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Department of Probability Theory,
and Actuarial Mathematics

Mechanics and Mathematics

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


Research Projects and Scientific Schools

Research project No. 22BF038-01 "Stochastic dynamical systems, heterogeneous in time or with random time: asymptotics and statistical analysis"

Academic supervisor: Mishura Yu.S.
The term of the work: 01.01.2022-31.12.2024.

The purpose of the research work: the study of general dynamical systems modeled by random processes, in particular, Levy processes, non-homogeneous Markov processes, processes with random time, processes arising as solutions of differential equations with partial derivatives and with random initial conditions, and equations with generalized fractional operators.


Previous research projects

Research project No. 19BF038-01 "Exact formulas, approximations, asymptotic properties and statistical analysis of complex evolutionary systems with many degrees of freedom" (2019-2021).
Academic supervisor: Mishura Yu.S.

Research project No. 16BF038-02 "Research and statistical analysis of the asymptotic behavior of complex stochastic heterogeneous dynamic systems" (2016-2018).
Academic supervisor: Mishura Yu.S.

Research project 11BF038-02 "Evolutionary systems: research of analytical transformations, random fluctuations and statistical regularities" (2011-2015).
Academic supervisor: Mishura Yu.S.

Research project No. 06BF038-03 "Analytical and stochastic methods of dynamic systems research" (2006-2010).
Academic supervisor: Mishura Yu.S.

Research project No. 01BF038-06 "Development of the theory of random fields and dynamical systems on algebraic structures" (2001-2005).

Other projects and grants

In 2009-2011, the department participated in the Visby Program of the Swedish Institute "Extension of the Baltic-Nordic network on survey statistics to include Ukraine and possibly Belarus", the scientific leader of the project was prof. H. Kuldorff, coordinator from KNU - associate professor O.I. Vasylyk.

2009-2012 International scientific project "Multi-parameter Multi-fractional Brownian Motion" (grant of the Commission of the European Communities PIRSES-GA-2008- 230804 within the framework of the program "Marie Curie Actions"). The project was carried out jointly with the universities of Nancy (France), Cardiff (Great Britain), and Ramat Gan (Israel).

In 2009-2010, professors Yu.V. Kozachenko and Yu.S. Mishura took part in the grants of "La Trobe" University (Melbourne, Australia) "Sampling, wavelets and optimal stochastic modeling" and "Stochastic Approximation in Finance and Signal Processing" (scientific coordinator of projects - associate professor A.Ya. Olenko).

2010-2012 Grant of the State Foundation for Fundamental Research No. 25.1/080 "Modeling of dynamic systems by stochastic and statistical methods" (Scientific supervisor - Prof. Yu.S. Mishura)

2020-2021 Grant of the National Research Foundation of Ukraine 2020.02/0026 "Estimation of parameters, hypothesis testing and forecasting in current stochastic models" (Scientific supervisor - Prof. Yu.S. Mishura)

2023 The project "Innovative technologies for processing court decisions using machine learning algorithms", financing at the expense of the external assistance tool of the European Union to fulfill the obligations of Ukraine in the Framework program of the European Union for scientific research and innovation "Horizon 2020"" (Scientific leader - prof. Bedyukh O.R.)

Participation of department employees in scientific projects and Personal grants

Prof. Yu.S. Mishura::
L.M. Sakhno::
G.M. Shevchenko::
K.V. Ralchenko::

Scientific schools

More detailed information about schools - at the link:
| - 2020

Performers of the project "Evolutionary systems: research of analytical transformations, random fluctuations and statistical regularities", 2015:
Yu. Kartashov, V. Doroshenko, K. Ralchenko, R. Maiboroda, Yu. Mishura, G. Shevchenko, S. Shklyar, T. Yanevych, L. Sakhno, Yu. Kozachenko

Fields Of Scientific Research

Theory of stochastic processes, stochastic analysis and stochastic differential equations:
Statistics of random processes and fields, applied statistics:
Stochastic dynamic systems:
Limit theorems of probability theory:
Financial mathematics:
Risk theory and actuarial mathematics: