Scientific Programme

Revaz Absava, Elizbar Nadaraya and Tengiz Shervashidze (Sukhumi Branch of Javakhishvili Tbilisi State University, Tbilisi, Georgia; Javakhishvili Tbilisi State University, Georgia; Razmadze Mathematical Institute, Tbilisi, Georgia): Some Properties of Nonparametric Density Estimators for Independent and Conditionally Independent Observations
Ricardo Cao (Universidade da Coruña, Spain): Variance Checks in Nonparametric Regression
Coauthor: Irene Gijbels (Université Catholique de Louvain, Louvain la Neuve, Belgium)
Akaki Danelia, Besarion Dochviri and Malkhaz Shashiashvili (Javakhishvili Tbilisi State University, Georgia): On Some Energy Estimates for Multidimensional Obstacle Problem
Yuri Davydov (UFR de Mathematiques, Universite de Lille 1, France): Strictly Stable Distributions on Convex Cones
Miguel A. Delgado (Universidad Carlos III de Madrid, Spain): Distribution Free Goodness-of-Fit Tests for Linear Proceses
Andrey Dorogovtsev (Institute of Mathematics of Ukrainian Academy of Sciences, Kiev, Ukraine): Stochastic flows and measure-valued processes
Kacha O. Dzhaparidze (Center for Mathematics and Computer Science, Amsterdam, The Netherlands): Reproducing Kernel Hilbert Space Methods in the Spectral Analysis of the Fractional Brownian Motion
Coauthor: Harry van Zanten (Department of Mathematics, Faculty of Sciences, Vrije Universiteit Amsterdam, The Nethrlands)
John H. J. Einmahl (Tilburg University, The Netherlands): Statistics of Extremes and Local Empirical Processes
Shakir Formanov (Institute of Mathematics, Tashkent, Uzbekistan): The Stein-Tikhomirov Method and Limit Theorems for Sampling Sums from a Finite Population
Volf Frishling (Commonwealth Bank of Australia, Sydney): Two Problems of Applied Mathematical Finance
Karen Gasparyan (Yerevan University, Armenia): Statistical Inference for Some Class of Martingale Models
Omar Glonti, Levan Jamburia and Zaza Khechinashvili (Javakhishvili Tbilisi State University, Georgia): The Minimal Entropy Martingale Measure in Trinomial Scheme with "Disorder"
Asaf Hajiyev (Baku University, Azerbaijan): Regression Models with Increasing Number of Unknown Parameters
James R. Harner (West Virginia University, USA): Estimating of the Entropy of Large Molecules
Norbert Henze (Universität Karlsruhe, Germany): Testing for Affine Equivalence of Elliptically Symmetric Distributions
Monique Jeanblanc (University of Evry, France): Hedging of Credit Derivatives
Estate Khmaladze (Victorian University of Wellington, New Zealand): The Principle of Distribution Free Testing: 1933, Further Development and State of Art
Kavous Khorshidian (Persian Gulf University, Bushehr, Iran): The Theory of Reward Processes Defined on Semi-Markov Processes
Vakhtang Kvaratskhelia and Vaja Tarieladze (Muskhelishvili Institute of Computational Mathematics, Tbilisi, Georgia): Summable Sequences and Gaussian Measures in Banach Spaces
Gennady V. Martynov (Instutute of Information Transmission Problems RAS, Moscow, Russia): Cramer -von Mises Test for Independency of Exponential Random Variables
Coauthor: Pierre Deheuvels (Univerrsity Paris 6)
Michael Mania and Revaz Tevzadze (Razmadze Mathematical Institute, Tbilisi, Georgia; Institute of Cybernetics, Tbilisi, Georgia): Backward Stochastic PDE and Utility Maximization Problem
Robert Mnatsakanov (West Virginia University, USA): Some Results for Moment-Empirical CDF's
Coauthor: Frits Ruymgaart (Texas Tech University, USA)
Daniar H. Mushtari (Chebotarev Research Institute, Kazan, Tatarstan, Russia): Measures on Quantum Logics of Idempotents
Alexander Nagaev ( Nicolaus Copernicus University, Torun, Poland): Asymptotics of Riskless Profit under Selling of Discrete Time Options
Hideo Nagai (Osaka University, Japan): Impulsive Control of Risky Fraction Processes and Problems with Transaction Costs
Enzo Orsingher (Universita degli Studi di Roma "La Sapienza", Italy): Fractional Telegraph Processes and Fractional Differential Equations
Vygantas Paulauskas (Vilnius University, Lithuania): On Two Problems Connected with Probability Theory and Functional Analysis
Huyen Pham (Universite Paris 7, France): Wealth-Path Dependent Utility Maximization in Incomplete Markets
Zurab Piranashvili and Tibor Pogany (Institute of Cybernetics, Tbilisi, Georgia; University of Rijeka, Croatia): New Results in the Generalization of Kotel'nikov-Shannon Formula for Stochastic Signals
Maurizio Pratelli (University of Pisa, Italy): Stochastic Integration and Utility Maximization with Infinitely Many Assets
R.-D. Reiss (Universität GHS Siegen, Germany): Approximations and Modeling in Extreme Value Theory
Thorsten Rheinlander (Department of Mathematics, ETH, Zürich, Switzerland): A Martingale Duality Approach to Utility Indifference Pricing
Johan Segers ( Tilburg University, The Netherlands): Functionals of Clusters of Extremes
Winfried Stute (University of Giessen, Germany): Passport Options For Portfolios
Akimichi Takemura (The University of Tokyo, Japan): Validity of the Expected Euler Characteristic Heuristic
Ingrid Van Keilegom (Institut de statistique, UCL, Leuven, Belgium): Empirical Likelihood in Some Non-Standard Settings
Wolfgang Weil (Universität Karlsruhe, Germany): Estimation of Sets Based on the Steiner Formula

Conference in Probability Theory and Mathematical Statistics