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Steklov Mathematical Institute Seminar

Padé approximants, orthogonal polynomials, and $S$-curves
S. P. Suetin
October 23, 2014 16:00
Steklov Mathematical Institute Seminar

Live broadcast, October 23, 2014 16:00

I. D. Shkredov
September 18, 2014 16:00
Steklov Mathematical Institute Seminar

Superstring theory for mathematicians
I. V. Volovich
June 19, 2014 16:00
Steklov Mathematical Institute Seminar

Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Optimal stopping problems with unbounded payoffs
M. Zhitlukhin
October 15, 2014 15:50
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

On solving optimal stopping problems for Levy processes via A-transform
E. B. Boguslavskaya
October 15, 2014 15:15
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

How to price and hedge change-point models?
L. Yu. Vostrikova
October 15, 2014 14:30
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Tempered stable distributions
Michael Grabchak
October 15, 2014 12:30
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

On “downfalls” in a standard Brownian motion
October 15, 2014 11:45
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

On asymptotic normality of sequential LS-estimates for unstable autoregressive processes AR(p)
L. I. Galtchouk
October 15, 2014 10:45
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

The classical capacities of quantum communication channels
A. S. Holevo
October 15, 2014 10:00
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Sequential testing problem of two hypotheses for a fractional Brownian motion
A. A. Muravlev
October 14, 2014 18:10
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Stochastics in non-equilibrium statistical physics and econophysics
V. A. Malyshev
October 14, 2014 17:35
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Interpolation properties of martingale measures and Haar interpolations of $(B,S)$-markets
Igor Pavlov
October 14, 2014 17:00
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

On the inequalities connecting Hellinger processes and some statistical distances
A. A. Gushchin
October 14, 2014 16:00
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

A generalized Donsker's theorem and approximating SDEs with irregular coefficients
M. A. Urusov
October 14, 2014 15:15
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

First passage time problems: martingale approach revised
A. A. Novikov
October 14, 2014 14:30
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Optimal mean-variance portfolio selection
G. Peskir
October 14, 2014 12:30
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

TBA
Marek Musiela
October 14, 2014 11:45
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Another look at Itô's formula
Hans Föllmer
October 14, 2014 10:45
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Stochastic differential equations for sticky reflecting Brownian motion
H.-J. Engelbert
October 14, 2014 10:00
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Transmission of information over channels with feedback and filtration theory
P. K. Katyshev
October 13, 2014 17:45
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Market microstructure invariance
Anna Obizhaeva
October 13, 2014 17:00
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Transformations of random variables and processes and their moment determinacy
J. Stoyanov
October 13, 2014 16:00
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Generalizations of the multifactor dimensionality reduction method
A. V. Bulinski
October 13, 2014 15:15
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

From lambda-convergence to Fisher and Wilks expansions
V. G. Spokoiny
October 13, 2014 14:30
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Gaussian measures on the space of matrcies and map enumeration
A. K. Zvonkin
October 13, 2014 12:30
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

A new approach for stochastic Fubini theorems
M. Schweizer
October 13, 2014 11:45
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Absolute continuity of measures, the Girsanov theorem, and Hellinger processes
Yu. M. Kabanov
October 13, 2014 10:45
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Limit theorems for stochastic processes: some advances during the past ten years
Jean Jacod
October 13, 2014 10:00
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Opening
V. V. Kozlov, Yu. M. Kabanov
October 13, 2014 09:30
Conference "Stochastics, Statistics, Financial Mathematics" in honor of Professor Albert Shiryaev's 80th anniversary

Colloquium of the Steklov Mathematical Institute

What is the Minimal Model Program?
October 2, 2014 16:00
Colloquium of the Steklov Mathematical Institute

Arithmetic geometry hidden in graphs on surfaces
G. B. Shabat
September 4, 2014 16:00
Colloquium of the Steklov Mathematical Institute

Lambek categorial grammars
Stepan Kuznetsov
June 5, 2014 16:00
Colloquium of the Steklov Mathematical Institute

#### News

Next meeting of the Academic Council of the Institute was held on October 15, 2014 at 16:00.

On September 25, 2014, the Russian division for research and intellectual property of Thomson Reuters (Intellectual Property & Science, IP & Science) awarded Russian scientists, publications and scientific organizations which are the most influential according to Thomson Reuters. In the nomination «the Most influential Russian magazine» award was given to the Russian Mathematical Surveys – edition, which occupies the 18th place in the world among 299 journals in the subject area «mathematics». The magazine has managed to increase its impact factor compared with the previous year to 75% and now having reached a very high rating for mathematics – 1,357.

Conference «Stochastics, Statistics and Financial Mathematics» will be held at Steklov Mathematical Institute of RAS on October 13–15, 2014. The conference is dedicated to the 80th anniversary of Professor Albert Shiryaev.

An interdisciplinary forum Moscow Science Week (MSW 2014) is going in Moscow in the period 8-12 September, 2014. Forum takes together scientists working in physics, biology, life science, chemistry, material science, computer science, data science and humanities from Russia and abroad as well as engineers, programmers, representatives of research funds and public authorities.
Forum website: http://moscowscienceweek.ru/

The Peoples' Friendship University of Russia with the cooperation of the Steklov Mathematical Institute of the Russian Academy of Sciences and the Lomonosov Moscow State University organize the Seventh International Conference on Differential and Functional Differential Equations, August 22–29, 2014. The Conference is a satellite of the International Congress of Mathematicians 2014, August 13–21, Seoul, Korea.
Conference website: http://dfde2014.mi.ras.ru/

Steklov Mathematical Institute and Samara State Technical University organize the Fourth International Conference «Mathematical Physics and Its Applications» in Samara, from 25 August until 1 September, 2014.
Conference website: http://mpha.ru/en

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