Curriculum Vitae

Yamnenko R.

Personal details

Rostyslav Yamnenko

User Photo
✈ Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Volodymyrska 64, Kyiv 01601, Ukraine
☎ (+380-44) 431 04 67 | ✉ rostyslav.yamnenko@knu.ua
Date of Birth: 12.02.1981 | Citizenship: Ukraine
Account (profile) in scientometric databases:
| ORCID | ResearchGate | Scopus | Web of Science | Google Scholar | MathSciNet | Zentralblatt MATH |
Languages: Ukrainian, English

Education
  • Doctor of Sciences in Mathematics (Taras Shevchenko National University of Kyiv, 2020). Thesis title: "Investigation of storage processes from Orlich spaces".
  • Ph.D. in Mathematics (Taras Shevchenko National University of Kyiv, 2006). Thesis title: "Exponential estimates of distribution of some functionals on $\varphi$-sub-Gaussian random processes".
  • Master of Mathematics, specialty "Probability theory and Mathematical Statistics" - Taras Shevchenko National University of Kyiv, 2002.
Academic title Associate Professor of Probability Theory, Statistics and Actuarial Mathematics Department, 2010
Current position Head of the Department, doctor of sciences in physics and mathematics
Department Probability Theory, Statistics and Actuarial Mathematics
Faculty Mechanics and Mathematics

Employment:

  • Senior R&D Engineer, Software MacKiev, 2015 - now
  • Lead R&D Engineer, Samsung Research and Development Institute Ukraine, 2011 - 2014

Fields of Research and Academic Interests:

  • φ-sub-Gaussian random processes with applications in financial mathematics and queueing theory
  • Generalized processes of fractional Brownian motion
  • Actuarial mathematics and risk theory
  • Computer statistics

Societies:

  • Executive secretary of Technical Committee 70 “Applications of statistical methods”
  • Member of Kyiv Mathematical society https://www.mathsociety.kiev.ua/members/pages/31_Ya/yamnenko_r_e/index.html

Grants:

  • 2005-2008: Joint European Tempus Project IB-JEP-25054-2004 "Training Center for Actuaries and Financial Analysts" <li> 2002-2004: Tempus-Tacis Network Project NP-22012-2001 "Improvement of Education in Statistical Applications in Economics"

Awards, Prizes:

  • The award named after Taras Shevchenko of Kyiv National Taras Shevchenko University in the category \"Young scientists for a series of papers\", 2009.
  • Diploma of the Presidium of the National Academy of Sciences of Ukraine for a series of works «φ-sub-Gaussian random processes\", 2014.
  • Diploma of Taras Shevchenko Kyiv National University for achievements in educational, scientific, and educational work, 2023, 2026.
  • Certificate of Appreciation from the National Center \"Junior Academy of Sciences of Ukraine,\" 2026

