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Department of Probability Theory,
and Actuarial Mathematics

Mechanics and Mathematics

Tel/Fax: +38 (044) 431 04 67


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 ).

More information is available on the Workshop web-page.

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.

Co-organizers of the Conference: 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
2021-06-01 / 2021-06-04
Modern Stochastics: Theory and Applications V

Department Scientific seminar
Isakzhan Khamdamov
Limit theorems for functionals of random convex hulls
This is an online presentation, 15:00 Kyiv time

2021-04-15 / 2021-04-16
Міжнародна науково-практична конференція "Шевченківська весна – 2021: Математика, Статистика та Механіка. Прикладна математика та комп’ютернi науки".

Перегляньте відео викладачів, випускників та студентів мех-мату про перспективи та можливості застосування математики у сфері фінансів та економіки, страхування та інвестування.

Ці та інші відео зі студентами, випускниками і викладачами ви можете переглянути в YouTube.
Долучайтесь до групи: https://www.facebook.com/groups/actuary.ua/

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.