International conference on selfsimilar processes and their applications

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

(Warsaw University of Technology)

Tree structured independence for exponential Brownian functionals


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