«Modern Stochastics: Theory and Applications. V» (MSTA-V)
June 1-4, 2021
The International Conference «Modern Stochastics: Theory and Applications. V» was held online at
Taras Shevchenko National University of Kyiv on June 1-4. The conference was organized by the Department of Probability Theory,
Statistics and Actuarial Mathematics of the Faculty of Mechanics and Mathematics.
About 50 plenary lectures as well as talks within 10 sections covering various areas of probability theory, mathematical statistics,
theory of random processes, stochastic analysis and their applications were presented at the conference. Plenary lectures were given by
Professors Martin Grothaus (Germany), Domenico Marinucci (Italy), Nicolai Krylov (USA), Mark Podolskij (Luxembourg),
Miklos Rasonyi (Hungary), Rene Schilling (Germany) and others.
Special sections were devoted to recent achievements in the research areas initiated by outstanding mathematicians Anatoliy Skorokhod,
Volodymyr Korolyuk, Igor Kovalenko and Yuri Kozachenko.
The section “Stochastic optimization” was devoted to the 80th birthday of the corresponding member of the National Academy
of Sciences of Ukraine Pavlo Knopov.
The Dean of the Faculty of Mechanics and Mathematics Professor Oksana Bezushchak and the Head of the Department of Probability Theory,
Statistics and Actuarial Mathematics Professor Yuliya Mishura greeted the participants at the opening of the conference on June 1.
The conference was attended by prominent scientists from Ukraine and all over the world, young researchers, PhD and underground students.
The geographical representation of the participants is extremely wide: to discuss recent results, the conference brought together scientists from
31 countries from Australia and Japan to the United States and Canada, including most European countries.
Congratulations to Kostiantyn Ralchenko
with the award of the President of Ukraine Prize!
CONGRATULATIONS to Associate Professor of the Department
of Probability Theory, Statistics and Actuarial Mathematics KOSTIANTYN RALCHENKO
with the award of the President of Ukraine Prize
for Young Scientists in 2020 for the work "Stochastic Analysis and Statistical Estimation for Fractional and Related Processes"!
The International Workshop,
1 December 2020
Recently, The International Workshop «Modern Trends in Probability Theory and Mathematical Statistics III»
dedicated to the memory of Professor Yuriy Kozachenko (1.12.1940–5.05.2020) was held by
the Department of Probability Theory, Statistics and Actuarial Mathematics
Invited Speakers: Giulia Di Nunno (Norway), Rita Giuliano-Antonini (Italy), Alexander Ivanov (Ukraine), Nikolai Leonenko (UK),
Andriy Olenko (Australia), Enzo Orsingher (Italy), Vladimir Piterbarg (Russian Federation), Lyudmyla Sakhno (Ukraine), Tommi Sottinen (Finland),
Andrei Volodin (Canada ).
International Conference MSTA-IV
«Modern Stochastics: Theory and Applications. IV»
From a student to an academician
In May 2018 at the Faculty of Mechanics and Mathematics of Taras Shevchenko National University of Kyiv
there was held the International Scientific Conference MSTA-IV «Modern Stochastics: Theory and Applications. IV».
The Conference «Modern Stochastics: Theory and Applications. IV» was dedicated to the 100-th anniversary of the prominent Ukrainian
mathematician Iosif Ilyich Gikhman (26.05.1918-30.07.1985), one of the founders of Ukrainian probabilistic school. Iosif Ilyich
had been working at the Faculty of Mechanics and Mathematics of Taras Shevchenko National University of Kyiv since 1948 untill 1966
as Assistant Professor, Professor and the Head of the Deapartment of Probability Theory and Mathematical Statistics.
Plenary Lectures and Sections of the Conference were held at the Faculty of Mechanics and Mathematics and at
the Faculty of Computer Science and Cybernetics.
118 scientists (aged 21 to 93 years old!) from 10 countries, namely: Belarus, Finland, Germany, Lithuania, Poland, Russia, Spain,
Sweden, Ukraine, USA, participated in the Conference.
The largest number of participants in the Conference were Ukrainians representing 15 Ukrainian universities and academic institutions.
This indicates the great scientific potential of Ukraine in the field of probability theory and its applications.
Among the speakers of the conference, there were two academicians of the National Academy of Sciences of Ukraine
Volodymyr Semenovych Koroliuk and Igor Mykolaiovych Kovalenko, 90 professors, doctors and candidates of sciences,
17 post-graduate students and 3 students.
During the Conference, 19 plenary lectures were given and 6 sections were held, in which 71 reports were presented:
Stochastic processes in functional spaces
Fractional calculus and stochastic differential equations
Complex dynamical systems
Statistics of stochastic processes and random fields
Fractal analysis of singular probability measures and its applications
Applications of probability and statistics
Within the framework of the Conference, there was organized a meeting with the staff of the Faculty of Physics, Mathematics
and Informatics of Pavlo Tychyna Uman State Pedagogical University and the solemn laying of flowers to the memorial plaque of
Iosif Ilyich Gikhman in the city of Uman
Co-chairs of the Organizing Committee Yuliya Mishura and Yuriy Kozachenko are sincerely grateful to all the participants who attended
the Conference and presented talks!
And a special thanks to the friendly team that worked on the preparation and realization of MSTA-IV: the Head of the research laboratory,
Professors, Senior scientific Researchers, Associate Professors, Junior scientific Researchers, Assistant Professors,
Postdoctoral Students, Engineers, Laboratory Assistants, PhD Students and Students!
About the Department
Recent and Upcoming Events
Перегляньте відео викладачів, випускників та студентів мех-мату про перспективи та можливості
застосування математики у сфері фінансів та економіки, страхування та інвестування.
The department of Probability Theory, Statistics and Actuarial Mathematics at Kyiv University is one of the top statistical departments in Ukraine. The department has a long record of excellence in teaching, research and consulting connected with challenging applications of statistics, particularly in insurance, finance, and economics. The department is the largest in the country in terms of undergraduate numbers and places on courses are amongst the most sougth after. Wide-ranging degree programmes with an excellent teaching quality assessment rating are offered. The department runs a lively programme for PhD where teaching and research are well integrated. The department has an internationally recognized record of academic research by faculty with wide ranging interests in theoretical and applied fields.