Page 34 - 8th European Congress of Mathematics ∙ 20-26 June 2021 ∙ Portorož, Slovenia ∙ Book of Abstracts
P. 34
CONTENTS
Vitaliy Golomoziy: Exponential moments of hitting times for time-inhomogeneous atomic
Markov chains . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 555
Marina Kleptsyna: Exact spectral asymptotics of fractional processes and its applications . 556
Svenja Lage: Log-periodically disturbed fractional calculus . . . . . . . . . . . . . . . . 556
Nikolai Leonenko: The multifaceted behaviour of supOU processes: intermittency, multi-
scaling in limit theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 557
Jacques Levy Vehel: Self-stabilizing processes . . . . . . . . . . . . . . . . . . . . . . 558
Vitalii Makogin: Fractional integrals, derivatives and integral equations with weighted
Takagi-Landsberg functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 558
Yuliya Mishura: Financial markets with a memory . . . . . . . . . . . . . . . . . . . . 559
Enrica Pirozzi: On some fractional queues . . . . . . . . . . . . . . . . . . . . . . . . 559
Mark Podolskij: On recent advancement in limit theory for fractional type processes . . . . 559
Federico Polito: Prabhakar fractional operators and some related stochastic processes . . 560
Jan Pospíšil: On simulation of rough Volterra stochastic volatility models . . . . . . . . . 560
Kostiantyn Ralchenko: Hypotheses testing of the drift parameter sign for the fractional
Ornstein–Uhlenbeck process . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 561
Tommi Sottinen: Integration-by-Parts Characterizations of Gaussian Processes . . . . . . 561
Ercan Sönmez: On mixed fractional SDEs with discontinuous drift coefficient . . . . . . . 562
Lauri Viitasaari: Prediction of missing functional data with memory . . . . . . . . . . . . 562
Josep Vives: Decomposition formula for rough Volterra stochastic volatility models . . . . 562
Anton Yurchenko Tytarenko: Approximating expected value of an option with non-Lipschitz
payoff in fractional Heston-type model . . . . . . . . . . . . . . . . . . . . . . . . . 563
Stochastic Evolution Equations (MS-68) . . . . . . . . . . . . . . . . . . . . . . . . . 565
Antonio Agresti: Nonlinear parabolic stochastic evolution equations in critical spaces . . . 566
Carlo Bellingeri: Ito formulae for singular SPDEs . . . . . . . . . . . . . . . . . . . . 566
Lucian Beznea: Random multiple-fragmentation and flow of particles on a surface . . . . . 566
Carsten Chong: High-frequency analysis for parabolic stochastic PDEs . . . . . . . . . . 567
Francesco Carlo De Vecchi: Stochastic quantization of exponential-type quantum field
theories . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 567
Benjamin Fehrman: Non-equilibrium fluctuations in interacting particle systems and con-
servative stochastic PDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 567
Benedetta Ferrario: Invariant measures for 2D inviscid fluids with linear damping and
stochastic forcing term . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 568
Máté Gerencsér: Singular quasilinear SPDEs . . . . . . . . . . . . . . . . . . . . . . 568
Fausto Gozzi: Optimal control of path-dependent McKean-Vlasov SDEs in infinite dimension 568
Khoa Le: Stochastic heat equations with distributional drifts . . . . . . . . . . . . . . . 569
Federica Masiero: Regularization by noise of semilinear stochastic damped wave equations
with Hölder continuous coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . 569
Martin Ondreját: On a construction of martingale solutions of SPDEs . . . . . . . . . . . 570
Luca Scarpa: Weighted Energy–Dissipation principle for nonlinear stochastic evolution
equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 570
Ivan Yaroslavtsev: Local characteristics and tangent martingales in Banach spaces . . . . 570
Margherita Zanella: Invariant measures for a stochastic nonlinear and damped 2D Schrödinger
equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 571
32
Vitaliy Golomoziy: Exponential moments of hitting times for time-inhomogeneous atomic
Markov chains . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 555
Marina Kleptsyna: Exact spectral asymptotics of fractional processes and its applications . 556
Svenja Lage: Log-periodically disturbed fractional calculus . . . . . . . . . . . . . . . . 556
Nikolai Leonenko: The multifaceted behaviour of supOU processes: intermittency, multi-
scaling in limit theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 557
Jacques Levy Vehel: Self-stabilizing processes . . . . . . . . . . . . . . . . . . . . . . 558
Vitalii Makogin: Fractional integrals, derivatives and integral equations with weighted
Takagi-Landsberg functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 558
Yuliya Mishura: Financial markets with a memory . . . . . . . . . . . . . . . . . . . . 559
Enrica Pirozzi: On some fractional queues . . . . . . . . . . . . . . . . . . . . . . . . 559
Mark Podolskij: On recent advancement in limit theory for fractional type processes . . . . 559
Federico Polito: Prabhakar fractional operators and some related stochastic processes . . 560
Jan Pospíšil: On simulation of rough Volterra stochastic volatility models . . . . . . . . . 560
Kostiantyn Ralchenko: Hypotheses testing of the drift parameter sign for the fractional
Ornstein–Uhlenbeck process . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 561
Tommi Sottinen: Integration-by-Parts Characterizations of Gaussian Processes . . . . . . 561
Ercan Sönmez: On mixed fractional SDEs with discontinuous drift coefficient . . . . . . . 562
Lauri Viitasaari: Prediction of missing functional data with memory . . . . . . . . . . . . 562
Josep Vives: Decomposition formula for rough Volterra stochastic volatility models . . . . 562
Anton Yurchenko Tytarenko: Approximating expected value of an option with non-Lipschitz
payoff in fractional Heston-type model . . . . . . . . . . . . . . . . . . . . . . . . . 563
Stochastic Evolution Equations (MS-68) . . . . . . . . . . . . . . . . . . . . . . . . . 565
Antonio Agresti: Nonlinear parabolic stochastic evolution equations in critical spaces . . . 566
Carlo Bellingeri: Ito formulae for singular SPDEs . . . . . . . . . . . . . . . . . . . . 566
Lucian Beznea: Random multiple-fragmentation and flow of particles on a surface . . . . . 566
Carsten Chong: High-frequency analysis for parabolic stochastic PDEs . . . . . . . . . . 567
Francesco Carlo De Vecchi: Stochastic quantization of exponential-type quantum field
theories . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 567
Benjamin Fehrman: Non-equilibrium fluctuations in interacting particle systems and con-
servative stochastic PDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 567
Benedetta Ferrario: Invariant measures for 2D inviscid fluids with linear damping and
stochastic forcing term . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 568
Máté Gerencsér: Singular quasilinear SPDEs . . . . . . . . . . . . . . . . . . . . . . 568
Fausto Gozzi: Optimal control of path-dependent McKean-Vlasov SDEs in infinite dimension 568
Khoa Le: Stochastic heat equations with distributional drifts . . . . . . . . . . . . . . . 569
Federica Masiero: Regularization by noise of semilinear stochastic damped wave equations
with Hölder continuous coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . 569
Martin Ondreját: On a construction of martingale solutions of SPDEs . . . . . . . . . . . 570
Luca Scarpa: Weighted Energy–Dissipation principle for nonlinear stochastic evolution
equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 570
Ivan Yaroslavtsev: Local characteristics and tangent martingales in Banach spaces . . . . 570
Margherita Zanella: Invariant measures for a stochastic nonlinear and damped 2D Schrödinger
equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 571
32
