Page 39 - 8th European Congress of Mathematics ∙ 20-26 June 2021 ∙ Portorož, Slovenia ∙ Book of Abstracts
P. 39
CONTENTS
Raquel Taboada Vázquez: Asymptotic study of a thin layer of viscous fluid between two
surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 665
Yevgeniia Yevgenieva: Method of energy estimates for studying of singular boundary
regimes in quasilinear parabolic equations . . . . . . . . . . . . . . . . . . . . . . . 667
Josip Žubrinic´: Operator-norm asymptotics for thin elastic rods with rapidly oscillating
periodic properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 668
Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 669
Madalina Deaconu: Hitting times for the Brownian motion and Bessel processes: some new
algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 670
Samuel Herrmann: Generation of first passage times for diffusion processes: an overview
of simulation techniques . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 670
Michael A. Hoegele: The first exit problem of reaction-diffusion equations for small multi-
plicative Lévy noise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 671
Danijel Krizmanic´: Joint functional convergence of partial sum and maxima processes . . 671
Attila Lovas: Markov chains in stationary and ergodic random environment . . . . . . . . 671
Nicolas Massin: Simulation of the time needed by a diffusion process in order to exit from a
given interval (WOMS algorithm) . . . . . . . . . . . . . . . . . . . . . . . . . . . 672
Martin Nilsson: Solving General Itô-Process Hitting-Time Problems with General Moving
Boundaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 672
Pierre Patie: First passage times of subdiffusive processes over stochastic boundaries . . . 673
Andrej Srakar: Level densities for general β-ensembles: An operator-valued free probability
perspective . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 673
Ivana Valentic´: A CLT for degenerate diffusions with periodic coefficients, and application
to homogenization of linear PDEs . . . . . . . . . . . . . . . . . . . . . . . . . . . 674
Jure Vogrinc: Counterexamples for optimal scaling of Metropolis-Hastings chains with
rough target densities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 675
Statistics and Financial Mathematics . . . . . . . . . . . . . . . . . . . . . . . . . . . 677
Moinak Bhaduri: On change estimation in stochastic intensity-driven continuous time point
processes through multiple testing . . . . . . . . . . . . . . . . . . . . . . . . . . . 678
Matteo Giordano: Consistency of Bayesian inference with Gaussian priors in an elliptic
nonlinear inverse problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 678
Audrius Kabašinskas: Ranking of Baltic States II pillar pension funds by stochastic domi-
nance ratio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 678
Matieyendou Lamboni: New insight into partial differentiation with non-independent vari-
ables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 679
Lara Lusa: Initial data analysis for longitudinal data – a general framework . . . . . . . . 680
Bojana Miloševic´: Recent directions in testing exponentiality: the right-censored data case 681
Che Mohd Imran Che Taib: Spatial-Temporal Modelling of Temperature for Pricing Tem-
perature Index Insurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 681
Anthony Usoro: Special classes of multivariate generalised autoregressive conditional het-
eroskedasticity models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 682
Topology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 683
Zoran Misajleski: Chain connected pair of a topological space and its subspace . . . . . . 684
Venuste Nyagahakwa: Sets with the Baire Property in Topologies Defined From Vitali Se-
lectors of the Real Line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 685
37
Raquel Taboada Vázquez: Asymptotic study of a thin layer of viscous fluid between two
surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 665
Yevgeniia Yevgenieva: Method of energy estimates for studying of singular boundary
regimes in quasilinear parabolic equations . . . . . . . . . . . . . . . . . . . . . . . 667
Josip Žubrinic´: Operator-norm asymptotics for thin elastic rods with rapidly oscillating
periodic properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 668
Probability . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 669
Madalina Deaconu: Hitting times for the Brownian motion and Bessel processes: some new
algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 670
Samuel Herrmann: Generation of first passage times for diffusion processes: an overview
of simulation techniques . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 670
Michael A. Hoegele: The first exit problem of reaction-diffusion equations for small multi-
plicative Lévy noise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 671
Danijel Krizmanic´: Joint functional convergence of partial sum and maxima processes . . 671
Attila Lovas: Markov chains in stationary and ergodic random environment . . . . . . . . 671
Nicolas Massin: Simulation of the time needed by a diffusion process in order to exit from a
given interval (WOMS algorithm) . . . . . . . . . . . . . . . . . . . . . . . . . . . 672
Martin Nilsson: Solving General Itô-Process Hitting-Time Problems with General Moving
Boundaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 672
Pierre Patie: First passage times of subdiffusive processes over stochastic boundaries . . . 673
Andrej Srakar: Level densities for general β-ensembles: An operator-valued free probability
perspective . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 673
Ivana Valentic´: A CLT for degenerate diffusions with periodic coefficients, and application
to homogenization of linear PDEs . . . . . . . . . . . . . . . . . . . . . . . . . . . 674
Jure Vogrinc: Counterexamples for optimal scaling of Metropolis-Hastings chains with
rough target densities . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 675
Statistics and Financial Mathematics . . . . . . . . . . . . . . . . . . . . . . . . . . . 677
Moinak Bhaduri: On change estimation in stochastic intensity-driven continuous time point
processes through multiple testing . . . . . . . . . . . . . . . . . . . . . . . . . . . 678
Matteo Giordano: Consistency of Bayesian inference with Gaussian priors in an elliptic
nonlinear inverse problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 678
Audrius Kabašinskas: Ranking of Baltic States II pillar pension funds by stochastic domi-
nance ratio . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 678
Matieyendou Lamboni: New insight into partial differentiation with non-independent vari-
ables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 679
Lara Lusa: Initial data analysis for longitudinal data – a general framework . . . . . . . . 680
Bojana Miloševic´: Recent directions in testing exponentiality: the right-censored data case 681
Che Mohd Imran Che Taib: Spatial-Temporal Modelling of Temperature for Pricing Tem-
perature Index Insurance . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 681
Anthony Usoro: Special classes of multivariate generalised autoregressive conditional het-
eroskedasticity models . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 682
Topology . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 683
Zoran Misajleski: Chain connected pair of a topological space and its subspace . . . . . . 684
Venuste Nyagahakwa: Sets with the Baire Property in Topologies Defined From Vitali Se-
lectors of the Real Line . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 685
37
