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Department of Probability Theory,
Statistics
and Actuarial Mathematics

Mechanics and Mathematics
faculty

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

   

People



Head of the Department


Mishura Yuliya, professor, doctor of sci. in physics and mathematics (theory of multiparameter random processes, martingales and related processes, stochastic calculus, financial mathematics)



Professors


Kozachenko Yuriy, professor, doctor of sci. in physics and mathematics (stochastic processes and fields with values in functional spaces, statistical simulation of random processes and fields, applied statistics)
Maiboroda Rostislav, professor, doctor of sci. in physics and mathematics (statistical analysis of heterogeneous date, hidden Markov chain models, applications to biology and psychology)
Moklyachuk Mikhail, professor, doctor of sci. in physics and mathematics (statistics of stochastic processes and random fields)
Shevchenko Georgiy, Professor, Doctor of Sciences in Physics and Mathematics (stochastic differential equations, fractional Brownian motion, fractional and multifractional processes and fields, financial mathematics, statistics of stochastic processes and fields)



Associate Professors


Borysenko Oleksandr , Associate Professor, candidate of sciences in physics and mathematics (stochastic differential equations' theory, limit theorems for integral and differential stochastic equations)
Golomozi Vitalii, Assistant, candidate of sciences in physics and mathematics (investigating the stability of Markov chains)
Ralchenko Kostiantyn, Associate Professor, candidate of sciences in physics and mathematics (fractional and multifractional random processes and fields, statistical inference for stochastic differential equations)
Yanevych Tetyana, Associate Professor, candidate of sciences in physics and mathematics (theory of stochastic processes, Orlicz spaces)



Scientific Team


Ragulina Olena
Sakhno Ludmila, Head of laboratory, doctor of sciences in physics and mathematics (spectral theory of random fields, survival times statistics)
Shklyar Sergiy, Senior scientific Researcher, PhD in Mathematics



Engineers


Bodnarchuk Iryna, Engineer-mathematician (stochastic differential equations, general stochastic measures)
Moklyachuk Tatiana, Engineer
Zubchenko Volodymyr, lecturer, junior scientific researcher, candidate of sciences in physics and mathematics (Ph.D)., investigation of stochastic differential equations with non-Lipschitz diffusion and Poisson measures, stochastic interest rate models in financial and actuarial mathematics



Staff





Visiting professors


Dzeverin Igor
Knopova Victoria, doctor of sciences in physics and mathematics
Kulik Alexey, doctor of sciences in physics and mathematics (stochastic processes)
Yamnenko Rostyslav, Associated Professor, candidate of sciences in physics and mathematics (sub-Gaussian random processes and their application in the theory of queues and financial mathematics)



PhD Students


Bychak Chrystyna
Gopkalo Olga, Generalized Levy-Baxter theorems for pseudo-Gaussian random processes
Logvinenko Stanislav
Prygara Larysa
—hernova Oksana



Postdoctoral students


Vasylyk Olga, Associate Professor, candidate of sciences in physics and mathematics (random processes and fields with values ​​in functional spaces, statistical modeling of random processes and fields, methods of sample surveys)