Certificates, diplomas, professional development courses

Conferences, seminars, workshops

  • ICM Joint Academic Workshop on Stochastic and Mumerical Methods, Malardalen University, Sweden (2026)
    Title of the talk: Sub-Gaussian γ-reflected process of fractional Brownian motion
  • XXIV International Scientific – Practical Conference «Shevchenkivska Vesna – 2026», Kyiv, Ukraine (2026)
    Title of the talk: Sub-Gaussian Risk Processes with Random Contract Initiation and Termination Times (with V. Levchenko)
  • XXIV Міжнародна науково-практична конференція «Шевченківська весна – 2026», Київ, Україна (2026)
    Title of the talk: Моделювання ентропiйної мiри ризику для волатильних страхових виплат (з М. Матвєєвим)
  • XXIV Міжнародна науково-практична конференція «Шевченківська весна – 2026», Київ, Україна (2026)
    Title of the talk: Побудова тесту Даннетта у лiнiйних змiшаних моделях (з Д.О. Iванченком)
  • XXIV International Scientific – Practical Conference «Shevchenkivska Vesna – 2026», Kyiv, Ukraine (2026)
    Title of the talk: Sums of weighted sub-Gaussian random processes and their properties (with D. Tykhonenko)
  • XIV міжнародна науково-практична конференція “Математика. Інформаційні технології. Освіта”, Луцьк – Світязь (2025)
    Title of the talk: Using artificial intelligence for writing term papers and theses (with Zubchenko Volodymyr and Miroshnychenko Vitaliy)
  • International Conference "Modern Stochastics: Theory and Applications VI", Kyiv, Ukraine (2025)
    Title of the talk: Properties of Extremal Functionals of Sub-Gaussian Stochastic Processes
  • International Conference "Modern Stochastics: Theory and Applications VI", Kyiv, Ukraine (2025)
    Title of the talk: Some properties of φ-sub-Gaussian quasi shot noise processes (with O. Vasylyk)
  • X Міжнародна науково-практична конференція «Математика в сучасному технічному університеті», Київ, Україна (2025)
    Title of the talk: Властивостi екстремумiв сум зважених випадкових процесiв iз класiв 𝑉 (𝜙, 𝜓) (із Д. В. Тихоненком)
  • XXIII Міжнародна науково-практична конференція «Шевченківська весна – 2025», Київ, Україна (2025)
    Title of the talk: Про уточнення характеризацiйної нерiвностi для норм 𝜙-субгауссових випадкових величин (із Д. В. Тихоненком)
  • XXII Міжнародна науково-практична конференція з нагоди Дня працівників статистики «Сучасна статистика: проблеми та перспективи розвитку», Київ, Україна (2024)
    Title of the talk: Особливості роботи з відкритими даними та застосування алгоритмів машинного навчання до їх обробки (з Т. Яневич)
  • Ukraine Mathematics Conference At the End of the Year 2024, Kyiv, Ukraine (2024)
    Title of the talk: Risk model with sub-Gaussian claim sizes and negative binomial claim number distribution (with V. Levchenko)
  • XXII International Scientific – Practical Conference «Shevchenkivska Vesna – 2024», Kyiv, Ukraine (2024)
    Title of the talk: On one inequality characterizing the space $Sub_φ(Ω)$ of random variables (with M. Matvieiev)
  • XXII International Scientific – Practical Conference «Shevchenkivska Vesna – 2024», Kyiv, Ukraine (2024)
    Title of the talk: Derivatives of likelihood functions for a linear mixed model (with S. Lukashevych)
  • XXII International Scientific – Practical Conference «Shevchenkivska Vesna – 2024», Kyiv, Ukraine (2024)
    Title of the talk: Estimating the bankruptcy probability of a negatively binomially distributed number of ϕ-sub-Gaussian claims (with V. Levchenko)
  • XXI International Scientific – Practical Conference «Shevchenkivska Vesna – 2023», Kyiv, Ukraine (2023)
    Title of the talk: Властивостi зважених сум випадкових процесiв iз класiв 𝑉(𝜙, 𝜓) (разом з Д. Тихоненком)
  • Перша всенаукова $pi$-конференція, Київ, Україна (2023)
  • XXI International Scientific – Practical Conference «Shevchenkivska Vesna – 2023», Kyiv, Ukraine (2023)
