Conference "Asymptotic Statistics of Stochastic Processes and Applications XI"
17 – 21 July 2017, Peterhof, Russia
On 17–21 July 2017, Steklov Mathematical Institute organizes the conference "Asymptotic Statistics of Stochastic Processes and Applications XI" in Peterhof, Russia. This conference continues the series "Statistique Asymptotique des Processus Stochastiques (SAPS)" held since 1997 at the University of Maine, France.

I. Aivazovsky. Look to the Large Cascade and Large Peterhof Palace

The topics of the conference include statistics of random processes, stochastic calculus, stochastic differential equations, as well as application in various fields including mathematical finance, insurance, and risk management.

We invite researchers specializing in these areas to participate in the conference.


Hotel "New Peterhof", 34 Saint Petersburg av., Peterhof, Saint Petersburg.

If you arrive in Saint Petersburg by plane, we advise to take a taxi from Pulkovo airport. Please use taxi booths located in the arrival zone, they have fixed price 1700 rubles. If you come from the city center by public transport, we suggest to go by subway to station "Avtovo" on the red line, then take bus 200 or 210 and alight at "Pravlenskaya ulitsa" stop. The bus route takes about 1 hour.

See the directions on Google Maps

Conference program

Download the program

Download the slides of the talks

Organizers and sponsors

The conference is organized by Steklov Mathematical Institute under grant no. 15-11-30042 of the Russian Science Foundation.

Organizing and scientific committee: Yury Kutoyants, Nakahiro Yoshida, Albert Shiryaev, Yury Kabanov

Local organizers: Mikhail Zhitlukhin, Alexey Muravlev