International conference on selfsimilar processes and their applications

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Poster sessions

Two poster sessions will take place on Monday 18:00 - 18:30 and Thursday 18:00 - 18:30.

Konstancja Bobecka-Wesolowska

(Warsaw University of Technology)

Moments method for Geiger-Heckerman characterization of the Dirichlet distribution

Maria Boguta

(University of Halmstad)

Modeling trading fluctuations in the financial market by means of spatio-temporal interacting agents

Marianne Clausel

(Université Paris 12)

Two optimality results about sample paths properties of Operator Scaling Gaussian Random Fields

Fernando Cordero

(Université Paris 6)

On the scaling property in fluctuation theory for α-stable processes

Eric Järpe

(University of Halmstad)

Monitoring of Credit Default Swaps by means of a Cusum procedure

Wissem Jedidi

(University of Tunis)

Processus cumulatifs, approximation en loi au sens fonctionnel. Exemples d’applications

Zakhar Kabluchko

(University of Goettingen)

Max-stable processes and negative definite functions

Robert Knobloch

(University of Bath)

Strong law of large numbers for fragmentation processes

Vyacheslav Koval

(University of Utrecht)

Long range percolation on a class of hierarchical lattices generated by trees

Tomasz Luks

(Université d’Angers)

Hardy Spaces of functions harmonic with respect to the Laplacien perturbated by gradient in smooth domains

Navideh Modarresi

(University of Tehran)

Spectral Analysis of Multivariate Self-similar Processes

Carlos Pacheco-Gonzalez

(CINVESTAV-IPN, Mexico)

Selfsimilar processes in finance from the compound Poisson process

Vladas Pipiras

(UNC Chapel Hill)

On operator fractional Brownian motions

Saeid Rezakhah

(University of Tehran)

Discrete Time Scale Invariant Markov Processes

Georgiy Shevchenko

(University of Kiev)

Is long-range dependence we observe in stock prices best modelled by fBm?

Guillaume Voisin

(Université d’Orléans)

Random fragmentation on a Lévy continuum random tree

Piotr Witkowski