Conference Talks

(slides available upon request)

    • Workshop on Statistical modeling for stochastic processes and related fields, September 27-30, 2021, Online (Japan) , (A power variation approach to statistical analysis of discretely sampled semilinear SPDEs)

    • Mathematics & IT: Research and Education (MITRE-2021), dedicated to the 75th anniversary of Moldova State University, Chişinău, Republic of Moldova, July 01–03, 2021 (Adaptive Robust Control with applications to finance), plenary

    • SIAM Conference on Financial Mathematics and Engineering, Virtual, June 1–4, 2021 (Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection)

    • 2021 Joint Mathematics Meetings (JMM), January 6-9, 2021, virtually (Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection)

    • Workshop: New Ideas in Quantitative Finance, November 4-5, 2019, SUNY Stony Brook, USA (Adaptive Robust Control Under Model Uncertainty)

    • 4th Eastern Conference on Mathematical Finance (ECMF4), October 25-27, 2019, Boston University, USA (Fair Estimation of Capital Risk Allocation )

    • AMS Central Section Meeting #1150, U of Wisconsin Madison, September 14-15, 2019 (Recent advances in statistical inference for SPDEs)

    • The 41st Conference on Stochastic Processes and their Applications (SPA 2019), Northwestern University, Evanston, USA, July 8-12, 2019 (Statistical inference problems for discretely sampled SPDEs)

    • SIAM Conference on Financial Mathematics and Engineering, Toronto, Canada, June 4-7, 2019 (Nonparametric Adaptive Robust Control)

    • Conference on Ambit Fields and Related Topics, August 6-9, 2018, Aarhus University, Denmark (Parameter estimation problem for discretely sampled SPDEs)

    • 10th World Congress of the Bachelier Finance Society, Juy 16-20, 2018, Dublin, Ireland, (Arbitrage-Free Pricing in Nonlinear Market Models)

    • Byrne Workshop on Stochastic Analysis in Finance and Insurance, University of Michigan, Ann Arbor, May 9 - 11, 2018 (Arbitrage-Free Pricing in Nonlinear Market Models)

    • Robust Methods in Probability and Finance, The Institute for Computational and Experimental Research in Mathematics (ICERM), Brown University, June 19 - 23, 2017 (Adaptive Robust Control Under Model Uncertainty)

    • Mathematical Finance, Probability, and Partial Differential Equations Conference, Rutgers University, New Brunswick, May 17-19, 2017 (Adaptive Robust Control Under Model Uncertainty)

    • IPAM, Financial Mathematics Reunion Conference I, December 2016, UCLA Lake Arrowhead Conference Center, USA (Talk 1: Adaptive Robust Control Under Model Uncertainty; Talk 2: Dynamic Model of Central Counterparty Risk)

    • SIAM Conference on Financial Mathematics and Engineering, Austin, TX, USA, November 17-19, 2016 (Dynamic Model of Central Counterparty Risk)

    • Advances in statistics for random processes, September 7-9, 2016, Université du Maine, Le Mans, France (Trajectory Fitting Estimators for linear SPDEs)

    • Conference on Ambit Fields and Related Topics, August 15-18, 2016, Aarhus University, Denmark (Recent advances in statistical inference for stochastic PDEs)

    • 1st Eastern Conference on Mathematical Finance (ECMF1), March 18-20, 2016, Worcester Polytechnic Institute, USA (Time consistency of dynamic risk and performance measures)

    • IPAM Culminating Workshop, June 11, 2015, Lake Arrowhead Conference Center, USA (Fair pricing under funding costs and contractual adjustments)

    • SIAM Conference on Financial Mathematics and Engineering, Chicago, IL, USA, November 13-15, 2014 (Market Making via Acceptability Indices)

    • 8th World Congress of the Bachelier Finance Society, June 2-6, 2014, Brussels, Belgium (Dynamic Conic Finance via BSDeltaEs)

    • Joint Mathematics Meeting 2014, SIAM Minisymposium on Recent Advances in Financial Mathematics, January 15-18, 2014, Baltimore, MD, USA (On Bid-Ask Prices For Dividend Paying Securities: an acceptability indices approach).

