Tuesday 7Th April Section Talks Rooms B,C,D

TUESDAY 7TH APRIL SECTION TALKS ROOMS B,C,D.

Room: B (456) Room: C (419) Room: D (340) Section: Fractal Analysis and Models with Long-Range Section: Information Security Section: Statistics of Stochastic Processes Dependence 14:30-15:00 Mykola Pratsiovytyi. 14:30-15:00 14:30-15:00 Alexander Kukush. Systems of encoding of real numbers with infinite Mikhail Savchuk. Simultaneous estimators in Cox proportional hazards alphabet and probability measures with complicated Classical and modern cryptography. model with measurement error. local topological and fractal structure. 15:00-15:30 Grygoriy Torbin. 15:00-15:30 Oleksii Fal, A. Shevchenko. 15:00-15:30 Oleksandr Nakonechniy. Non-comparable Hausdorff measures, DP- Side channel cube attack on cipher Halka. Guaranteed linear mean squared estimates of random transformations and fine properties of probability fields. distributions. 15:30-16:00 Georgiy Shevchenko. 15:30-16:00 Nikolaj Glazunov. 15:30-16:00 Ivan Matsak, O. V. Ivanov, S. V. Polotskiy. Local times of multifractional processes. Justification of conjectures on equidistribution of On the extreme residual in regression models. arithmetic sequences. 16:00-16:30 C O F F E E B R E A K 16:30-16:45 Roman Nikiforov. 16:30-17:00 16:30-16:50 Dmitri Koroliouk. Fractal properties of probability measures generated Lyudmila Kovalchuk, N. V. Kuchinska, V. T. Bezditnyi. Multivariate statistical experiments with persistent by random Q∞-expansions and related problems. The upper bounds of the integer differentials average regression of increments. 16:45-17:00 Oleksandr Slutskyi. probabilities for composition of the key adder, Faithfulness of fine packing systems with respect to substitution blocks and the block structured linear 16:50-17:10 Kostiantyn Ralchenko. packing dimension calculation. operator. Drift parameter estimation in models with fractional 17:00-17:15 Symon Serbenyuk. 17:00-17:30 Brownian motion by discrete observations. Nega- -representation of real numbers. Serhiy Yakovliev. Q 17:10-17:30 Sergiy Shklyar. Q Provable security of safer-like substitution- Statistical estimators of two straight lines by 17:15-17:30 Artem Chuikov. permutation networks against differential observations of points with random perturbations Functions defined in terms of continued fractions cryptanalysis. 17:30-17:45 Serhyi Rudnytskyi, G. M. Torbin. 17:30-18:00 17:30-17:50 Dmytro Ivanenko. On probabilistic approach to GDP transformations. A. N. Alekseychuk, S. N. Konushok, A. Y. Storozhuk. LA(M)N property of Lévy process observed at high Algebraic degenerate approximations of Boolean frequency. 17:45-18:00 Lilia Sinelnyk. functions for key recovery attacks on stream ciphers. On singular distribution of random variables with 17:50-18:10 Igor Orlovskyi, A.V. Ivanov. independent symbols of F-expansion. Asymptotic properties of M-estimators in nonlinear 18:00-18:15 Tetiana Isaieva, M. V. Pratsiovytyi. 18:00-18:20 Andriy Fesenko. regression with discrete time and singular spectrum. Spectral and fractal properties of singular probability Polynomial equivalence of known-plaintext attacks on distribution functions of Minkowski type. symmetric and endomorphic ciphers. 18:10-18:40 Alexander Makarichev, I. V. Brysina. The asymptotic estimation of the system and systems group refuse intensively when elements are repaired 18:20-18:40 S. V. Gryshakov, A. N. Alekseychuk without waiting and elements that have reach the Randomized stream ciphers with enhanced security repair return into the system with minimal standby. based on nonlinear random coding Poster: Vitaliy Sergienko

All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str. PRESTO-2015, Kyiv, 7-10 April TUESDAY 7TH APRIL SECTION TALKS ROOMS E,F,G.

