Wednesday, October
26, 2011
Morning (Hall 1) 
Plenary Talk: Zangeneh
Continuity of the solution with respect to a parameter in stochastic
evolution equation with Levy noise 
8:459:45 
Break 
9:4510:00 
Parvardeh(Invited) Farbod Rezapur Kamrani – Salamat(Invited)
1 A Note on the Asymptotic Distribution of the Estimation of the Mean
Past Life Time
2 Large Sample Properties of Generalized Moment Estimators for Stable
Laws Discretizations
3 Stochastic Volatility Models with Extremal Clustering
4 Galerkin Approximation for the Stochastic Burgers Equations
5 Some Probabilistic Models on Population Genetics 
10:0012:30 
Lunch 
12:3013:45 
Afternoon (Hall 1) 
Invited Talk: Goldie (Hall 1)
Structure of Record Observations 
13:4514:45 
Break 
14:4515:00 
Bastani (Invited)
Workshop: Numerical Solution for Stochastic Differential Equations 
15:0017:30 
Thursday, October 27, 2011
Morning (Hall 1 and
2) 
Plenary Talk: Caballero (Hall 1)
Positive selfsimilar Markov Processes (pssMp) 
8:459:45 
Break 
9:45  10:00 
Plenary Talk: Soltani
Spectral representation for stationary and nonstationary processes 
10:0011:00 
Pezeshk (Invited) Aghdam Ejlali (Hall 1)
1 General Concepts of Hidden Markov Models
2 A Clustering Approach for Estimating Parameters
of Profile Hidden Markov Models
3 Implementing EM Algorithm for Bidirectional
Hidden Markov Model in Linear Memory

KaffashMohammadi
Hirbod Assa (Invited) (Hall 2)
1 An Application of Stochastic Control Theory to
Portfolio Optimization Under Ergodic Markov
Diffusion Processes
2 On Different Situations of Stochastic Optimal
Control Problem: Application and Simulation
3 TradeOff between Robust Risk Measurement and
Market Principles 
11:0012:30 
Lunch 
12:3013:45 
Afternoon (Hall 1 and 2) 
Ahmadi Javid (Invited)  Seydpishe (Hall 1)
1 Entropic ValueatRisk and other information –Theoretic Coherent Risk
Measures
2 Dependency Structure of Default Processes Based on Bayesian Copula 
13:4514:45 
Break 
14:4515:00 
Invited Talk: Goldie (Hall 1)
Nonconvergent Extremes, Coupon Collecting and Computerbased Tests
(15:0016:00) 
Ahmadi Tasdighi Shakeri Norouzipour Keshavarz
(Hall 2)
1 Pricing American Options under Regime Switching JumpDiffusion Models
2 Adaptive Weak Approximation of Stochastic Differential Equations
Arising from Mathematical Finance
3 Modeling the Portfolio Loss Distribution by Covariates and Frailty
Variables
4 Efficient Simulation of Dependency Structure of Default Processes
5 A Stochastic Population Model 
15:0017:30 
