A. Yu. Pilipenko
Professor of the department
Works in KPI since 2007
Teaches on faculties: FMF, IPSA
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:
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.