    Title of the talk: Прикладне застосування швидкого перетворення Фур’є та вейвлет перетворення (разом з Д. Курдоманенком)
  • 6th Baltic-Nordic Conference on Survey Statistics, Helsinki, Finland (2023)
    Title of the talk: Multiple hypothesis testing for coronavirus disease in Ukraine (with I. Kosareva)
  • XIX International Scientific Mykhailo Kravchuk Conference, Kyіv, Ukraіne (2023)
    Title of the talk: Supremum Distribution of Weighted Sum of Sub-Gaussian Random Processes with Continuous Deviation
  • Ukraine Algebra Conference "At the End of the Year 2023", Kyiv, Ukraine (2023)
    Title of the talk: On Distribution of Extremum Functionals of Weighted Sum of Random Processes from class $V(\varphi,\psi)$ (with T. Yanevych)
  • Workshop "Mechmat readings (Мехматівські читання)", Kyiv, Ukraine (2023)
    Title of the talk: Sub-Gaussian storage processes
  • International conference «Modern Stochastics: Theory and Applications. V», Kyiv, Ukraine (2021)
    Title of the talk: On estimate of supremum distribution of drifted Orlicz process of exponential type
  • International conference «Modern Stochastics: Theory and Applications. IV», Kyiv, Ukraine (2018)
    Title of the talk: On some properties of $\gamma$-reflected processes with sub-Gaussian input
  • International Conference on Differential Equations, Mathematical Physics and Applications, Cherkasy, Ukraine (2017)
    Title of the talk: Some properties of random processes from Orlicz spaces of exponential type
  • International Conference Stochastic Processes in Abstract Spaces dedicated to the 80th anniversary of Professor A.Ya. Dorogovtsev, Kyiv, Ukraine (2015)
    Title of the talk: Method of majorizing measures and extremal functionals of stochastic processes from Orlicz spaces
  • Probability, reliability and stochastic optimization, Kyiv, Ukraine (2015)
    Title of the talk: Some properties of a queue with $\varphi$-sub-Gaussian input
  • International Conference of Young Mathematicians, Kyiv, Ukraine (2015)
    Title of the talk: Some properties of a generalized $\varphi$-sub-Gaussian process of FBM
  • XV International Scientific Mykhailo Kravchuk Conference, Kyiv, Ukraine (2014)
    Title of the talk: Моделі накопичення з входом із просторів $V(\varphi, \psi)$
  • 11th International Vilnius Conference on Probability and Mathematical Statistics, Vilnius, Lithuania (2014)
    Title of the talk: $\varphi$-sub-Gaussian FBM queueing model
  • IV Annual conference of the Georgian Mathematical Union, Batumi, Georgia (2013)
    Title of the talk: Storage models with stochastic input from the class V(φ, ψ)
  • International Conference "Modern Stochastics: Theory And Applications IІI", Kyiv, Ukraine (2012)
    Title of the talk: Some functionals of φ-sub-Gaussian storage processes
  • International Conference "Modern Stochastics: Theory And Applications II", Kyiv, Ukraine (2010)
    Title of the talk: Storage processes from the class V(φ, ψ)
  • XI International Summer School “Insurance and Finance: Science, Practice and Education”, Foros, Ukraine (2008)
    Title of the talk: Some applications of φ-sub-Gaussian random processes
  • Workshop on Actuarial Mathematics, Cologne, Germany (2008)
    Title of the talk: Generalized φ -sub-Gaussian Brownian motion
  • X International Summer School “Insurance and Finance: Science, Practice and Education”, Foros, Ukraine (2007)
    Title of the talk: φ-sub-Gaussian risk processes
  • 4th Conference in Actuarial Science & Finance in Samos, Samos, Greece (2006)
    Title of the talk: Some properties of φ-sub-Gaussian random processes
  • International Conference "Modern Stochastics: Theory And Applications", Kyiv, Ukraine (2006)
    Title of the talk: Some properties of φ-sub-Gaussian queues
  • IX International Summer School “Insurance and Finance: Science, Practice and Education”, Foros, Ukraine (2006)
    Title of the talk: On some properties of generalized φ-sub-Gaussian fractional Brownian motion

