- 10.30 Opening (Kyiv University, Mechanics and Mathematics Faculty, Room 505). Dean of
Mechanics and Mathematics Faculty Parasyuk I.O.
- 10.35-12.10 Silvestrov D.S. Exploring Stochastics.
- 12.20-13.05 Koroliuk V.S. Occupation measures for Markov and Semi-markov processes.
- 13.10-13.25 Kozachenko Yu.V. Properties of stochastic processes series expansions with non-correlated terms.
- 13.25-13.40 Mishura Yu.S. Stochastic calculus of fractional Brownian motion and close processes.
- 13.40-13.55 Kartashov M.V. Non-homogeneous perturbation of renewal equation and Cramer-Lundberg theorem for risk process with state-dependent premium rate.
- 14.05-14.20 Zinchenko N.M. Strong invariance principle and its applications.
- 14.20-14.35 Masol V.I. Some probability problems of analysis and transmission of information.
- 14.35-14.50 Kukush O.G. Optimal strategies in American options.
- 14.50-15.05 Ìîtsa A. I. Probability theory and mathematical statistics at Uzhgorod National University.
D.S.Silvestrov graduated from Kiev University (1968), Doctor of Science (1972, Mathematical Statistics). Awarded the Prize of the Moscow Mathematical Society (1973) and the Ukrainian Ostrovsky Prize (1977) for work on stochastic processes.
Professor (1974-1992, Department of Probability and Mathematical Statistics) and Head of the Statistical Research Centre (1980-1990) at Kiev University.
Now professor, chair, and the leader of the Analytical Finance Group at the Department of Mathematics and Physics in Malardalen University (Sweden).
Member of editorial boards of the journals "Theory of Probability and Mathematical Statistics" and "Theory of Stochastic Processes", coordinator of numerous EU Tacis-Tempus Projects, Member of the International Statistical Institute, Institute of Mathematical Statistics, Swedish Statistical Association and Swedish Mathematical Society.
The main areas of research are Stochastic processes, Actuarial and financial mathematics, Mathematical modelling of stochastic systems and Statistical software. Author of 7 books and more than 100 research papers. Supervised more than 15 doctoral students who subsequently obtained PhD degrees.