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Department of Probability Theory,
Statistics
and Actuarial Mathematics

Mechanics and Mathematics
faculty

prob.stat.act@gmail.com
Tel/Fax: +38 (044) 431 04 67

 

People



Head of the Department


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)



Professors


Maiboroda Rostislav, professor, doctor of sci. in physics and mathematics (statistical analysis of heterogeneous date, hidden Markov chain models, applications to biology and psychology)
Mishura Yuliya, Professor, Doctor of sci. in physics and mathematics (theory of multiparameter random processes, martingales and related processes, stochastic calculus, financial mathematics)
Ralchenko Kostiantyn, Professor, Doctor of Sciences in Physics and Mathematics (fractional and multifractional processes, stochastic differential equations, statistical inference for stochastic processes)



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)
Ianevych Tetiana, Vice-Dean on Research, Associate Professor, PhD in physics and mathematics (Theory of stochastic processes, survey sampling)
Knopova Victoria, doctor of sciences in physics and mathematics
Zubchenko Volodymyr, Associate Professor, 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



Assistant Professors


Bodnarchuk Iryna, Assistant, candidate of sciences in physics and mathematics (stochastic differential equations, general stochastic measures)
Miroshnychenko Vitaliy



Scientific Team


Sakhno Ludmila, Leading Scientific Researcher, Doctor of Sciences in Physics and Mathematics (spectral and statistical analisys of random fields )



Staff


Tymoshek Tetiana, senior laboratory assistant



Visiting professors


Dzeverin Igor, Doctor of Biological Sciences, Head of the Evolutionary Morphology Department of the Schmalhausen Institute of Zoology of the National Academy of Sciences of Ukraine



PhD Students


Atdaiev Ruslan
Dehtiar Olena
Horbunov Daniel, Thesis: Nonparametric regression analysis for observations from mixture. Advisor: professor, doctor of sci. in physics and mathematics Maiboroda R. E.
Levchenko Volodymyr
Manikin Boris
Platonov Denys
Prykhodko Olga, Research topic: Estimation of parameters in affine diffusion models with long-term dependence. Scientific supervisor: K.V. Ralchenko, D.Sc., Assoc. Prof.
Storozhuk Artem
Teslenko Demid
Tykhonenko Dmytro, Research topic: Study of the properties of extremum functionals from φ-sub-Gaussian random processes. Scientific supervisor: D.Sc. R. Yamnenko



They worked at the department at different times

and