Publications

  • Monographs

    • Ямненко Р.Є. "Дослідження процесів накопичення з просторів Орліча". Дисертація на здобуття наукового ступеня доктора фізико-математичних наук , 307 p. - 2020
    • Vasylyk, O.I., Kozachenko, Yu.V. & Yamnenko, R.E. "$\varphi$-sub-Gaussian random processes ($\varphi$–субгауссові випадкові процеси: монографія)". Kyiv: Vydavnycho-Poligrafichnyi Tsentr, Kyivskyi Universytet (ISBN 978-966-439-051-1), 231 p. - 2008

    • Textbooks and tutorials

      • М. Яковлєв, Р. Ямненко "Основи аналітики даних". КНУ імені Тараса Шевченка, - 2026
      • В. Зубченко, Р. Ямненко "Математичні основи актуарних розрахунків". , - 2025
      • Зубченко В.П., Ямненко Р.Є. "Статистичні методи у ризиковому страхуванні". К.: "Видавництво Людмила", 331 p. - 2023
      • Моклячук М.П., Ямненко Р.Є. "Теорія вибору та прийняття рішень". К. : ВПЦ "Київський університет", 528 p. - 2013
      • Ямненко Р.Є. "Дискретна математика. Навчальний посібник". К.: Четверта хвиля, 104 p. - 2010
      • Василик О.І., Карташов М.В., Шевченко Г.М., Ямненко Р.Є. "Теорія ймовірностей: Методичні вказівки до лабораторних та самостійних робіт". К.: ВПЦ "Київський університет", 60 p. - 2008
      • Моклячук М.П., Ямненко Р.Є. "Дослідження операцій. Методичні вказівки до лабораторних та самостійних робіт". К.: ВПЦ "Київський університет", 135 p. - 2008
      • Василик О.І., Розора І.В., Ямненко Р.Є. "Завдання до лабораторних занять з курсу “Математична статистика”". К.: ЕМЦ, 71 p. - 2008
      • Моклячук М.П., Ямненко Р.Є. "Лекції з теорії вибору та прийняття рішень". К.: ВПЦ "Київський університет", 256 p. - 2007

