20240312  Public defense of the dissertation by Associate Professor Vitalii Golomozi. 
20240226  The Scientific seminar of the Department will be held on Monday, February 26, 2024, at 3:00 p.m. The report will be made by Ph.D. student Mykyta Yakovliev on the topic "Parameter estimation in linear models with errors in variables and mixed fractional Brownian motion" (based on the dissertation materials).
Join Zoom meeting

20231026  The Scientific seminar of the Department will be held on Thursday, October 26, 2023, at 3:30 p.m. The report will be made by Associate Professor Vitaly Holomoziy on the topic "Using the gluing method for the study of heterogeneous Markov chains" (based on the dissertation materials for obtaining the scientific degree of Doctor of Physical and Mathematical Sciences).
Zoom

20230920 / 20230920  Welcome to the workshop ”Studies in Stochastic Processes” at Malardalen University, Vasteras, 20 September 2023.
The workshop is organized by MAM (Mathematics and Applied Mathematics research environment). Division of Mathematics and Physics, The School of Education, Culture and Communication, Malardalen University, Vasteras, Sweden.
Organizing committee: Professor Yuliya Mishura & Professor Anatoliy Malyarenko.
Program by the link

20230906  On Wednesday, September 6, 2023 at 3:00 p.m an online meeting of the scientific seminar of the Department of Probability Theory of Statistics and Actuarial Mathematics will be held, on which:
 Olena Bahcedjioglu will make a report on the topic:
"Duality theory under model uncertainty for nonconcave utility functions"
(on the materials of the dissertation for obtaining the scientific degree of Doctor of Philosophy)
 Diana Avetisyan will make a report on the topic:
"Parametric estimation in stochastic differential equations with partial derivatives and fractional noises"
(on the materials of the dissertation for obtaining the scientific degree of Doctor of Philosophy)
The meeting of the seminar will be held in online conference mode.
Link
Meeting ID: 844 3718 2871
Passcode: 271074 
20230617  The Scientific seminar of the Department will be held on Saturday, June 17, at 4:30 p.m. The report will be made by senior researcher Sergiy Shklyar on the topic "The model of autoregression of the first order on the plane". 
20230517 / 20230517  "Stochastic processes with statistical applications and fractional stochastic calculus". International workshop dedicated to the anniversary of Yuliya Mishura 
20221011 / 20221012  International Workshop ``Statistics of Stochastic Processes in Discrete and Continuous Time`` 
20220530  
20220414 / 20220415  International Workshop "Random Fields and Their Applications" dedicated to the memory of M.I. Yadrenko, on occasion on his 90th anniversary 
20210601 / 20210604  Modern Stochastics: Theory and Applications V 
20210519  Department Scientific seminar Isakzhan Khamdamov Limit theorems for functionals of random convex hulls This is an online presentation, 15:00 Kyiv time
Link 
20210415 / 20210416  International ScientificPractical Conference «Shevchenkivska Vesna – 2021» 
20210211  Інтерв`ю професора Мішури Ю.С. до Міжнародного дня жінок і дівчаток у науці 
20201201 / 20201201  International Workshop
"Modern Trends in Probability Theory and Mathematical Statistics III" 
20201104  Department Scientific seminar Olena Kharytonova Duality theory for nonconcave utility functions under model indetermincay This is an online presentation, 15:00 Kyiv time
Link 
20201028  Department Scientific seminar Ivan Senko Regression models with measurement errors and their applications This is an online presentation, 15:00 Kyiv time
Link 
20201021  Department Scientific seminar Ivan Senko Asymptotic properties of corrected least squares estimator in vector linear model with measurement error This is an online presentation, 15:00 Kyiv time
Link 
20201007  Department Scientific seminar Anton YurchenkoTytarenko Sandwiched processes driven by Hölder noises
This is an online presentation, 15:00 Kyiv time. Link

20200827  Department Scientific seminar Oksana Chernova Generalization of φsubgaussian random variables and their applications
This is an online presentation, 14:00 Kyiv time. Link

20200605  ШІ for She: інтерв'ю з випускницею мехмату Веронікою Юрчук 
20200521  Department Scientific seminar Olga Vasylyk Generalization of Узагальнення φsubgaussian random variables and their applications
This is an online presentation, 12:00 Kyiv time. Link
Zoom meeting ID: 873 6163 6432. 