    • Quantitative Finance Retrospective Workshop, The Fields Institute For Research In Mathematical Sciences, October 27-30, 2013, Toronto, Canada (On Bid-Ask Prices For Dividend Paying Securities: Pricing and Hedging via Dynamic Coherent Acceptability Indices).

    • 5th Annual High Frequency Conference, Stevens Institute of Technology, October 24-26, 2013, Hoboken, NJ, USA (On Bid-Ask Prices For Dividend Paying Securities).

    • AMS Eastern Sectional Meeting #1093, Temple University, October 12-13, 2013, Philadelphia, PA, USA (Statistical Dynamic Assessment Indices).

    • Asymptotical Statistics of Stochastic Processes IX, Universite du Maine, 11-15 March, 2013, Le Mans, France (Parameter Estimation for some nonlinear SPDEs).

    • 7th World Congress of the Bachelier Finance Society, June 19-22, 2012, Sydney, Australia (Dynamic Assessment Indices)

    • Workshop on the mathematics of Financial Risk Management, May 9-11, Pennsylvania State University, State College, PA, USA (Dynamic Conic Finance: Pricing and Hedging via Dynamic Coherent Acceptability Indices with Transaction Costs)

    • SIAM Conference on Uncertainty Quantification April 5, 2012, Raleigh, NC, USA (Statistical inference problems for nonlinear SPDEs)

    • 7th International Congress on Industrial and Applied Mathematics ICIAM - 2011, July 18-22, 2011, Vancouver, Canada, (On Dynamic Measures of Performance and Measures of Risks in Financial Markets)

    • Asymptotical Statistics of Stochastic Processes VIII, Universite du Maine, Le Mans, 21-24 March, 2011 (Parameter Estimation for Stochastic Navier-Stokes Equations)

    • AMS Central Sectional Meeting, Notre Dame University, South Bend, IN, November 5-7, 2010 (Statistical inference for nonlinear Stochastic PDEs)

    • 6th World Congress of the Bachelier Finance Society, June 22-26, Toronto, Canada (Dynamic Coherent Acceptability Indices)

    • AMS Southeastern Sectional Meeting, University of Kentucky, Lexington, KY, March 27-28, 2010, Special session on financial mathematics and statistics (Dynamic Acceptability Indices)

    • International Conference on Random Dynamical Systems, Chern Institute of Mathematics, Nankai University , Tianjin, China, June 6-12, 2009 (Analytical properties for parabolic stochastic PDEs)

    • Frontier Probability Days, University of Utah, Salt Lake City, UT, March 15-17, 2009 (Inverse problems for stochastic PDEs)

    • CBMS/NSF, Research Conference in Mathematical Sciences: Malliavin Calculus and its Applications [link], Kent State University, Kent, Ohio, USA, August 7-12, 2008 (Statistical inference for stochastic PDEs driven by fractional noise)

    • Conference on Inverse Problems in Stochastic Differential Equations, University of Southern California, Los Angeles, California, USA May 22 - 26, 2007 (Estimating Coefficients in Stochastic Parabolic Equations)

    • Conference of USM, Chisinau, September 27 - October 2, 2000 (Finiteness of the point spectrum of some perturbed nonselfadjoint integro-differential operators with periodic coefficients)

    • The 18th International Conference on Operator Theory, Timisoara, Juni 27th - July 1st, 2000 (On the point spectrum of nonselfadjoint operators)

    • International Conference on Complex Analysis and Related Topics, the VIII-th Romanian-Finish Seminar, Iasi, Romania, August 23-27, 1999 (Finiteness of the point spectrum of nonselfadjoint differential operators)

    • The 17th International Conference on Operator Theory, Timisoara, June 23-26, 1998 (Finiteness of the point spectrum of some nonselfadjoint operators)

    • International Conference "Mathematical Analysis and applications", Iasi, Romania, 22-26 october, 1997 (Finiteness of the point spectrum of some nonselfadjoint perturbed operators of the Wiener-Hopf type)

    • International conference on Mathematics and Informatics, Chisinau, September 19-21, 1996 (On the spectrum of the perturbed difference operators)