Room: E (320) Room: F (461) Room: G (448) Section: Stochastic Analysis and Stochastic Differential Section: Stochastic Optimization Section: Theory of Random Processes and Fields Equations 14:30-15:00 Vadym Radchenko. 14:30-15:00 Vladimir Norkin. 14:30-15:00 Oleg Klesov. Integral equations with a general stochastic measure. LLN for random mappings and its application in Stochastic models for records. stochastic optimization. 15:00-15:30 Olga Aryasova, A. Yu. Pilipenko. 15:00-15:30 Vladimir Kirilyuk. 15:00-15:30 Igor Samoilenko. Differentiability of stochastic flows for SDE’s with nonregular Polyhedral coherent risk measures in decision- Rate functional in a large deviations problem for drifts. making under risk and uncertainty. Markov processes. 15:30-16:00 Alexander Ilchenko. 15:30-16:00 Vasyl Gorbachuk. 15:30-16:00 Svetlana Anulova. Cauchy representation formula for solution of a system of Futures hedging. A multidimensional comparison theorem for SDE the linear nonhomogenuous SDE with Skorohod integral. with drift. 16:30-16:30 C O F F E E B R E A K 16:30-16:50 Yaroslav Chabaniuk. 16:30-16:50 Tetiana Barbolina. 16:30-16:50 Vitaliy Golomoziy, N. V. Kartashov. Random evolution with control and Markov switching. Linear unconditional problem of combinatorial Coupling moment for time-inhomogeneous Markov stochastic optimization on arrangements: chains theorem and its applications. construction and solving. 16:50-17:10 Svitlana Kushnirenko, G. L. Kulinich, Yu. S. 16:50-17:10 Andrzej Jarynowski. 16:50-17:05 Oksana Yarova, Ya. I. Yeleyko. Mishura. Which activation function of cooperation describes The behaviour of generator normalization factor in Asymptotic behavior of the integral functionals for unstable human behavior. approximation of random processes. solutions of one-dimensional Itô stochastic differential 17:05-17:20 equations. Anastasia Kinash, Ya. M. Chabanyuk, U. T. Khimka. 17:10-17:30 Serhiy Semenyuk, Ya. M. Chabanyuk, U. T. 17:10-17:25 Maksym Luz, M. P. Moklyachuk. Asymptotic dissipativity of diffusion process in the Khimka. Minimax filtering problem for random processes asymptotic small diffusion scheme. Infinitesimal generator for the discrete hidden Markov with stationary increments. 17:20-17:35 Igor Malyk. model. 17:25-17:40 Viktor Kukurba, Ya. M. Chabanyuk, I. Convergence of semi-Markov random evolutions. 17:30-17:50 Izabella Marina. S. Budz. Parabolic equations with random boundary conditions. Converges of optimization procedure with impulsive 17:35-17:55 Pavlo Shpak, Ya. I. Yeleyko. perturbations. Assessment and optimal policies of semi-continuous 17:40-17:55 Oleksandr Samosyonok. killed Markov decision processes. Numerical techniques for estimation of unknown 17:50-18:05 YuriyPrykhodko, Andrey Pilipenko. Gibbs distribution parameters. Bessel diffusions and limit theorems for one-dimensional stochastic differential equations. Poster: Sergii Shpyga

All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str. PRESTO-2015, Kyiv, 7-10 April WEDNESDAY 8TH APRIL SECTION TALKS ROOMS A,B,C.