20200519  ЖИТТЯ В НАУЦІ ЯК ВОНО Є. Юлія Мішура: «Працювати з ентузіазмом над тим, що цікаво і собі, і людям» 
20200509  Викладачі кафедри теорії ймовірностей, статистики та актуарної математики механікоматематичного факультету Київського національного університету імені Тараса Шевченка – про спеціальність «Статистика» 
20200415 / 20200416  Міжнародна науковопрактична конференція "Шевченківська весна – 2020: Математика, Статистика та Механіка. Прикладна математика та комп’ютернi науки". 
20200224  Department Scientific seminar Iryna Rozora Statistical properties of impulsive transition functions 14:15 in room 505. 
20200224  Department Scientific seminar Rostyslav Yamnenko Properties of stochastic accumulation processes 15:20 in room 505. 
20191128  Enrica Pirozzi (University of Naples) Discrete stochastic processes and fractional processes in queueing theory 10:3513:55 in room 505. 
20191127  Department Scientific seminar Enrica Pirozzi (University of Naples) On Fractional ImmigrationDeath Processes 14:15 in room 505. 
20191106  Department Scientific seminar Oleksandr Borisenko Survival and extinction in stochastic nonautonomous population dynamics models 14:15 in room 505. 
20190918  Department Scientific seminar Jonas Šiaulys, Professor, Vilnius University Tails of higherorder moments of sums with dominatedly varying summands 14:15 in room 505. 
20190424  Department Scientific seminar Anna Tsukanova Properties of solutions to functionaldifferentional equations of neutral type in Hilbert spaces 14:15 in room 505. 
20190417 / 20190419  Міжнародна науковопрактична конференція "Шевченківська весна – 2019". Фотозвіт 
20190320  Department Scientific seminar Nelia Stefanska Fourier transform of general stochastic measures and its applications 14:15 in room 505. 
20190226  Department Scientific seminar Ivan Feshchenko On the sum of marginal subspaces 14:15 in room 505. 
20181226  Науковий семінар кафедри Tomaz Kosir(Ljubljana University)
Asymmetry for bivariate copulas and shock models 14:15 в ауд. 505. 
20181217  Department Scientific seminar Toma? Ko?ir Asymmetry for bivariate copulas and shock models 14:15 in room 505. 
20181105  Department Scientific seminar Oleksiy Kharin Robustness of Bayesian and sequential statistical decisions 14:15 in room 505. 
20180926  Department Scientific seminar K. Moskvichova Properties of estimator for correlogram function of random noise in a nonlinear regression model 14:15 in room 505. 
20180924  Department Scientific seminar Mykhailo Osypchuk Transformations of stable processes and their application to initialboundary problems for pseudodifferential equations 14:15 in room 505. 
20180919  Department Scientific seminar Oksana Yarova Asymptotical analysis and transition phenomena in Markov random evolutions 14:15 in room 505. 
20180801 / 20180809  Professor of the Department participated in the International Congress of Mathematicians 
20180702 / 20180706  
20180523  Department Scientific seminar Oksana Yarova Asymptotical analysis and transition phenomena in Markov random evolutions 14:15 in room 505. 
20180516  Department Scientific seminar Sergiy Shklyar Linear and polynomial models with errors in variables 14:15 in room 505. 
20180507  Department Scientific seminar Vitaliy Golomozyy Estimates for the mean coupling time and their application for obtaining bounds of nonhomogeneous Markov chains stability 14:30 in room 505. 
20180425  Department Scientific seminar Olga Vasylyk Modelling φsubGaussian processes, in particular, fractional Brownian motion, with given accuracy and reliability in various functional spaces 14:15 in room 505. 
