexandr Gatsenko, Yuri Gordienko. Exchange kinetics of cluster growth as a diffusion process in a cluster ensemble space
16.15 – 16.45	Coffee break
16.45 – 17.05	Bohdan Kopytko, Pavlo Kononchuk. Diffusion processes with semitransparent membrane on a hypersurface with possible break of a trajectory
17.10 – 17.30	Andriy Novosyadlo. Method of the classic theory of potential in the problem about construction generalized diffusion processes
17.35 – 17.55	Olga Alexandrova. The first integrals for the stochastic differential equations

 

 

Section 4 A Room 4A Random fields and limit theorems
14.30 – 15.00	Vladimir Vatutin, Andreas Kyprianou, Vitaly Wachtel. Sudden death versus slow extinction of branching processes in random environment
15.05 – 15.35	Yuri Bakhtin. Random trees and SPDE approximation
15.40 – 16.10	Kenneth Hochberg, Vladimir Vinogradov. Some asymptotic properties of a branching particle system
16.15 – 16.45	Coffee break
16.45 – 17.05	Elena Dyakonova. Survival of subcritical multi-type branching processes in random environment
17.10 – 17.30	Yakubdjan Khusanbaev, Gayrat Rakhimov. On fluctuation of nearly critical branching processes with nonhomogeneous immigration
17.35 – 17.55	Ekaterina Zakharieva. Limit theorems for one modification of a critical catalytic branching random walk on Z2.
18.00 – 18.20	Jakhongir Azimov. Limit theorems for the critical Galton–Watson branching process with non-homogeneous immigration

 

 

Section 4 B Room 4B Random fields and limit theorems
14.30 – 15.00	Valerii Buldygin, Maryna Runovska. On convergence of sums of autoregressive sequences
15.05 – 15.35	Sergey Nagaev. Renewal theorems for distributions not having power moments
16.15 – 16.45	Coffee break
16.45 – 17.05	Florian Timmermann. A CLT for excursion sets of Gaussian random fields
17.10 – 17.30	Maxim Musin. Diameter localization probability bound for random graph
17.35 – 17.55	Natalia Kruglova. On the asymptotic behavior of the restriction of the Chentsov random field
18.00 – 18.20	Nataliya Buhrii, Yaroslav Yeleyko. Existence conditions of limit distributions for functional family

 

 

Section 7 Room 3 Transformations of measures and ergodic theory
14.30 – 15.00	Alexander Kharazishvili. On the existence of sigma-finite non-separable invariant measures on uncountable groups
15.05 – 15.35	Grigol Sokhadze. Estimations of Radon-Nikodym derivatives and its applications in infinite dimensional linear spaces
15.40 – 16.10	Gogi Pantsulaia. On Liouville-type theorems for generators of shy sets in the infinite-dimensional Polish topological vector space RN
16.15 – 16.45	Coffee break
16.45 – 17.05	Alexander Korolev. Non uniform averages in ergodic theorems
17.10 – 17.30	Andrey Lipchyus. Approximation of entropy type nonlinear functionals of probability densities
17.35 – 17.55	Georgii Riabov. Finite absolute continuity with respect to Gaussian measures on infinite-dimensional spaces

 

 

Section 8 Room 5 Ordinary stochastic differential equations
14.30 – 15.00	Andrzej Rozkosz. Stochastic representation for solutions of linear equations in divergence form
15.05 – 15.35	Yurij Virchenko, Tatiana Karabutova. Probabilistic solutions of kinetic equations in statistical physics
15.40 – 16.10	Valerii Buldygin, Olena Tymoshenko. On exact order of growth of solutions of ordinary stochastic differential equations
16.15 – 16.45	Coffee break
16.45 – 17.05	Ivan Krykun. Limit behavior of the stochastic equations with local time
17.10 – 17.30	Oleksander Stanzhitskiy, Andriy Krenevich, Irina Novak. Oscillation of the solutions of linear stochastic equation of the second orders
17.35 – 17.55	Semen Bodnarchuk. Conditions for smoothness of the  distribution density of solution of multidimensional linear SDE with Levy noise
18.00 – 18.20	Vladimir Zubchenko. On the existence and uniqueness of solutions of stochastic differential equations

 

 

Friday, 19.06.2009

  

