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Кафедра теорії ймовірностей,
статистики
та актуарної математики

Механіко-математичний
факультет

prob.stat.act@gmail.com, probability@univ.kiev.ua
Tel/Fax: +38 (044) 259 03 92

   

Вікторія Павлівна Кнопова


Курси, що викладає:

Назва курсуСпеціальністьРік навчання
Стохастичний аналізМатематика Бакалавр - 4


Зайнятість:
  • Інститут кібернетики ім. В.М.Глушкова НАН України
Область досліджень і наукові інтереси:
  • Теорія функціональних просторів
  • Псевдо-диференціальні оператори і пов'язані з ними марковські процеси
  • Процеси Леві
Ґранти:
  • DFG Fellowship
  • INTAS Young Scientist Fellowship
  • DAAD Fellowship
  • Грант Президента України для молодих вчених

Публікації

      • Articles
        • 2014
          • V. Knopova, A. Kulik "Asymptotiv behaviour of the distribution density of the fractional Lévy motion.". Proceedings of the MSTA-3 Conference volume, Modern StochasticsandApplications, Springer series: Optimization and Its Applications, Vol.90, Iss. pp. 175 - 201, - 2014
          • V. Knopova, R. Schilling. "On the small-time behaviour of Lévy-type processes. ". Stoch. Proc. Appl. , Vol.124, Iss. pp. 2249 - 2265, - 2014
          • V. Knopova, R. Schilling, J. Wang " Lower bounds of the Hausdorff dimension for the images of Feller processes". To appear in Statistics and Probability Letters., - 2014
          • V. Knopova, A. Kulik " The parametrix method and the weak solution to an SDE driven by an α-stable noise". Preprint 2014, - 2014
          • V. Knopova " On the Feynman-Kac semigroup for some Markov process". Preprint 2014, - 2014
          2013
          • V. Knopova, R.Schilling "A note on the existence of transition probability densities for Lévy processes. ". Forum Math. , Vol.25, Iss.0 pp. 125 - 149, - 2013
          • V. Knopova, A. Kulik. "Intrinsic compound kernel estimates for the transition probability density of a Lévy-type process and their applications. ". Available at http://arxiv.org/abs/1308.0310, - 2013
          • V. Knopova, A. Kulik. "Parametrix construction for certain Lévy-type processes and applications. ". Available at http://arxiv-web3.library.cornell.edu/abs/1307.3087, - 2013
          • V. Knopova. " Compound kernel estimates for the transition probability density of a Lévy process in R^n.". To appear in Theory of Probab. and Math. Stat., - 2013
          • V. Knopova, A. Kulik. "Intrinsic small time estimates for distribution densities of Lévy processes. ". Random Oper. Stoch. Eqs. , Vol.21, Iss.4 pp. 321 - 344, - 2013
          2012
          • N.Jacob, V. Knopova, S.Landwehr, R.Schilling "A geometric interpretation of the transition density of a symmetric Lévy process". Science China: Mathematics., Vol.55, Iss.6 pp. 1099 - 1126, - 2012
          • V. Knopova, R.Schilling "Transition Density Estimates for a Class of Lévy and Lévy-Type Processes". J. Theor. Probab., Vol.25, Iss. pp. 144 - 170, - 2012
          • V. Knopova "On the speed of convergence in the local limit theorem for triangular arrays of random variables.". Theory of Stoch. Proc. , Vol.18 (34, Iss.2 pp. 24 - 32, - 2012
          2011
          • V. Knopova, A. Kulik "Exact asymptotic for distribution densities of Lévy functionals". Electr. J. Probab. , Vol.16, Iss. pp. 1394 - 1433, - 2011
          • V. Knopova. "Asymptotic behaviour of the distribution density of some Lévy functionals in R^n.". Theory Stoch. Proc. 17 , pp. 35 - 54, - 2011
          2008
          • V. Knopova "Muckenhoupt-Wheeden theorem for generalized f-Riesz type potentials". Ukr. Math. J. Vol. 60, No. 11, pp. 1520 - 1528, - 2008
          2007
          • V. Knopova "On a boundary value problem for a pseudo-differential operator and its relation to jump processes". Z. Anal. Anwend., Vol. 26, Issue 1, pp. 1 - 24, - 2007
          2006
          • V. Knopova, M. Zaehle "Spaces of generalized smoothness on h-sets and related Dirichlet forms". Stud. Math. 174, No. 3, pp. 277 - 308, - 2006
          • V. Knopova. " Continuity of certain pseudo-differential operators in the spaces of generalized smoothness. ". Ukr. Mat. Zh. 58 (5) , pp. 638 - 652, - 2006
          2005
          • N. Jacob, V. Knopova. "Fractional derivatives and fractional powers as tools in understanding Wentzel boundary value problems for pseudo-differential operators generating Markov processes. ". Frac. Calc. Appl. Anal. 8 (2) , pp. 91 - 112, - 2005
          2004
          • V. Knopova. "Semigroups generated by certain pseudo-differential operators in the half- space R^{n+1}_{0+} . ". Coll. Math. 101 (4) , pp. 221 - 235, - 2004
          • V. Knopova. " On some operators with complex-valued continuous negative definite symbol which are generators of L p -sub-Markovian semigroups. ". Frac. Calc. Appl. Anal. 7 (2), pp. 149 - 167, - 2004
          • V. Knopova. "On a generator of an L_p -sub-Markovian semigroup in R^{n+1}_{0+}. ". Ran. Oper. Stoch. Eq. 12 (2) , pp. 185 - 192, - 2004
          • V. Knopova. "Limit behaviour of the renormalized solution to the Airy equation with strongly dependent initial data. ". Ran. Oper. Stoch. Eq. 12 (1), pp. 35 - 42, - 2004
          • V. V. Anh, V. P. Knopova, N. N. Leonenko. " Continuous-time stochastic processes with cyclical long-range dependence. ". Austr. New Zealand Stat. J. 46 (2) , pp. 275 - 296, - 2004
          2002
          • N. Leonenko, V. Knopova. " Limiting behaviour of the rescaled solution to the Airy equation with random strongly dependent initial conditions.". Dopowidi NAN Ukr. 9 , pp. 47 - 50, - 2002
          2001
          • V. Knopova, T. Pepelyaeva. "On some stochastic models of financial mathematics. ". Cybern. System. Anal. 37 (3-4) , pp. 427 - 433, - 2001
          2000
          • L. Beghin, V. Knopova, N. Leonenko, E. Orsingher. "Gaussian limiting behaviour of the rescaled solution to the linear Korteweg-de Vries equation with random initial conditions. ". J. Statist. Phys. 9 (3-4) , pp. 769 - 781, - 2000

        Прізвище: Кнопова
        Ім'я, побатькові: Вікторія Павлівна
        Місце народження: Київ
        Громадянство: Україна
        E-mail: vic_knopova@gmx.de
        Тел.: +38 044 259 03 92
        Факс: +38 044 259 03 92