PRINCIPLE SEMINAR OF THE DEPARTMENT

OF PROBABILITY THEORY.

September, 5 Prof. Ya.G.Sinai. The (3x+1)-problem.
September, 12 A.S.Cherny. On the uniqueness in law and the pathwise uniqueness for stochastic differential equations.
September, 19 P.V.Gapeev Bayesian and variational problems of sequential analysis, A.A. Rusakov Exits of vector Gaussian processes (the presentations of the PhD thesis).
September, 26 A.N.Shiryaev Stochastic exponent, stochastic logarithm, cumulants, change of measure by Esscher transform.

Seminar takes place on Wednesdays at 16.20 (till 17.20) in the room N 16-24 of the main building of the university.