20180418 / 20180420  Міжнародна науковопрактична конференція "Шевченківська весна – 2018: Математика, Статистика та Механіка. Прикладна математика та комп’ютернi науки" 
20180411  Department Scientific seminar Kostiantyn Ralchenko Functional limit theorems for multistable subordinator, multifractional Poisson process, and fractional Minkowski field 14:15 in room 505. 
20180402  Department Scientific seminar Larysa Rusanyuk Partial differential equations with heavytailed random factors 14:15 in room 505. 
20180402  Department Scientific seminar K.V. Buchak Analytical properties of Poisson and Skellamtype processes subject to random time change 15:00 in room 505. 
20171128  Department Scientific seminar Hrystyna Yakymyshyn (Lviv University) Branching processes with migration in continuous time 14:15 in room 505. 
20171114  Department Scientific seminar Yaroslav Tsaregorodtsev Aymptotic properties of estimators in linear and polinomial models with errors in variables 14:15 in room 505. 
20171024  Department Scientific seminar Thierry Post (Astana University) Portfolio Construction based on Stochastic
Dominance and Empirical Likelihood 14:15 in room 505. 
20170517  Department Scientific seminar Jonas Siaulys, Professor, Vilnius University
Inhomogeneity problems in risk theory 14:15 in room 505. 
20170513  "BusinessLeader School KNU" To register follow the link: http://goo.gl/5TGqZa 
20170425  Department Scientific seminar R. Yamnenko Some properties of extremal functionals of Orlicz processes 14:15 in room 505. 
20170425  Department Scientific seminar M. Sidei Estimators for functionals of stationary processes from censored observations 15:15 in room 505. 
20170404  XV International Scientific  Practical Conference of Students, Postgraduates and Young Scientists "Shevchenkivska Vesna – 2017: Mathematics, Statistics and Mechanics" 2017 April 0408 
20170403  Department Scientific seminar Iryna Savych Asymptotic properties of KoenkerBassett estimators of a nonlinear regression parameter under strongly dependent random noise 14:15 in room 505. 
20170306  Department Scientific seminar A. Marynych Limit theorems for stochastic processes with regeneration 14:15 in room 505. 
20170306  Department Scientific seminar V. Makogin Central limit theorem for excursion sets of subordinated Gaussian random fields with long memory 15:15 in room 505. 
20161116  Department Scientific seminar V. Ostapenko Estimators for functionals of harmonizable stochastic processes 14:15 in room 505. 
20161109  Department Scientific seminar Sergiy KuchukYatsenko Absence of arbitrage and options valuation in financial market models with stochastic volatility 14:15 in room 505. 
20161109  Department Scientific seminar Eugenia Munchak Functional limit theorems and their application to financial markets with discrete and continuous time 15:00 in room 505. 
20161102  Department Scientific seminar Olena Sugakova Adaptive methods for statistical analysis of mixtures 14:15 in room 505. 
20161019  Department Scientific seminar Rostyslav Yamnenko Random processes in Orlicz spaces 14:15 in room 505. 
20161005  Department Scientific seminar Maksym Tantsiura Infinite systems of stochastic differential equations with interaction 14:15 in room 505. 
20160928  Department Scientific seminar Alexey Kulik Generalized couplings and weak ergodicity 14:15 in room 505. 
20160921  Department Scientific seminar Iryna Bodnarchuk Regularity of solutions to partial differential equations with stochastic measures 14:15 in room 505. 
20160822 / 20160826  Baltic  Nordic  Ukrainian Summer School on Survey Statistics, Kyiv, Ukraine 
20160621  Department Scientific seminar Dmytro Zatula Estimates for distributions of Holder seminorms and their applications 12:00 in room 505. 
20160310  Department Scientific seminar Victoria Knopova Lévy type processes: construction and local properties 14:15 in room 505. 
20160309  Department Scientific seminar Evgeny Spodarev (Ulm University) Long range dependence for random functions with infinite variance (Joint work with R. Kulik) 14:15 in room 505. 
20160113  Department Scientific seminar Sergiy Shklyar Three methodofmoments estimators in the two lines fitting model 14:15 in room 505. 
20151228  Department Scientific seminar Alexander Marynych Limit theorems for random processes with immigration and their applications for analysis of regenerative combinatorial structures 14:10 in room 505. 
