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The Department of Probability Theory, Statistics and Actuarial Mathematics

12.11.2015

Visit site of the Department of Probability Theory, Statistics and Actuarial Mathematics

The department is the leading probabilistic and statistical departments in Ukraine. It has a long record of excellence in teaching, research and consulting connected with challenging applications of statistics, particularly in insurance, finance, and economics. Wide-ranging degree programmes with an excellent teaching quality assessment rating are offered.
The department runs a lively programme for PhD where teaching and research are well integrated. The department has an internationally recognized record of academic research by faculty with wide ranging interests in theoretical and applied fields. The department trains bachelors and masters in two specialties: Mathematics and Statistics

Permanent faculty staff

Mishura Yuliya, Head of the Department, Full professor, Dr.Sc. (theory of multiparameter random processes, martingales and related processes, stochastic calculus, financial mathematics)
Kartashov Mykola, Full professor, Dr.Sc. (Markov processes, applied mathematical statistics, risk processes)
Kozachenko Yuriy, Full professor, Dr.Sc. (stochastic processes and fields with values in functional spaces, statistical modelling and simulation of random processes and fields, applied statistics)
Maiboroda Rostyslav, Full professor, Dr.Sc. (statistical analysis of heterogeneous date, hidden Markov chain models, applications to biology and psychology)
Moklyachuk Mikhailo, Full professor, Dr.Sc. (stationary processes, statistics of stochastic processes and random fields)
Shevchenko Georgiy, Full Professor, Dr.Sc. (numerics for stochastic differential equations, fractional and multifractional Brownian motion, financial mathematics)
Borysenko Oleksandr, Associate Professor, Ph.D. (stochastic differential equations' theory, limit theorems for integral and differential stochastic equations)
Yamnenko Rostyslav, Associate Professor, Ph.D. (sub-Gaussian random processes and their application in the theory of queues and financial mathematics)
Yanevych Tetyana, Associate Professor, Ph.D.  (theory of stochastic processes, Orlicz spaces)
Golomoziy Vitaliy, Assistant Professor, Ph.D. (stability of Markov chains)

Scientific group

Sakhno Lyudmyla, Head of Laboratory, Dr.Sc. (spectral theory of random fields, survival times statistics)
Shklyar Sergei, Senior Researcher, Ph.D. (statistics )
Ragulina Olena, Junior researcher,  Ph.D.  (risk processes)
Zubchenko Vladimir, Lead Engineer-mathematician, Ph.D.
Zatula Dmytro, Engineer
Chernyahovskaya Tetyana, Engineer
Vasylyk Olga, doctoral, Ph.D. (random processes and fields with values in functional spaces, statistical modeling of random processes and fields, methods of sample surveys)
Ralchenko Kostiantyn, doctoral, Ph.D. (path properties and smooth approximation of fractal and multi-fractional processes and fields, statistics of the processes with long-range dependence)

Invited faculty

Knopova Victoria, Leading Researcher, Glushkov Institute of Cybernetic National Science Academy of Ukraine, Dr.Sc. (stochastic processes)
Kulik Oleksiy, Leading Researcher, Institute of Mathematics, National Science Academy of Ukraine, Full Professor, Dr.Sc.  (stochastic processes)
Dzeverin Igor,  Leading Researcher, Schmalhausen Institute of Zoology,  National Science Academy of Ukraine, Full Professor, Dr.Sc.  (Numerical methods of statistics with applications to biology)