Room:A (461) Room: C (419) Room: B (456) Section: Reliability and Queuing Section: Actuarial and Financial Mathematics Section: Fractal Analysis and Models with Long-Range Dependence 14:30-15:00 Eugene Lebedev. 14:30-15:00 Yuliya Mishura. 14:30-14:45 Vitalii Makogin. Retrial queues with state-dependent local parameters. The rate of convergence of option prices for the Asymptotic properties of the mean-type integral discretization of geometric Ornstein-Uhlenbeck functionals of fractional Brownian sheets. process. 14:45-15:00 Yuriy Khvorostina, M. V. Pratsiovytyi. The properties of the distribution of the random variable such that LL-symbols are random variables that form a Markov chain. 15:00-15:30 Galina Zverkina, A. Yu. Veretennikov. 15:00-15:30 Igor Zolotukhin. 15:00-15:15 Irina Zamriy, M. V. Pratsiovytyi. Polynomial convergence rates for single-server Weak limits of multivariate geometric random sums. Inversor of digits of Q3-representation of fractional part systems. of real number as a distribution function of random variable 15:15-15:30 Marina Lupain. On DP-approach to fractal properties of random variables with independent identically distributed GLS- symbols. 15:30-16:00 Revaz Kakubava, A. Prangishvili, G. 15:30-16:00 15:30-15:45 Irina Garko. Sokhadze. Lyudmyla Kirichenko, A. Khabachova, A. Storozhenko On new approach to the study of fractal properties of Mixed type queuing systems as mathematical models probability measures with independent x-Q∞-digits. of reliability and survivability. Simulation of financial series with desired multifractal 15:45-16:00 Nadiya Cherchuk, G. M. Torbin. properties. Two-dimensional probability distributions of the Jessen- Wintner type. 16:00-16:30 C O F F E E B R E A K 16:30-16:50 Lidiya S. Stojkova. 16:30-17:00 Georgiy Shevchenko. Lower bounds for the probability of a system failure on Convergence of stopping times in jump-diffusion the time interval under incomplete information about models. distribution function of the time to failure. 16:50-17:10 Vadym Ponomarov On multicriteria optimization of finitesource retrial 17:00-17:20 Olena Ragulina, Yu. S. Mishura. Posters: Oksana Banna, Sofia Skrypnyk, Natalya queues. Exponential bound for the infinite-horizon ruin Vasylenko 17:10-17:30 Leonid Ponomarenko, Agassi Melikov. probability in a risk model with a variable premium Applications of space merging algorithms in teletraffic intensity and risky investments. theory. 17:20-17:40 Nicholas Gonchar. 17:30-17:50 Igor Kuznetsov. Generalization of Doob-Meyer decomposition. Fast simulation of steady-state probabilities of 17:40-18:00 Zaza Khechinashvili, O. A. Glonti. GI/G/∞ All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str. PRESTO-2015, Kyiv, 7-10 April queueing system in heavy traffic. European option hedging in the model described by Gaussian martingales with disorder. 18:00-18:15 Andrii Bilynskyi. Estimates of the probability of bankruptcy in the case of “heavy tails”. Poster: Ibraim Didmanidze WEDNESDAY 8TH APRIL SECTION TALKS ROOMS D,E,G.

Room:D (340) Room:G (448) Room:E (320) Section: Statistics of Stochastic Processes Section: Theory of Random Processes and Fields Section: Stochastic Analysis and Stochastic Differential Equations 14:30-15:00 Rostyslav Maiboroda. 14:30-15:00 Alexander Iksanov. 14:30-15:00 Alexei Kulik. Nonparametric statistics of finite mixtures. Functional limit theorems for perturbed random Parametrix method, uniqueness, and non-uniqueness of walks. weak solution to an SDE with stable noise. 15:00-15:30 Kestutis Kubilius. 15:00-15:30 Oleksandr Stanzhytskyi. 15:00-15:20 Tetiana Kosenkova. Estimation of parameters of SDE driven by fractional Existence and uniqueness of invariant measures for Convergence of sequence of Markov chains to Lévy- Brownian motion. stochastic reaction-diffusion equations in inbounded type process: solvability of the martingale problem for domains. the limit point and explicit bounds for the convergence rate. 15:20-15:40 Mykhailo Postan. 15:30-16:00 Olena Sugakova. 15:30-16:00 Victoria Knopova. A stochastic model of multi-buffer storage system with Adaptive test for means homogeneity in mixture On paths properties of some Levy-type processes. semi-Markov input rate. models. 15:40-16:00 Taras Shalaiko. Continuous dependence of solutions to SDE’s driven by fractional Brownian motion on the Hurst index of a driving signal.