20151224  Scientific seminar “Fractality and fractionality” D. Marushkevich Large deviations for OrnsteinUhlenbeck process based on mixed fractional Brownian motion 14:15 in room 505. 
20151223  Department Scientific seminar M. Leonenko (Cardiff University) Asymptotic properties of the partition function and applications (joint work with D.Grahovac and M.S.Taqqu) 14:15 in room 505. 
20151216  Department Scientific seminar Taras Tymoshkevyh Geometric properties of probability measures in linear spaces and functional equations 15:00 in room 505. 
20151216  Department Scientific seminar Yuliya Samoilenko Asymptotic solitonlike solutions of singularly perturbed Korteweg de Vries equation with variable coefficients 14:15 in room 505. 
20151125  Department Scientific seminar Bogdan Zhurakovskyi Detecting hidden periodicities in the regression models with locally transformed Gaussian stationary noise 14:15 in room 505. 
20151118  Department Scientific seminar Dmytro Ivanenko Asymptotic properties of parameter estimates for Markov processes with Poisson noises 14:15 in room 505. 
20151111  Department Scientific seminar Abdurrahman Coskun (Acibadem University) Common statistical problems in clinical trials Abstract 14:15 in room 505. 
20151104  Department Scientific seminar Viktor Troshki Square φsubgaussian random variables and processes (based on PhD thesis) 14:15 in room 505. 
20151021  Department Scientific seminar Taras Shalaiko Stochastic analysis of mixed models 14:15 in room 505. 
20151015  Department Scientific seminar Alexander Marynych Limit theorems for regenerative compositions and related structures 14:15 in room 505. 
20151007  Department Scientific seminar Alexey Doronin Semiparametric esimation and hythosis testing by mixture observations 14:15 in room 505. 
20150923  Department Scientific seminar Iurii Ganychenko Estimates for rate of convergence in limit theorems for assitive and multiplicative functionals 14:15 in room 505. 
20150527  Department Scientific seminar Valeria Boldyreva Some risk assesment methods in insurance 14:15 in room 505. 
20150513  Department Scientific seminar Andriy Savchenko Adapted T(q)likelihood estimate in nonlinear regression models with measurement errors 14:15 in room 505. 
20150513  Department Scientific seminar Natalia Troshki Modelling of random fields 15:00 in room 505. 
20150304  Department Scientific seminar Yu. Khvorostina Representations of real numbers by alternating Luroth series and their applications 14:15 in room 505. 
20141218  Department Scientific seminar Evgeny Spodarev, Ulm University Nonparametric estimation of the characteristics of stationary
Lévy random fields 14:15 in room 505. 
20141216  Department Scientific seminar Irina Blazhievska, NTUU “KPI” Asymptotic properties of correlogram estimators for transition functions of linear homogeneous systems 14:15 in room 505. 
20141120  Department Scientific seminar Mykola Sergienko Majorizing measures appoach in statistics of stochastic processes 14:15 in room 505. 
20141113  Department Scientific seminar H. SlyvkaTylyschak Mathematical physics problems with random factors 14:15 in room 505. 
20141002  Department Scientific seminar K. Ralchenko A generalization of the fractional Brownian field based on nonEuclidean norms 14:15 in room 505. 
20140918  Department Scientific seminar T. Kosenkova Markov approximation and limit theorems for Levy type processes 14:15 in room 505. 
20140522  Workshop – masterclass «Practical aspects of financial and actuarial mathematics» 
20140430  Department Scientific seminar Muslim Ibragim Fractal properties of random variables with independent Q*symbols and their applications 14:30 in room 505. 
20140423  Department Scientific seminar Anna Moroz Optimal stopping problem in Levy model 14:15 in room 505. 
20140415 / 20140416  Oleksiy Kondratyev (Standard Chartered Bank, London, UK)
Lecture 1. How the trading floor really works. 15.04.2014, 1035 in room 22
Lecture 2. Financial risk management in a large financial institution. 16.04.2014, 1220 in room 22
Abstracts 
20140409  Department Scientific seminar Igor Dzeverin Mathematical methods in biological evolution research : Which kind of mathematics do biologists need? 14:15 in room 505. 
