Research Interests

My research interests includes statistical analysis of stochastic processes and random fields; limit theorems for functionals of random fields under weak and strong dependence; limit distributions of the rescaled solutions of linear and non-linear partial differential equations with random initial conditions; fractional differential equations and PDE with random data; statistical inference with higher-order information; finance and stochastics; ruin problem for jump-diffusions for insurance models; multifractality and miltifractal moment-scaling of geometric Ornstein-Uhlenbeck processes driven by Levy noise and stationary diffusions; statistical estimation of Shannon and Renyi information and statistical differences.

Research Group

Statistics

Teaching

MA3503 Stochastic Processes for Finance

MA0367 Time Series Analysis and Forecasting

Administrative Duties

School Library Representative

Member of School Statistics/OR Subject Panel

Member of Editorial Board of the following journals:

International Journal of Stochastic Analysis (Hindawi Publishing Corporation, USA),
ISSN 1048-9533

Random Operators and Stochastic Equations (publ. Walter de Gruyter , Berlin, New York), ISSN 0926-6364

Theory of Probability and Mathematical Statistics (publ. TBiMC (Ukraine) and AMS (USA)), ISSN 1547-7363

Mathematical Communications (publ. by CMS, Croatia)

International Journal of Differential Equations (Hindawi Publishing Corporation, USA), I am a one of Guest Editors of Special Issue of International Journal of Differential Equations on Fractional Differential Equations (2009-2010).

Major honours and distinctions

N. M. Krylov medal of Academy of Science of Ukraine (1993), the highest annual award for mathematicians in Ukraine

Soros Professor (1997)

I am a member of the American Mathematical Society, London Mathematical Society and Kiev Mathematical Society

Invited Seminars since 2000

Queensland University of Technology, Australia (August 2010)

University of Nancy, France (July 2010)

University of Granada, Spain (May 2010)

Michigan State University, USA (March 2010).

Wichita University, USA (April 2010).

Michigan State University, USA (2009),

University of Pau, France (2008),

Boston University, Boston, USA (2008)

Charles University, Prague, Czech Republic (2008)

Silesian University of Technology, Gliwice, Poland (2008)

Herriot-Watt University, Edinburgh, UK (2007)

Umea University, Umea, Sweden (2007)

University of Melbourne, Australia (2007)

University of Granada, Spain (2007)

Pau University, France (2006)

University of Cambridge, UK (2006)

University of Granada, Spain (2006)

University of Barselona, Spain (2005)

University of Sydney, Australia (2004)

University of Western Australia, Perth, Australia (2004)

University of Cergy Pontoise (Paris, Malakoff, France (2004)

University of Trento, Italy (2004)

University of Nice, Antipolis, France (2003)

UMIST (Manchester) (2003)

University of Granada, Spain (2003)

University of Liverpool (2003)

London School of Economics (2002)

Nottingham Trend University (2002)

Glasgow University (2002)

Bristol University (2001)

University of Leeds (2001)

University of Swansea (2000)

Visiting Professorships since 2001

Queensland University of Technology, Brisbane, Australia (August-September, 2001)

Queensland University of Technology, Brisbane, Australia (April, 2002)

University of Roma “La Sapeinza”, Italy ( July 2002)

School of Mathematical Sciences, Queensland University of Technology, Brisbane, Australia (August-September, 2002)

University of Granada, Spain (December 2002)

Queensland University of Technology, Brisbane, Australia (April, 2003)

University of Granada, Spain (June 2003)

University of Trento, Italy (July 2003)

Queensland University of Technology, Brisbane, Australia (September 2003)

University of Trento, Italy (March, 2004 )

University Paris V, Malakhov, France (April, 2004)

Queensland University of Technology, Brisbane,
and University of Western Australia, Perth, Australia (August-September 2004)

University of Nice-Sophia Antipolis, France (March 2005).

Hokkaido University, Sapporo, Japan (July 2005)

Queensland University of Technology, Brisbane, Australia (August-September 2005)

University of Cambridge, (March 2006)

University of Granada, Spain (June 2006)

Hokkaido University, Sapporo, Japan (July 2006)

Queensland University of Technology, Brisbane, Australia (August-September 2006)

University of Pau, France (September 2006).

National Taiwan University, Taipei (December 2006)

University of Granada, Spain (April 2007)

University of Umea, Sweden (May 2007)

Department of Mathematics, University of Nice-Sophia Antipolis, France (August 2007).

Queensland University of Technology, Brisbane, Australia (August-September 2007)

Queensland University of Technology, Brisbane, Australia (August-October 2008)

University of Boston, USA (July 2008)

University of Pau, France (November-December 2008).

University of Michigan (January 2009)

Department of Mathematics, University of Nice-Sophia Antipolis, France (April 2009).

University of Granada, Spain (May 2009)

Queensland University of Technology, Brisbane, Australia (August 2009)

University of Michigan (March 2010).

Wichita University (April 2010).

University of Granada, Spain (May 2010)

Queensland University of Technology, Brisbane, Australia (August 2010)

University of Granada, Spain (January 2011)