16:00-16:30 C O F F E E B R E A K 16:30-16:45 Irina Savych. 16:30-16:50 Mikhail Savchuk. 16:30-16:45 Iurii Ganychenko. On asymptotic distribution of Koenker-Bassett Functional limit theorem for a non-equiprobable L2-rates of approximation of nonsmooth integral-type estimator in nonlinear regression model. allocation of particles by series. functionals. 16:45-17:00 Irina Blazhievska. 16:45-17:00 Maksim Tantsiura, Andrey Pilipenko. Confidence intervals for unknown response functions 16:50-17:10 Vitalii Senin. On the strong existence and uniqueness to an SDE that of linear systems. On the approximate Hölder index for trajectories of describes countable interacting particle system. 17:00-17:15 Oleksii Doronin. stable processes. 17:00-17:15 Daryna Sobolieva. Hypotheses on functional moments in mixture model Posters: Ivan Voronov, Yevgeniya Munchak, Viktor Large deviation principle for SDE’s with discontinuous with varying concentrations. Troshki, Georgiy Molyboga, Katalin Kuchinka, Yuri coefficients. 17:15-17:30 Anna Kharkhota, S. A. Melnik. Mlavets, Olga Vasylyk, Orest Kinash, Maryna Posters: Valeriy Doobko, Anna Slyvka-Tylyshchak, Estimation of parameters of the Samuelson model with Runovska Omar Purtukhia a telegraph drift.

All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str. PRESTO-2015, Kyiv, 7-10 April 17:30-17:45 Viktoria Prihodko On asymptotic properties of Ibragimov estimators in nonlinear regression model. 17:45-18:00 Yaroslav Tsaregorodtsev, A. Kukush. Convergence of estimators in a polynomial functional model under measurement errors.

All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str. PRESTO-2015, Kyiv, 7-10 April FRIDAY 10TH APRIL SECTION TALKS ROOMS A,D,G

Room: A (461) Room: D (340) Room: G (448) Section: Reliability and Queuing Section: Statistics of Stochastic Processes Section: Theory of Random Processes and Fields 14:30-15:00 Edvinas Greicius, S. Minkevicius. 14:30-15:00 Vladimir Zaiats. 14:30-15:00 Rostyslav Yamnenko. On the analysis of the queue length in open queueing Statistical identification of partially observed linear Some properties of a queue with -sub-Gaussian input. networks. systems. φ 15:00-15:30 Olga Khomyak, N. Yu. Kuznetsov. 15:00-15:30 Mikhail Moklyachuk, V. I. Ostapenko. 15:00-15:20 Tetiana Ianevych. Fast simulation of the reliability of repairable system Minimax interpolation problem for harmonizable stable On p-criterion for testing hypothesis on covariance with two modes of operation. sequences. L function of a random sequence. 15:20-15:40 Anatolii Pashko. 15:30-15:45 Hanna Livinska. 15:30-16:00 Lyudmyla Sakhno. Accuracy of simulation of the generalized Wiener Limit theorem for nonmarkovian multi-channel Limit theorems for functionals of random fields and process. networks in heavy traffic. statistical applications. 15:40-16:00 Olga Polosmak. Comparison of different bases for wavelet expansions 15:45-16:00 Andrii Kakoichenko. of Gaussian random processes. Statistical model of the stock market order queues.

16:00-16:30 C O F F E E B R E A K 16:30-16:50 Arnold Korkhin. 16:30-16:45 Dmytro Zatula.

Smoothing time series by a linear spline with the Lipschitz conditions for random processes from p unknown points of switching. L (Ω) spaces of random variables 16:45-17:00 Nataliia Troshki. 16:50-17:10 Semen Bodnarchuk. Construction model of Gaussian homogeneous and Evaluation of the Fisher information for discretely isotropic stochastic field. observed SDE’s with Lévy noise. 17:00-17:15 Galyna Bila. 17:10-17:30 Irina Rozora. On the method of stochastic identification of almost On the cross-correlogram estimator of the response periodic signal. function. 17:30-17:50 Katerina Moskvychova. Asymptotic normality of residual correlogram estimator. 17:50-18:10 Bohdan Zhurakovskyi. On periodogram estimators of the almost periodic signal parameters. Posters: Zurab Zerakidze, Grigol Sokhadze, Albert Shatashvili, Oleksandr Pogoriliak

All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str. PRESTO-2015, Kyiv, 7-10 April All section talks will take place in Dragomanov National Pedagogical University, 9 Pyrogova str. PRESTO-2015, Kyiv, 7-10 April