In honor of Albert Shiryaev's 85th birthday
14 – 15 October 2019, Steklov Mathematical Institute, Moscow
On 14–15 October 2019, Conference "Stochastic Days" in honor of Professor Albert Nikolaevich Shiryaev's 85th birthday will be held at Steklov Mathematical Institute in Moscow.

The topics of the conference include stochastic calculus, statistics of random processes, optimal stopping theory, martingales, financial mathematics. Talks will be presented by pupils and colleagues Albert Shiryaev.
We invite researchers specializing in probability theory, statistics, stochastic process and financial mathematics to attend the conference.
Conference program
Monday, 14 October 2019
9:30 – 9:40 Opening (Dmitry Treschev)
9:40 – 10:20 Jean Jacod: High-frequency statistics for a semimartingale with jump activity varying with time
10:20 – 11:00 Martin Schweizer: Some thoughts about absence of arbitrage
11:00 – 11:20 Coffee break
11:20 – 12:00 Mikhail Urusov: The EMCEL scheme for approximating irregular SDEs and general diffusions
12:00 – 12:40 Evgeny Burnaev: Wasserstein-2 generative networks
12:40 – 13:20 Vladimir Piterbarg: On maximums of Gaussian fields. Application to processes of Bessel type
13:20 Lunch
Tuesday, 15 October 2019
9:30 – 10:10 Robert Dalang: An optimal detection problem with switching
10:10 – 10:50 Ernst Eberlein: Variable annuities in a Levy-based hybrid model with surrender risk
10:50 – 11:10 Coffee break
11:10 – 11:50 Jordan Stoyanov: Non-conventional limits of random sequences via semi-invariants and/or moments
11:50 – 12:30 Dmitry Shabanov: Concentration of the chromatic number of a random graph
12:30 – 13:10 Lioudmila Vostrikova: On distributions of exponential functionals of the processes with independent increments
13:10 – 14:30 Lunch
14:30 – 15:10 Pavel Yaskov: On fractional Brownian motion, Brownian motion with square root drift, and Gaussian multiplicative chaos
15:10 – 15:50 Mikhail Zhitlukhin: Relatively optimal strategies in a market with competition
15:50 Closing and celebration
Download the program in PDF format
Conference Hall of Steklov Mathematical Institute, 9th floor, 8 Gubkina St., Moscow
Organizers: Pavel Yaskov, Mikhail Zhitlukhin, Vera Timofeeva
The conference is supported by the Simons Foundation.