        • Articles

          • 2026
            • I. Pinchuk, S. Kaminska, S. Chumak, N. Stepanova, N. Pimenova, R. Yamnenko, C. Barbui, M. Purgato "Implementation of WHO Self-Help Plus among Ukrainian university students during wartime: a multicenter longitudinal study". European Psychiatry (submitted), - 2026
            • Mohamed El Omari, Rostyslav Yamnenko and Mounir Zili "Parameter Estimation for a Mixed Subfractional Brownian Motion with Drift". Theory of Probability and Mathematical Statistics (submitted ), - 2026
          • 2025
            • O. Bezushchak; I. Bodnarchuk; M. Horodnii; A. Kukush; Yu. Mishura; O. Nesterenko; O. Stanzhytskyi; A. Chaikovskyi; I. Shevchuk; R. Yamnenko "To the 60th anniversary of the birth of Vadym Mykolayovych Radchenko". Bulletin of Taras Shevchenko National University of Kyiv. Physical and Mathematical Sciences, Vol.80, Iss.1 pp. 5 - 7, - 2025
            • Kuchinka, K., Tykhonenko, D., Yamnenko, R. "Improvement of characterization inequality for norms of φ-sub-Gaussian random variables". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics & Mathematics, Vol.81, Iss.2 pp. 82 - 86, - 2025
            • Голомозий В., Майборода Р., Мішура Ю., Ямненко Р. "Про теорію ймовірностей, статистику і штучний інтелект". У світі математики, Vol.1, Iss.1 pp. 7 - 17, - 2025
            • Ямненко Р.Є., Зубченко В.П. "Актуарна математика". Енциклопедія Сучасної України. Київ: Інститут енциклопедичних досліджень НАН України, - 2025
            • Levchenko, V. & Yamnenko, R. "Estimation of ruin probability for random sum of negative binomially distributed number of sub-Gaussian claims". Bulletin of Taras Shevchenko National University of Kyiv. Physical and Mathematical Sciences, Vol.80, Iss.1 pp. 40 - 46, - 2025
          • 2024
            • Bezushchak, O., Horodnii, M., Zhuk, Y., Kapustyan, O., Limarchenko, O., Loveikin, A., … Yamnenko, R. "Academician M.O. Perestyuk (January 1, 1946 – January 25, 2024) – outstanding scientist and teacher. ". Bulletin of Taras Shevchenko National University of Kyiv. Physical and Mathematical Sciences, Vol.78, Iss.1 pp. 5 - 16, - 2024
            • V. Zubchenko, R. Yamnenko "Features of using VBA in teaching actuarial mathematics". Physical and Mathematical Education, Vol.39, Iss.3 pp. 61 - 67, - 2024
          • 2023
            • S. Lukashevych, R. Yamnenko "Likelihood function derivatives for a linear mixed model with compound symmetry assumption". Mohyla Mathematical Journal, Vol.6, pp. 24 - 27, - 2023
            • Borysenko O., Zubchenko V., Mishura Yu., Perestyuk M., Yamnenko R., Yanevych T. "Mykhailo Moklyachuk - to the 75thanniversary of his birth". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics&Mathematics, Vol.2, pp. 13 - 15, - 2023
            • Tykhonenko, D., & Yamnenko, R. "Supremum Distribution of Weighted Sum of Random Processes from Orlicz Spaces of Exponential Type with Continuous Deviation". Austrian Journal of Statistics, Vol.52(SI), pp. 94 - 106, - 2023
          • 2022
            • A. Lamin, R. Yamnenko "Estimation of ruin probability for binomially distributed number of φ-sub-Gaussian claims". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics & Mathematics, Vol.2, pp. 20 - 27, - 2022
          • 2020
            • O. I. Vasylyk, Yu. S. Mishura, M. P. Moklyachuk, M. O. Perestyuk, I. V. Rozora, L. M. Sakhno, R. Ye. Yamnenko "Professor Yu.V. Kozachenko (01.12.1940 - 05.05.2020) - prominent scientist and teacher". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics & Mathematics, Vol.3, pp. 9 - 29, - 2020
            • O. I. Vasylyk, R. E. Yamnenko, T. O. Ianevych "Estimation of probability of exceeding acurve by a strictly $varphi$-sub-Gaussian quasishot noise proces". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics & Mathematics, Iss.3 pp. 49 - 56, - 2020
            • Kollie, O., Yamnenko, R. "Alternative estimate of curve exceeding probability of sub-Gaussian random process". Bulletin of Taras Shevchenko National University of Kyiv. Series: Physics & Mathematics, Iss.1-2 pp. 37 - 39, - 2020
            • А. I. Моца, Г. I. Сливка-Тилищак, Ю. Ю. Млавець, Р. Є. Ямненко "Козаченко Юрiй Васильович — до 80-ти рiччя вiд дня народження". Науковий вісник Ужгородського університету. Серія «Математика і інформатика», Vol.37, Iss.2 pp. 7 - 14, - 2020
            • R. Yamnenko, N. Yurchenko "On an estimate of probability of exceeding a line by weighted aggregate of sub-Gaussian random processes". Scientific Bulletin of Uzhhorod University. Series of Mathematics and Informatics, Vol.37, Iss.2 pp. 122 - 129, - 2020
          • 2018
            • Yamnenko, R. "On Supremum Distribution of Averaged Deviations of Random Orlicz Processes from the Class 𝚫𝟐.". Contemporary Mathematics and Statistics, Vol.4, Iss.1 pp. 41 - 56, - 2018
          • 2017
            • Yamnenko, R. "On distribution of supremum of γ-reflected random process with input process from some Orlicz spaces of exponential type". Theor. Probability and Math. Statist., Vol.94, pp. 185 - 201, - 2017
          • 2016
            • Yamnenko, R. "On distribution of supremum of γ-reflected sub-Gaussian process of fractional Brownian motion". Nauk. visnyk Uzngorod. Un-ty, Vol.28, Iss.1 pp. 140 - 149, - 2016
