Abstracts of talks given at the 7th International Conference on Stochastic Methods, I

Teoriâ veroâtnostej i ee primeneniâ, Tome 67 (2022) no. 4, pp. 819-836

Résumé

This paper presents abstracts of talks given at the 7th International Conference on Stochastic Methods (ICSM-7), held June 2–9, 2022 at Divnomorskoe (near the town of Gelendzhik) at the Raduga sports and fitness center of the Don State Technical University. The conference was chaired by A. N. Shiryaev. Participants included leading scientists from Russia, France, Portugal, and Tadjikistan. The conference was supported by the Ministry of Science and Higher Education of the Russian Federation (the grant to the Steklov International Mathematical Center, agreement 075-15-2022-265).

Bibliographie

[1] L. G. Afanaseva, “Stability conditions for retrial queueing systems with regenerative input flow”, J. Math. Sci. (N.Y.), 254:4 (2021), 446–455 | DOI | MR | Zbl

[1] M. Tripathi, “Analysis of convolutional neural network based image classification techniques”, J. Innovative Image Processing (JIIP), 3:2 (2021), 100–117 | DOI

[2] J. D. Victor, K. P. Purpura, “Metric-space analysis of spike trains: theory, algorithms and application”, Network, 8:2 (1997), 127–164 | DOI | Zbl

[1] A. I. Sukhinov, A. E. Chistyakov, A. V. Shishenya, E. F. Timofeeva, “Predictive modeling of coastal hydrophysical processes in multiple-processor systems based on explicit schemes”, Math. Models Comput. Simul., 10:5 (2018), 648–658 | DOI | MR | Zbl

[1] L. G. Afanasyeva, E. E. Bashtova, “Coupling method for asymptotic analysis of queues with regenerative input and unreliable server”, Queueing Syst., 76:2 (2014), 125–147 | DOI | MR | Zbl

[2] E. Bashtova, A. Shashkin, “Strong Gaussian approximation for cumulative processes”, Stochastic Process. Appl., 150 (2022), 1–18 | DOI | MR | Zbl

[3] Y. Davydov, V. Konakov, “Random walks in nonhomogeneous Poisson environment”, Modern problems of stochastic analysis and statistics, Springer Proc. Math. Stat., 208, Springer, Cham, 2017, 3–24 | DOI | MR | Zbl

[1] H. Cramér, “Sur un nouveau théorème-limite de la théorie des probabilités”, Les sommes et les fonctions de variables aléatoires, Actualités Sci. Indust., 736, Hermann Cie, Paris, 1938, 5–23 | Zbl

[2] V. V. Petrov, “Obobschenie predelnoi teoremy Kramera”, UMN, 9:4(62) (1954), 195–202 | MR | Zbl

[1] A. M. Atayan, A. V. Nikitina, A. I. Sukhinov, A. E. Chistyakov, “Mathematical modeling of hazardous natural phenomena in a shallow basin”, Comput. Math. Math. Phys., 62:2 (2022), 269–286 | DOI | DOI | MR | Zbl

[1] B. N. Chetverushkin, “Resolution limits of continuous media mode and their mathematical formulations”, Math. Models Comput. Simul., 5:3 (2013), 266–279 | DOI | MR

[1] V. Pogorelov, E. Chub, “Markov model of data measurement complex for track geometry car”, E3S Web Conf., 224 (2020), 02029, 8 pp. | DOI

[2] S. V. Sokolov, V. A. Pogorelov, E. G. Chub, “Suboptimal stochastic control synthesis for 3D orientation of a girostabilized platform”, 21st Saint Petersburg international conference on integrated navigation systems, ICINS 2014 — Proceedings, Concern “Electropribor”, Saint Petersburg, 2014, 206–209

[3] A. S. Mit'kin, V. A. Pogorelov, E. G. Chub, “Using the Pearson distribution for synthesis of the suboptimal algorithms for filtering multi-dimensional Markov processes”, Radiophys. and Quantum Electronics, 58 (2015), 224–232 | DOI

[1] I. Pavlov, A. Danekyants, N. Neumerzhitskaia, I. Tsvetkova, “Signed interpolating deflators and Haar uniqueness properties”, Glob. Stoch. Anal., 8:2 (2021), 67–75

[1] A. Bulinski, D. Dimitrov, “Statistical estimation of the Kullback–Leibler divergence”, Mathematics, 9:5 (2021), 544, 36 pp. | DOI

[1] M. Queffélec, Substitution dynamical systems – spectral analysis, Lecture Notes in Math., 1294, 2nd ed., Springer-Verlag, Berlin, 2010, xvi+351 pp. | DOI | MR | Zbl

[2] M. Esquível, N. Krasii, On structured random matrices defined by matrix substitutions, preprint, 2022

