The topics of the conference include statistics of random processes, stochastic calculus, stochastic differential equations, as well as application in various fields including mathematical finance, insurance, and risk management.
We invite researchers specializing in these areas to participate in the conference.
Hotel "New Peterhof", 34 Saint Petersburg av., Peterhof, Saint Petersburg.
If you arrive in Saint Petersburg by plane, we advise to take a taxi from Pulkovo airport. Please use taxi booths located in the arrival zone, they have fixed price 1700 rubles. If you come from the city center by public transport, we suggest to go by subway to station "Avtovo" on the red line, then take bus 200 or 210 and alight at "Pravlenskaya ulitsa" stop. The bus route takes about 1 hour.
The conference is organized by Steklov Mathematical Institute under grant no. 15-11-30042 of the Russian Science Foundation.
Organizing and scientific committee: Yury Kutoyants, Nakahiro Yoshida, Albert Shiryaev, Yury Kabanov
Local organizers: Mikhail Zhitlukhin, Alexey Muravlev