            • Yamnenko, R. "Averaged deviations of Orlicz processes and majorizing measures". Modern Stochastics: Theory and Applications, Vol.3, Iss.3 pp. 249 - 268, - 2016
          • 2015
            • Rostyslav E. Yamnenko "A Bound for Norms in Lp(T) of Deviations of $\varphi$-sub-Gaussian Stochastic Processes". Lithuanian Mathematical Journal, Vol.55, Iss.2 pp. 291 - 300, - 2015
            • Yamnenko R. "On distribution of the norm of deviation of a sub-Gaussian random process in Orlicz spaces". Random Operators and Stochastic Equations, Vol.23, Iss.3 pp. 187 - 194, - 2015
          • 2014
            • R. Yamnenko, Yu. Kozachenko, D. Bushmitch "Generalized sub-Gaussian fractional Brownian motion queueing model". Queueing Systems, Vol.77, Iss.1 pp. 75 - 96, - 2014
            • Kozachenko, Yu., Yamnenko, R. "Application of $\varphi$-sub-Gaussian random processes in Queuing Theory". Modern trends in Stochastics (Springer Optimization and Its Applications), pp. 21 - 38, - 2014
          • 2013
            • Saienko M.I., Yamnenko R.E. "Sub-Gaussian risk processes with dependent moments of claims incoming and contracts signing". Nauk. visnyk Uzngorod. Un-ty, Vol.24, Iss.2 pp. 176 - 184, - 2013
          • 2012
            • Yamnenko, R. "On properties of strorage processes generated by sub-Gaussian Ornstein-Uhlenbeck processes". Nauk. visnyk Uzhgorod. Un-ty, Vol.23, Iss.2 pp. 171 - 176, - 2012
            • Yamnenko, R. "Modeling of a smoothed Brownian bridge from Orlicz spaces via wavelet expansions". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.3, pp. 50 - 54, - 2012
            • Yamnenko, R. "Bounds for the distribution of some functionals of processes with $ \varphi$-sub-Gaussian increments". Theor. Probability and Math. Statist., Vol.85, pp. 181 - 197, - 2012
          • 2011
            • Yamnenko, R. E.; Shramko O.S. "On the distribution of storage processes from the class $V(\phi,\psi)$". Theory Probab. Math. Statist., Vol.83, pp. 191 - 206, - 2011
            • Городній М.Ф., Перестюк М.О., Мішура Ю.С., Мелешко В.В., Моклячук М.П., Самойленко В.Г., Карташов М.В., Майборода Р.Є., Ямненко Р.Є "До 70-річчя від дня народження Козаченка Юрія Васильовича". Вісник Київського національного університету імені Тараса Шевченка. Математика. Механіка, Vol.25, - 2011
          • 2010
            • Krenevych, A.P. & Yamnenko, R.E. "Asymptotic equivalence of nonlinear differential systems not solved relative to the derivative". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.1, pp. 33 - 36, - 2010
          • 2009
            • Yamnenko, R.E.; Krenevych, A.P. "On the distribution of the supremum of generalized FBM with Hurst parameter H<0.5". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.3, pp. 51 - 54, - 2009
            • Yakovenko, T. & Yamnenko, R. "Convergence rate for wavelet expansions of generalized accumulated Ornstein-Uhlenbeck processes". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.4, pp. 26 - 30, - 2009
          • 2008
            • Yakovenko, T. & Yamnenko, R. "Generalized fractional Brownian motion in Orlicz spaces". Theory Stoch. Process., Vol.14, Iss.3-4 pp. 174 - 188, - 2008
            • Shramko, O.S. & Yamnenko, R.E. "On an application of generalized $\varphi$-sub-Gaussian fractional Browinian motion". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.2, pp. 40 - 44, - 2008
          • 2007
            • M. Moklyachuk, R. Yamnenko, O. Borysenko "Systems of financial analysts training". Theory of Stochastic Processes, Vol.13, Iss.4 pp. 170 - 176, - 2007
            • Vasylyk, O. & Yamnenko, R. "Some properties of random Poisson sums with $varphi$-sub-Gaussian terms". Prykl. Stat., Aktuarna Finans. Mat., Vol.1, pp. 133 - 148, - 2007
            • Olga Vasylyk, Rostyslav Yamnenko "Random process from the class $V(\varphi,\psi)$: exceeding a curve". Theory of Stochastic Processes, Vol.13(29), Iss.4 pp. 219 - 232, - 2007
          • 2006
            • Yamnenko, R. "An estimate of the probability that the queue length exceeds the maximum for a queue that is a generalized Ornstein-Uhlenbeck stochastic process". Theor. Probability and Math. Statist., Vol.73, pp. 181 - 194, - 2006
            • Yamnenko, R. "Ruin probability for generalized $\varphi$-sub-Gaussian fractional Brownian motion". Theory Stoch. Process., Vol.12(28), Iss.3-4 pp. 261 - 275, - 2006
          • 2005
            • Yamnenko, R. "On probability of crossing for a sum of $varphi$-sub-Gaussian random processes.". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.2, pp. 74 - 82, - 2005
            • Kozachenko, Yu., Vasylyk, O. & Yamnenko, R. "Upper estimate of overrunning by $ {Sub}_{varphi}(Omega)$ random process the level specified by continuous function". Random Oper. Stoch. Equ., Vol.13, Iss.2 pp. 111 - 128, - 2005
          • 2004
            • Yamnenko, R. "On the probability of exceeding some curve by trajectories of a $varphi$-sub-Gaussian random process". Visn., Ser. Fiz.-Mat. Nauky, Kyiv. Univ. Im. Tarasa Shevchenka, Vol.3, pp. 82 - 86, - 2004
          • 2003
            • Kozachenko, Yu., Vasylyk, O. & Yamnenko, R. "On the probability of exceeding some curve by $varphi$-subGaussian random process". Theory Stoch. Process., Vol.9(25), Iss.3-4 pp. 70 - 80, - 2003