Colloquium and Seminar Talks

(slides available from upon request)


    • Vienna University of Economics and Business, The Institute for Statistics and Mathematics Seminar, online, November 2020

    • NYU, Brooklyn Quant Experience Lecture Series (BQE), online, April 2020

    • Tulane University, Probability and Statistics Seminar, November 2019

    • Colorado School of Mines, Applied Mathematics and Statistics Colloquium, October 2019

    • University of Connecticut, Mathematical Finance Seminar, April 2019

    • Worcester Polytechnic Institute (WPI), Mathematics Colloquium, April 2019

    • University of Chicago, Computational, Applied Mathematics and PDE Seminar, January 2019

    • The Fields Institute for Research in Mathematical Sciences, Quantitative Finance Seminar, November 2018

    • University of California Santa Barbara, Statistics and Probability Colloquium, October 2018

    • Weierstrass Institute for Applied Analysis and Stochastics (WIAS) / Humboldt University Berlin, Mathematical Statistics Seminar, June 2018

    • Vienna University of Economics and Business, March 2018

    • Johns Hopkins University, Applied Mathematics and Statistics Colloquium, April 2018

    • University of Southern California, Mathematical Finance Colloquium, November 2017

    • Princeton University, ORFE Mathematical Finance Seminar, November 2017

    • University of Oxford, Mathematical and Computational Finance Seminar, February 2017

    • Imperial College London, Finance and Stochastics Seminar, February 2017

    • Illinois Institute of Technology (IIT), Applied Mathematics Colloquium, January 2017

    • The University of Sydney, Mathematical Finance Seminar, March 2016

    • University of Illinois at Chicago, Statistics Seminar, February 2016

    • IPAM / University of California Los Angeles, May 2015

    • University of California Santa Barbara, Center for Financial Mathematics and Actuarial Research, April 2015

    • University of Southern California, Probability and Statistics Seminar, April 2015

    • Notre Dame University, Applied Mathematics Colloquium, February 2015

    • Carnegie Mellon University, Center for Computational Finance, February 2015

    • Purdue University, Computational Finance Seminar, February 2015

    • Argonne National Laboratory, LANS Seminar, December 2013

    • University of Michigan, Ann Arbor, Financial/Actuarial Mathematics Seminar, March 2013

    • Illinois Institute of Technology (IIT), Applied Mathematics Colloquium, October 2012

    • Purdue University, Probability Seminar, April 2012

    • Humboldt University, Technical University Berlin, Weierstrass Institute for Applied Analysis and Stochastics (WIAS), Berliner Kolloquium Wahrscheinlichkeitstheorie, Germany, June 2011

    • University of Southern California (USC), Mathematical Finance Colloquium, April 2011

    • Indiana University at Bloomington, PDE/Applied Mathematics Seminar, February 2011

    • Pennsylvania State University, Seminar on Probability and its Application, October 2010

    • Purdue University, Computational Finance Seminar, April 2010

    • Indiana University at Bloomington, PDE/Applied Mathematics Seminar, March 2010

    • Purdue University, Computational Finance Seminar, March 2009

    • Illinois Institute of Technology (IIT), Stochastic Processes and Mesh-Free Seminar, November 2008

    • University of Moldova, Mathematics Colloquium, June 2008

    • Purdue University, Computational Finance Seminar, March 2008

    • Illinois Institute of Technology (IIT), Stochastic Processes and Mesh-Free Seminar, November 2007

    • University of Moldova, Mathematics Colloquium, April 2007

    • University of Moldova, Graduate Student Seminar, April 2007

    • Stanford University, Financial Mathematics Seminar, January 2007,

    • Worcester Polytechnic Institute (WPI), Mathematics Colloquium, January 2007

    • Illinois Institute of Technology (IIT), Applied Mathematics Colloquium, January 2007

    • University of Southern California (USC), Analysis Seminar, March 2005

    • University of Moldova, Graduate Student Seminar, May 2002

    • University of Moldova, Analysis Seminar, Series of talks on spectral theory of non-selfadjoint operators 1996-2002.