Plenary lectures Conference hall
Chairman V.Paulauskas
9.00 – 9.40	Stepan Ivasishen, Igor Medynsky. The Fokker-Plank-Kolmogorov equations for some degenerate diffusion processes
9.45 – 10.25	Evgeny Spodarev. Limit theorems in stochastic geometry
10.30 – 11.00	Coffee break
Chairman S. Mohammed
11.00 – 11.40	Nicolas Privault. Moment identities for Skorohod integrals on the Wiener space and applications
11.45 – 12.25	Bohdan Kopytko, Mykola Portenko. The problem of pasting together two diffusion processes and classical potentials
12.30 – 13.10	Oleg Pugachev. Mosco convergence of Dirichlet forms

 

 

Afternoon sessions

  

Section 2 Room 2 Diffusion processes
14.30 – 15.00	Iulia Griza, Volodymyr Koroliuk, Anna Mamonova, Gheorghe Mishkoy. Queuing systems with semi-Markov flow in diffusion approximation schemes
15.05 – 15.35	Vitalii Gasanenko. Exact asymptote for small deviations of compound Poisson process
15.40 – 16.10	Dmytro Gusak. On some generalization of Pollachek-Khinchine formula
16.15 – 16.45	Coffee break
16.45 – 17.05	Vasily Chernecky. Non-ruin probability for insurance company  investing its capital in a bank account
17.10 – 17.30	Ievgen Karnaukh. A note on the Wald type martingale for Markov additive processes

 

 

Section 3 Room 1 Random flows and stochastic analysis
14.30 – 15.00	Andrey Pilipenko. Differentiability with respect to the initial data of a stochastic reflecting flow
15.05 – 15.35	Omar Purtukhia, Vakhtang Jaoshvili. A new approach to the definition of stochastic derivative operator of Poisson functionals
15.40 – 16.10	Viacheslav Belavkin. Noncommutative random Levy-Ito fields and their Fock representation
16.15 – 16.45	Coffee break
16.45 – 17.05	Vitalij Konarovskiy. The system of sticking diffusion particles with variable weights
17.10 – 17.30	Tatiana Malovichko. Some properties of stochastic flows corresponding to equations with interaction
17.35 – 17.55	Yuxin Yang. The Clark-Ocone formula revisited
18.00 – 18.20	Rovshan Aliyev. Semi-Markovian process with component having distribution with regularly varying tail

 

 

Section 4 A Room 4A Random fields and limit theorems
14.30 – 15.00	Soltan Aliev, Yaroslav Yeleyko, Iryna Bazylevych. Convergence of the Galton-Watson branching process
15.05 – 15.35	Yakubdjan Khusanbaev, Hurshidjon Jumaqulov. On fluctuation of nearly critical branching processes with immigration
15.40 – 16.10	Azam Imomov. On one model of branching processes

 

 

Section 4 B Room 4B Random fields and limit theorems
14.30 – 15.00	Shakir Formanov, Lola Sharipova, Askar Akhmedov. On nonclassical versions of limit theorems for sums of independent random variables
15.05 – 15.35	Alexey Lebedev. Limit theorems on maximal scores in branching processes

 

 

Section 7 Room 3 Transformations of measures and ergodic theory
14.30 – 15.00	Grygoriy Torbin, Iryna Pratsiovyta. On singularity of random variables with independent increments in the second Ostrogradsky expansion
15.05 – 15.35	Mykola Pratsiovytyi, Bohdan Hetman. Fractal properties of probability distributions generated by Sierpiński-Engel expansion
15.40 – 16.10	Aleksandr Zhdanok. Representation of arbitrary Markov chains as Feller chains on compacts
16.15 – 16.45	Coffee break
16.45 – 17.05	Taras Timoshkevich. Barycentres of sets in Banah space with a measure
17.10 – 17.30	Aleks Kirtadze. On the uniqueness property of sigma-finite invariant measures

 

 

Section 8 Room 5 Ordinary stochastic differential equations
14.30 – 15.00	Oleksandr Stanzhytskyi. Stochastic equations, not solvable with respect to “derivative”
15.05 – 15.35	Leszek Słomiński. Stochastic differential equations with jump reflection at time dependent barriers
15.40 – 16.10	Katarzyna Janczak-Borkowska. Generalized RBSDE with random terminal time
16.15 – 16.45	Coffee break
16.45 – 17.05	Andrei Obukhovskii. Stochastic differential inclusions with delay
17.10 – 17.30	Bartosz Ziemkiewicz. On weak approximations of solutions of stochastic differential equations with respect to a fractional Brownian motion
17.35 – 17.55	Valery Doobko. Invariants of a generalized equation Ito and their application for formation of a generalized Ito-Ventzel's formula