Posters

Short talks for further research directions

09 July 2020 (16:40-18:00)


Short talks (7 minutes)

for further research directions


M. Abundo (Universita` di Roma “Tor Vergata”)

On the entropy of the Fractional Integral of Brownian motion

F. Angrisani (Università degli Studi di Napoli Federico II)

Duality and distance formulas in Lipschitz - Holder spaces

A. Barrera (Universidad de Malaga)

A general hyperbolastic stochastic model

N. Leonenko (Cardiff University)

Limit Theorems, scaling of moments and intermittency for integrated supou processes

C. Macci (Universita` di Roma “Tor Vergata”)

Asymptotic results for the absorption time of telegraph processes with elastic boundary at the origin

B. Pacchiarotti (Università di Roma “Tor Vergata”)

Some large deviations principles for time changed Gaussian processes

E. Pirozzi (Università degli Studi di Napoli Federico II)

Doob-Lamperti time-changed processes and first passage times

K. Ralchenko (Taras Shevchenko National University of Kyiv)

Two methods of estimation of the drift parameters of the Cox–Ingersoll–Ross process: continuous observations

N. Ratanov (Chelyabinsk State University)

Telegraph processes and the Kac-Langevin equation

E. Scalas (University of Sussex)

A Fractional Hawkes process