# Yuliia Mishura: Fractional Cox-Ingersoll-Ross process and its applications to financial markets - Page 2

Florentina Paraschiv (Norges teknisk-naturvitenskapelige universitet) gives a lecture with the title: Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients

Youssef Ouknine (Cadi Ayyad University, Marrakesh, Morocco) gives a lecture with the title: Optimal stopping with f-expectations: the irregular case.

Khalifa Essebaly (Cadi Ayyad University, Marrakesh, Morocco) gives a lecture with the title: Optimal rates for parameter estimation of stationary Gaussian processes.

Erik Bølviken (University of Oslo) gives a lecture with the title: Where models meet reality - The Solvency II regulation of European insurance

Rodwell Kufakunesu (University of Pretoria, South Africa) gives a lecture with the title: Pricing and hedging quanto commodity options.

Nacira Agram (University of Oslo) gives a lecture with the title: Model Uncertainty Stochastic Mean-Field Control.

Kristina Rognlien Dahl (University of Oslo) is giving her inaugural lecture with the title: Stochastic analysis meets risk and reliability theory.

Olivier Menoukeu Pamen (African Institute for Mathematical Sciences, Ghana and University of Liverpool) gives a lecture with the title: Strong Rate of Convergence for the Euler-Maruyama Approximation of SDEs with Irregular Drift Coefficients.

Rajeev Bhaskaran (Indian Statistical Institute, Bangalore, India) gives a lecture with the title: On the connection between SPDE’s and diffusions arising out of an SDE.

Arturo Kohatsu-Higa (Ritsumeikan University, Kusatsu, Japan) gives a lecture with the title: Probabilistic interpretation of the parametrix method

Yaozhong Hu (University of Kansas, USA) gives a lecture with the title: Rate of convergence and asymptotic error distribution of Euler approximation schemes for fractional diffusions

Olfa Draouil (University of Tunis El Manar, Tunisia) gives a lecture with the title: Optimal insider control of stochastic partial differential equations

We invite you to a one-day workshop celebrating Professor Bent Natvig's 70th anniversary. Invited speakers will present recent developments in some of the areas where Bent has made significant contributions, including reliability theory and mathematical statistics.

Bent Natvig has, since 1986, been a professor of mathematical statistics at the Department of Mathematics. He is the author of a long list of important papers published in top-ranked scientific journals as well as the recent book entitled "Multistate Systems Reliability Theory with Applications" (John Wiley & Sons). At our department, Bent has taken the leading role in the area of reliability theory. On August 1 this year, he turns 70.

Dr. Nacira Agram (University of Biskra, Algeria) gives a lecture with the title: Stochastic optimal control of McKean-Vlasov equations with anticipating law.

Emanuela Rosazza Gianin (University of Milano-Bicocca) gives a lecture with the title: Time-consistency for cash-subadditive risk measures

Christian Bender (Saarland University) gives a lecture with the title: Discretizing Malliavin calculus

David Ruiz Baños (IMUB, University of Barcelona) gives a talk with the title: "On the regularity of densities of Itô-type processes via stochastic control"

Salvador Ortiz-Latorre (University of Oslo) is giving his inaugural lecture with the title: High order weak approximation of SDEs

Kostiantyn Ralchenko (Taras Shevchenko National University of Kyiv) gives a talk with the title: A generalisation of the fractional Brownian field based on non-Euclidean norms

Yuliya Mishura (Taras Shevchenko National University of Kyiv) gives a lecture with the title: What can happen between two self-similarities?

Yuriy Prykhodko (National Technical University of Ukraine «Kyiv Polytechnic Institute») holds a talk with the title: On Skew Bessel Process

Paul Krühner (TU Wien) gives a lecture with the title: Time change equations for Lévy type processes

Torstein Kastberg Nilssen (University of Oslo) holds a lecture with the title: Rough path transport equation with discontinuous drift.

David Ruiz Baños gives a talk with the title: "Optimal bounds and Hölder continuous densities of solutions of SDEs with measurable and path-dependent drift coefficients"

Ingrid Hobæk Haff is giving her inaugural lecture with the title: Parameter estimation for pair-copula constructions.