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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)



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)
Golomoziy Vitalii, Associate Professor, doctor of sciences in physics and mathematics (Markov chains, Diffusion processes)
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
Ralchenko Kostiantyn, Professor, Doctor of Sciences in Physics and Mathematics (fractional and multifractional processes, stochastic differential equations, statistical inference for stochastic processes)
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)
Manikin Boris
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


Azarov Yevhenii, Research topic: Supervised Generative Artificial Intelligence Algorithms Research Advisor: V. Golomoziy, D.Sc. in Physics and Mathematics, Associate Professor
Horbunov Daniel, Thesis: Nonparametric regression analysis for observations from mixture. Advisor: professor, doctor of sci. in physics and mathematics Maiboroda R. E.
Ivanchenko Dmytro
Platonov Denys
Poberezhets Andriy, Research topic: Stochastic Models with Mean Reversion and Stochastic VolatilityResearch Advisor: K. Ralchenko, D.Sc. in Physics and Mathematics, Professor
Poberezhets Oleksandr, Research topic: Stochastic Models with Tempered Fractional Brownian MotionResearch Advisor: K. Ralchenko, D.Sc. in Physics and Mathematics, Professor
Pushkar Maksym, Research topic: Diffusion Models in Generative Artificial Intelligence ProblemsResearch Advisor: V. Golomoziy, D.Sc. in Physics and Mathematics, Associate
Storozhuk Artem
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

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