PROFESSIONAL EXPERIENCE
|
2007 - present
|
Leading Scientific Researcher, Institute of Mathematics of
Ukrainian National Academy of Sciences
|
|
2007 – present
10/2018
2017
|
Professor, National Technical University of Ukraine “Igor
Sikorsky Kyiv Polytechnic Institute”
Researcher, Department of Mathematics at
University of Oslo, Norway
Professor, Kyiv Academic University
|
|
2012 – 2016
01/2015-05/2015
|
Professor, Yandex School of Data Analysis
Visiting Professor, Department of Statistics and Probability at Michigan State University, East Lansing, USA
|
|
2011 – 2012
|
Professor, Mechanics and Mathematics Department,
Taras Shevchenko National University of
Kyiv
|
|
2006 – 2007
|
Senior Scientific Researcher, Institute of Mathematics of
Ukrainian National Academy of Sciences
|
|
01/2006-07/2006
|
Visiting Assistant Professor, Department of Statistics and Probability at Michigan State University, East Lansing, USA
|
|
1999 – 2007
|
Associate Professor, National Technical University of Ukraine “Kyiv
Polytechnic Institute”
|
|
01/2001-05/2001
|
Visiting Assistant Professor, South Illinois University, Carbondale, USA
|
|
2000 – 2005
|
Scientific Researcher, Institute of Mathematics of
Ukrainian National Academy of Sciences
|
|
1999 – 2000
|
Junior Scientific Researcher, Institute of Mathematics of
Ukrainian National Academy of Sciences
|
|
1998 – 2000
|
Associate Professor, Kiev
Institute of Business and Technology
|
|
1995 – 1998
|
Assistant Professor, Mechanics and Mathematics Department,
Taras Shevchenko National University of
Kyiv
|
TEACHING
- National
Technical University of Ukraine “Kyiv Polytechnic Institute”
- Taras
Shevchenko National University of Kiev
- Kyiv
Academic University
- Yandex
School of Data Analysis
- Michigan
State University, East Lansing, USA
- Southern
Illinois University, Carbondale, USA
- Kiev
Institute of Business and Technology
Courses taught
Bachelor level
·
Probability Theory, Mathematical Statistics, Theory of
Stochastic Processes (Institute of Physics and Technology of National Technical
University of Ukraine)
·
Additional Topics on Probability Theory, Theory of Stochastic
Processes and their Applications (Physics and Mathematics Faculty of National
Technical University of Ukraine)
·
Statistics (Institute for Applied System Analysis of
National Technical University of Ukraine)
·
Statistics (Kyiv Academic University)
·
STT 351 – Probability and Statistics Engineering
(Michigan State University, USA)
·
MATH 108 – College Algebra (Southern Illinois
University, Carbondale, USA)
·
Mathematical Analysis (Mechanics and Mathematics
Faculty of Kyiv State University)
·
Probability Theory, Queuing Theory (Institute of
Telecommunication Systems of National Technical University of Ukraine)
·
Calculus, Probability Theory, Mathematical Statistics,
Mathematical Models in Economics (Kiev Institute of Business and Technology)
·
Probability and Discrete Analysis (Yandex School of
Data Analysis)
Master level
·
Markov Chains and their Applications, Markov
Processes, Stochastic Differential Equations (Physics and Mathematics Faculty
of National Technical University of Ukraine)
·
Numerical Solution of Stochastic Differential
Equations, Stochastic Differential Equations (Mechanics and Mathematics Faculty
of Kyiv State University)
·
Mathematical Models in Telecommunications (Institute
of Telecommunication Systems of National Technical University of Ukraine)
·
STT 844 – Time Series Analysis (Michigan State
University, USA)
Master / PhD level
·
Introduction to Infinite-dimensional Stochastic
Analysis, Measure-valued Stochastic Processes (Institute of Physics and
Technology of National Technical University of Ukraine)
·
Mini-course on Reflected Stochastic Differential
Equations (Potsdam University and TU Berlin, Germany; University of Oslo,
Norway).
Material of this course was published in the monograph An introduction to stochastic differential
equations with reflection / Andrey Pilipenko. – Potsdam : Universitätsverlag, 2014. – ix,
75 S. graph. Darst. (Lectures in pure and applied mathematics 1); ISSN (print)
2199-4951; ISSN (online) 2199-496X ISBN 978-3-86956-297-1
SUPERVISIONS
Ph.D. Students
- Supervision
of the Ph.D. dissertation of V.B. Braiman Transformations of measures and
evolutionary flows with interaction in infinite-dimensional spaces (2006),
at the Institute of Mathematics of Ukrainian National Academy of Sciences.
- Supervision
of the Ph.D. dissertation of M.V.Tantsiura Limit theorems for countable systems of
interacting stochastic differential equations (2017), at the Institute
of Mathematics of Ukrainian National Academy of Sciences.
- Supervision
of the Ph.D. dissertation of Yu.E.Prykhodko Limit behavior of locally perturbed
Markov processes (2018), at National Technical University of Ukraine
“Kyiv Polytechnic Institute”.
Diploma/Master Thesis
- N.Popik On an exact growth rate of
multi-dimensional diffusions (2018)
- V.Kusii Functional limit theorems for perturbed
random walks (2018)
- K.Matyushina Investigation
of a queuing system quality (2017)
- T. Bryzgalova Investigation
of Markov chain in a stripe (2016)
- V. Khomenko On
random walks with modified transitional probabilities (2016)
- S. Boichenko A study of the probability of failure
for a queuing system (2016)
- A. Pakhnyuk On a probability of winning in
infinite series of tournaments (2015)
- K. Madzhara Investigation of a random polymer
growth (2015)
- E.
Kolesnik Limit behavior of perturbed random
walks (2014)
- O. Chernienko On
signals transmission in a media with a random noise (2014)
- O. Neduzha
On estimate of functioning of a
queuing system by partial observations (2013)
- O. Prykhodko Dynamic
monitoring and reconfiguration of telecommunication services (2013)
- T. Mitrofanova On optimization problem for one model
of a queuing theory (2012)
- M. Tantsiura On the
measure-valued process with interaction carrying an infinite mass
(2012)
- T. Kucherenko Asymptotic of a winding number for a
planar random walk (2011)
- N. Babij Limit
behavior of a random walk in a stripe (2010)
- I. Skarzhinets On
percolation in rectangular lattice (2009)
- Yu. Prykhodko Limit
behavior of a random walk with a membrane (2009)
- V. Braiman (2002)
Back