20140326  Department Scientific seminar Hanna SlyvkaTylyshchak The heat equation on a line with a random source 14:15 in room 505. 
20140312  Department Scientific seminar Yu. I. Zhyharieva Singular probability distributions associated with the positivesign Luroth expansions 14:15 in room 505. 
20140311  Department Scientific seminar Taras Shalaiko Malliavin calculus and rough path approach for mixed stochastic differential equations 14:15 in room 505. 
20140305  Department Scientific seminar Valdyslav Tomashyk Properties of optimal stopping times for diffusion processes and random walks 14:15 in room 505. 
20140226  Department Scientific seminar Georgiy Shevchenko Local properties of multifractional processes and fields 14:15 in room 505. 
20140219  Department Scientific seminar Hanna SlyvkaTylyshchak Heat equation on a line with a random source 14:15 in room 505. 
20131217  Department Scientific seminar L.V. Shirinyan and A.S. Shirinyan Microinsurance, a new socially oriented line in the development of the insurance market 11:20 in room 505. 
20131205  Department Scientific seminar Andriy Olenko (La Trobe University, Australia) Limit theorems for Minkowsky functionals and related results 14:15 in room 505. 
20131114  Kyiv Statistical Day 2013 
20131112  Department Scientific seminar Igor Samoilenko (Institute of Mathematics, NASU) Large deviation problem in the Poisson approximation scheme 14:15 in room 505. 
20131022  Department Scientific seminar Kairat Mynbaev (International School of Economics, KazakhBritish Technical University, Almaty, Kazakhstan) Asymptotic distribution of the CarrollDelaigleHall estimator in measurement error models 14:15 in room 505. 
20131022  Department Scientific seminar Olga Syniavska (KNU) Using Baxter sums to estimate parameters of covariance functions of random processes and fields 15:15 in room 505. 
20131015  Department Scientific seminar Igor Samoilenko (Institute of Mathematics, NASU) Asymptotical analysis in the Poisson approximation scheme 14:15 in room 505. 
20131010  Department Scientific seminar Boris Dorofeev (Saint Petersburg State University, Russia) Model of financial flows in pension fund scheme 14:15 in room 505. 
20131008  Department Scientific seminar Oleg Sosnytskiy (Donetsk) Stochastic modeling of investitions in financial and insurance markets 14:15 in room 505. 
20131001  Department Scientific seminar Irina Dubovetska (KNU) Estimates for functionals of periodically correlated processes 15:00 in room 505. 
20131001  Department Scientific seminar Svitlana Posashkova (KNU) Stochastic differential equations with nonLipschitz diffusion and mixed equations with fractional Brownian motion 14:15 in room 505. 
20130925  Jordan Stoyanov (Newcastle University, U.K.) Intriguing Problems from Combinatorics, Algebra, Analysis and Probability 12:20 in room 505. 
20130924  Department Scientific seminar Jordan Stoyanov (Newcastle University, U.K.) Moment Determinacy of Probability Distributions: Recent Results 14:15 in room 505. 
20130917  Department scientific seminar and Seminar "Asymptotic Methods in Statistics" D.V. Korolyuk Binary statistical experiments with persistent linear regression 14:00 in room 505. 
20130426  E. Orsingher Functionals of Brownian motion and their distribution. Lecture 3. The Feynman–Kac functional (also conditional) and the distribution of sojourn of Brownian motion and Brownian bridge. Other functionals with distribution determined by the Feynman–Kac functional 10:35 in room 505. 
20130424  E. Orsingher Functionals of Brownian motion and their distribution. Lecture 1. The reflection principle and the maximum of Brownian motion with
related distributions 10:35 in room 505. 
20130424  E. Orsingher Functionals of Brownian motion and their distribution. Lecture 2. Other functionals of Brownian motion the distribution of which are derived from the reflection principle 12:20 in room 505. 
