Department of Mathematical Analysis and Probability Theory
Українською | In English

A. Yu. Pilipenko

Professor of the department

A. Yu. Pilipenko

Works in KPI since 2007

Teaches on faculties: FMF

Courses taught:
Markov processes and applications;
Additional chapters of calculus;
Stochastic analysis and applications

Сторінка викладача в системі Інтелект

Список публікацій в Google Scholar

Lectures schedule (in Ukrainian) на rozklad.kpi.ua

Education:

National Taras Shevchenko University of Kyiv, Faculty of Mechanics and Mathematics, 1995 (with distinction)

Academic degree:

Doctor Thesis (2006) “Evolutionary Stochastic Flows and Measure-valued Processes”

Academic rank:

Senior Scientific Researcher, 2009

Scientific interests:

Probability Theory, Stochastic Processes, Infinite-dimensional Analysis - Stochastic flows - Stochastic differential equations with interaction - Absolute continuity of image-measures - Malliavin calculus

Latest papers:

See all

34. On Skorokhod-type reflection map for equations with a possibility of jump exit from a boundary, Ukrainian mathematical journal, – 2011. – vol.63, №9. – P. 1241-1256.

35. On properties of Brownian reflecting flow in a wedge, Theory of Stochastic Processes – 2011. – 17(33), no.1, 2011. – P. 79-89.

36. On limit behavior of symmetric random walks with membranes, (with Yu.Prykhodko) Teoriya Imovirnostei ta Matematichna Statistika, 85 (2011), 84–94 (Ukrainian); English translation in Theor. Probability and Math. Statist. 85 (2012) 93-105

Rewards:

2008 – Laureate of Cabinet Council for special achievements of the young people, nomination for “Scientific Achievements”

2005 – Prize of the National Academy of Science of Ukraine for the best cycle of scientific publications of the young scientists (joint with A.M.Kulik).

Grant of the President of Ukraine for young scientists (2004-2005). Head of the project "The study of local and asymptotic behavior of complex stochastic systems".

2004-2005 – Grant of the President of Ukraine for young scientists.

2002-2003 – Grant of the President of National Academy of Science of Ukraine for young scientists.

Ministry of Education and Science of Ukraine, project N01.07/103(2002).

2001-2002, 2002-2003 – USA National Research Council's Twinning Program with Ukraine.

2000 – Leonard Euler Grant for Young Scientists.

1996 – Grant of Soros Post Graduate Student.

1994 – Grant of Soros Student.