PRINCIPLE SEMINAR OF THE DEPARTMENT
OF PROBABILITY THEORY.
| November, 1 | A.N.Shiryaev. Return to Russian option. Default possibility. |
| November, 8 | Yu.Linke. The estimation for fractional-linear regression. |
| November, 15 | A.M.Kozlov, M.V.Kozlov, V.I.Piterbarg. Large deviations for the maximal increments of random walks (Erdos-Renyi statistics). |
| November, 22 | P.A.Vilenkin. Presentation of the Ph.D. thesis: Investigations of the information theory and the combinatorial coding theory. |
| November, 29 | A.I.Kirillov. On one property of the solutions of infinite-dimensional stochastic differential equations. |
Seminar takes place on Wednesdays at 16.20 (till 17.20) in the room ¹16-24 of the main building of the university.