International Conference

"Stochastic analysis, Statistics of Random Processes and Optimization"

in honor of the 90th anniversary of Academician Albert Shiryaev

(9 - 14 December, 2024, Tbilisi – Bakuriani, Georgia)

 


 

The structure of the Conference mirrors the research fields to which Albert Shiryaev made outstanding contributions:

 

 Theory of Optimal Stopping Rules;

 Disorder Detection Problem for Random Processes;

 

 Theory of Filtration of Random Processes;

 Statistics of Random Processes;

 

 Theory of Stochastic Integration and Martingales

 Stochastic Optimization Theory;

  Theory of Signal Detection

 Insurance and Financial Mathematics

     

 

 

The Organizing Committee:

 

Institutions:

 

Alexander Gushchin (Steklov Mathematical Institute)

 

Steklov Mathematical Institute of Russian Academy of Sciences, Moscow

 

Nino Kordzakhia  (Macquarie University, Sydney, Australia)

 

Steklov International Mathematical Center

 

Mikhael Mania (Andrea Razmadze Mathematical Institute of Ivane Javakhishvili Tbilisi State University)

 

Ivane Javakhishvili Tbilisi State University

 

Alex Novikov (Steklov Mathematical Institute and University of Technology Sydney)

 

Andrea Razmadze Mathematical Institute of Ivane Javakhishvili Tbilisi State University

 

Omar Purtukhia (Ivane Javakhishvili Tbilisi State University)

 

Kutaisi International University

 

Malkhaz Shashiashvili (Kutaisi International University)

 

 

 

Jordan Stoyanov (Institute of Mathematics and Informatics, Sofia)

 

 

 

Mikhael Zhitlukhin (Steklov Mathematical Institute)

 

 

 

Pavel Yaskov (Steklov Mathematical Institute)

 

 

       
       
  Program (TBC)