[1] M. A. Fedotkin, A. M. Fedotkin, “Analysis and optimization of output processes of conflicting Gnedenko–Kovalenko traffic streams under cyclic control”, Autom. Remote Control, 70:12 (2009), 2024–2038 | DOI | MR | Zbl

[2] M. A. Fedotkin, A. M. Fedotkin, E. V. Kudryavtsev, “Dynamic models of heterogeneous traffic flow on highways”, Autom. Remote Control, 81:8 (2020), 1486–1498 | DOI | DOI | MR

[1] Yu. E. Gliklikh, Global and stochastic analysis with applications to mathematical physics, Theoret. Math. Phys., Springer-Verlag London, Ltd., London, 2011, xxiv+436 pp. | DOI | MR | Zbl

[1] L. C. G. Rogers, “The joint law of the maximum and terminal value of a martingale”, Probab. Theory Related Fields, 95:4 (1993), 451–466 | DOI | MR | Zbl

[2] A. A. Gushchin, “The joint law of a max-continuous local submartingale and its maximum”, Theory Probab. Appl., 65:4 (2021), 545–557 | DOI | DOI | MR | Zbl

[3] E. Perkins, “The Cereteli–Davis solution to the $H^1$-embedding problem and an optimal embedding in Brownian motion”, Seminar on stochastic processes, 1985 (Gainesville, FL, 1985), Progr. Probab. Statist., 12, Birkhäuser Boston, Boston, MA, 1986, 172–223 | DOI | MR | Zbl

[4] A. M. G. Cox, D. G. Hobson, “An optimal Skorokhod embedding for diffusions”, Stochastic Process. Appl., 111:1 (2004), 17–39 | DOI | MR | Zbl

[1] M. Ilolov, K. S. Kuchakshoev, J. Sh. Rahmatov, “Fractional stochastic evolution equations. White noise model”, Commun. Stoch. Anal., 14:3-4 (2020), 55–69

[1] A. V. Kolnogorov, “Poissonian two-armed bandit: a new approach”, Probl. Inf. Transm., 58:2 (2022), 160–183 | DOI | DOI | MR

[1] E. V. Kudryavtsev, M. A. Fedotkin, “Analysis of a discrete model of an adaptive control system for conflicting nonhomogeneous flows”, Moscow Univ. Comput. Math. Cybernet., 43:1 (2019), 17–24 | DOI | MR | Zbl

[2] E. V. Kudryavtsev, M. A. Fedotkin, “Issledovanie matematicheskoi modeli adaptivnogo upravleniya konfliktnymi potokami neodnorodnykh trebovanii”, Vestnik TvGU. Seriya: Prikladnaya matematika, 2019, no. 1, 23–37 | DOI

[3] M. A. Fedotkin, A. M. Fedotkin, E. V. Kudryavtsev, “Dynamic models of heterogeneous traffic flow on highways”, Autom. Remote Control, 81:8 (2020), 1486–1498 | DOI | DOI | MR

[1] O. Kudryavtsev, “A simple Wiener–Hopf factorization approach for pricing double-barrier options”, Operator theory and harmonic analysis–OTHA 2020, Part II. Probability-analytical models, methods and applications, Springer Proc. Math. Stat., 358, Springer, Cham, 2021, 273–291 | DOI | MR | Zbl

[1] S. Albeverio, L. V. Bogachev, S. A. Molchanov, E. B. Yarovaya, “Annealed moment Lyapunov exponents for a branching random walk in a homogeneous random branching environment”, Markov Process. Related Fields, 6:4 (2000), 473–516 | MR | Zbl

[1] D. F. Kuznetsov, “Strong approximation of iterated Itô and Stratonovich stochastic integrals based on generalized multiple Fourier series. Application to numerical solution of Itô SDEs and semilinear SPDEs”, Differentsialnye uravneniya i protsessy upravleniya, 2020, no. 4, A.1–A.606 ; 2022 (v1 – 2020), 923 pp., arXiv: 2003.14184 | MR | Zbl

[1] V. L. Litvinov, V. N. Anisimov, Matematicheskoe modelirovanie i issledovanie rezonansnykh svoistv mekhanicheskikh ob'ektov s izmenyayuscheisya granitsei, SamGTU, Samara, 2020, 118 pp.

[2] G. S. Fishman, Monte Carlo. Concepts, algorithms, and applications, Springer Ser. Oper. Res., Springer-Verlag, New York, 1996, xxvi+698 pp. | DOI | MR | Zbl

[1] A. Sukhinov, V. Litvinov, A. Chistyakov, A. Nikitina, N. Gracheva, N. Rudenko, “Computational aspects of solving grid equations in heterogeneous computing systems”, Parallel computing technologies, Lecture Notes in Comput. Sci., 12942, Springer, Cham, 2021, 166–177 | DOI