20130422  M. Dozzi Qualitative behaviour of solutions of SPDE's and level crossing of Lévy processes. Lecture 3. On the large time behaviour of semilinear stochastic partial differential equations 12:20 in room 505 
20130419  M. Dozzi Qualitative behaviour of solutions of SPDE's and level crossing of Lévy processes. Lecture 1. On the level crossing of Lévy processes without positive jumps 10:35 in room 505 
20130419  M. Dozzi Qualitative behaviour of solutions of SPDE's and level crossing of Lévy processes. Lecture 2. On the local time of the stochastic heat equation 12:20 in room 505 
20130417  Department Scientific seminar K. Zhernovyi Investigation of queuing systems with threshold operation strategies 14:15 in room 505.14:15 in 505 aud. 
20130410  Department Scientific seminar Yu. Mlavets Spaces of random variables with moment norms and their application 14:15 in room 505.14:15 in 505 aud. 
20130403  Department Scientific seminar S. Melnyk Dynamics of solutions to some stochastic differential equations of parabolic type 14:15 in room 505.14:15 in 505 aud. 
20130328  E. Spodarev Limit theorems for excursion sets of stable random fields. Lecture 4 10:35 in room 210.10:35 in 505 aud. 
20130327  Department Scientific seminar Rostyslav Mayboroda Nonparametric statistics of mixtures 14:15 in room 505.14:15 in 505 aud. 
20130326  E. Spodarev Limit theorems for excursion sets of stable random fields. Lecture 3 10:35 in room 505.10:35 in 505 aud. 
20130322  Department Scientific seminar Evgeny Spodarev (Ulm University, Germany) Estimation of fractal dimension and fractal curvatures from digital images 14:15 in room 505.14:15 in 505 aud. 
20130321  E. Spodarev Limit theorems for excursion sets of stable random fields. Lecture 2 10:35 in room 210.10:35 in 505 aud. 
20130320  Department Scientific seminar I.M. Kovalenko Research on queuing systems with repeated orders 14:15 in room 505.14:15 in 505 aud. 
20130319  E. Spodarev Limit theorems for excursion sets of stable random fields. Lecture 1 10:35 in room 505.10:35 in 505 aud. 
20121218  Department Scientific seminar Artem Logachev (IAMM NASU, Donetsk) Large deviations for onedimensional Ito equations 14:15 in room 505.14:15 in 505 aud. 
20121030  Department Scientific seminar P. Singer (Ingolstadt University, Germany) Some remarks on the L^{1}embeddability of metric spaces 14:15 in room 505.14:15 in 505 aud. 
20121002  Department Scientific seminar D.M. Gorodnya Existence and uniqueness of solutions to Cauchy problems for wave equations with stochastic measures 14:15 in room 505.14:15 in 505 aud. 
20120925  Department Scientific seminar K.S. Akbash Asymptotic behavior of extremal values of random vectors 14:15 in room 505.14:15 in 505 aud. 
20120918  Department Scientific seminar A. Savchenko Adapted T(q)likelihood estimator in nonlinear regression model with measurement erros 14:15 in room 505.14:15 in 505 aud. 
20120704  Department Scientific seminar A. Olenko Asymptotic properties of functionals of fields with strong dependence 10:00 in room 505.10:00 in 505 aud. 
20120426  Department Scientific seminar A. Shcherbyna Mixtures with variable concentrations in sampling data analysis 14:15 in room 505.14:15 in 505 aud. 
20120423  Department Scientific seminar A.M. Kulik Diffusion approximation of systems with weakly ergodic Markov perturbations 14:15 in room 505.14:15 in 505 aud. 
20120412  Department Scientific seminar T.D. Tymoshkevych Barycentric representation and barycentric code for linear spaces 14:15 in room 505.14:15 in 505 aud. 
20120223  Department Scientific seminar L.M. Sakhno Characterisation and estimation of random fields in spectral domain 14:15 in room 505.14:15 in 505 aud. 
20090603  Meeting of the Scientific Seminar "Probability theory and mathematical statistics" O.M. Kulik (Institite of Mathematics of NAS Ukraine). Title of the talk: "Spectral properties of Markov process semigrioups which allow exponential $phi$capling" Seminar will take place at 14:15 in 505 aud. 