## Conference Talks

(slides available upon request)

AMS-EMS-SMF 2022, July 18-22, 2022, Grenoble, France (Risk-Averse Control of Systems with Model Uncertainty)

11th World Congress of the Bachelier Finance Society, Hong Kong / virtual, June 13-17, 2022 (Risk-Averse Control of Systems with Model Uncertainty)

AMS Western Meeting, May 14-15, 2022, virtual, A power variation approach to statistical analysis of discretely sampled semilinear SPDEs)

14th International Conference of the ERCIM WG on Computational and Methodological Statistics, December 18-20, 2021, London/Online, UK (A power variation approach to statistical analysis of discretely sampled semilinear SPDEs)

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)

George Mason University, Department of Mathematical Science Colloquium, April, 2022

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.