Angers 16 — 19 June 2010

The principal aim of the DYNSTOCH network is to make a major contribution to the theory of statistical inference for stochastic processes by taking advantage of the tools of modern probability theory including stochastic calculus and by using highly computer-intensive methods.

The principal objectives of the DYNSTOCH network are : (1) Development of statistical methods for continuous-time stochastic processes and the study of the properties of the resulting procedures ; (2) Development of asymptotic statistical theory for stochastic processes ; (3) Modelling and statistical data analysis in finance, turbulence, hydrology, and telecommunication. For more information click here.

The DYNSTOCH had -up to 2004- the nine teams that are listed below, the names in the parentheses was the scientists in charge of the teams.

1.Copenhagen Team (Michael Sørensen)

2. Amsterdam Team ( Peter Spreij)

3. Berlin Team ( Uwe Küchler)

4. Cartagena Team ( Mathieu Kessler)

5. Freiburg Team (Ernst Eberlein)

6. Helsinki Team (Esko Valkeila)

7. London Team (Valerie Isham)

8. Padua Team (Andrea Gombani)

9. Paris Team (Jean Jacod)

In the informal follow up, there has been involvement of Ghent (Michèle Vanmaele), Budapest (Laszlo Gerenscer), Wroclaw (Tomas Rolski), Heidelberg (Markus Reiss ), Linköping (Timo Koski), Tokyo ( Nakahiro Yoshida), Le Mans (Youri Kutoyans), Angers (Lioudmila Vostrikova).

The Dynstoch conferences take place each year, namely in the paste in Berlin(Germany)2009, in Padoue (Italie) in 2008, in Amsterdam ( Pays-Bas) in 2007, in Mainz (Allemagne) in 2006. For more information click here.

Photos of Thursday, June 17th Photos of Friday, June 18st and Saturday, June 19st

Poster session

dimanche 13 juin 2010 par Lioudmila Vostrikova
Thomas Luks "Hardy spaces of $\alpha$-harmonic functions on the complement of zero-Lebesgue measure non-polar sets" (University of Angers) Anissa Rabhi "On goodness-of-fit testing for dynamical sustems with small noise" (University of Le Mans) Anis Gassem "On goodness-of-fit testing for an (...)

Invited speakers

dimanche 13 juin 2010 par Lioudmila Vostrikova
Alexander Gushchin "Limit theorems for likelihoods in AR models with unit roots and almost regular errors", Steklov Institute, Russia Albert Shiryaev " Probability and concepts of randomness (on evolution of notions)", Steklov Institute, Russia Nakahiro Yoshida "Martingale (...)

Schedule and slides

dimanche 13 juin 2010 par Lioudmila Vostrikova
Schedule Final version Thursday, June 17th 8:30 - 9:00 Welcome 9:00 - 9:40 Albert Shiryaev Probability and concepts of randomness (on evolution of notions) 09:40 - 10:10 Marina Kleptsyna Filtering problems with exponential criteria for general Gaussian signals PDF (...)

List of participants

dimanche 13 juin 2010 par Lioudmila Vostrikova
Bibbona Enrico (Universita di Torino, Italy) Bibinger Markus (Humboldt-Universitat zu Berlin, Germany) Brouste Alexandre (University of Le Mans, France) Carmona Philippe (University of Nantes, France) Cawston Suzanne (University of Angers, France) Chaumont Loïc (University of Angers, (...)


lundi 19 octobre 2009 par Lioudmila Vostrikova
Organizing committee Philippe Carmona (Université de Nantes) Suzanne Cawston (Université d’Angers) Loïc Chaumont (Université d’Angers) Piotr Graczyk (Université d’Angers) Rodolphe Garbit (Université d’Angers) Marina Kleptsyna (Université du Maine) Frédéric Lavancier (Université de Nantes) Sebastien (...)

Practical information

lundi 19 octobre 2009 par Lioudmila Vostrikova
The town of Angers is situated in the West of France, near the river Loire. Agrandir le plan To get to Angers from abroad : either fly to Paris Roissy Charles de Gaulle Airport. Then get a train from Roissy Charles de Gaulle Airport to Angers Saint Laud station. (The line is direct from (...)

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