PERSONAL
INFORMATION
Date of birth: 9 April 1982
Citizenship: Ukraine
Contacts Information:
Department of Theory of Random processes
Institute of Mathematics, National Academy of Sciences of Ukraine,
3,
Tereshchenkivska Str., Kiev, Ukraine
04108 e-mail: olaizyumtseva@yahoo.com
tel. (044)2345372, fax (044)2352010, Homepage: http://stochastic.imath.kiev.ua/en/main-page/
Employment
2008 -
2011 Junior researcher in department of Theory of
random processes Institute of Mathematics of the National
Academy of Sciences of Ukraine
2011 - Researcher in
department of Theory of random processes Institute of Mathematics of the National
Academy of Sciences of Ukraine
Education
2005 - National Technical
University of Ukraine “Igor Sikorsky Kiev
Polytechnic Institute ”, M.S.;
2010 -Institute of
Mathematics NASU
Ph.D., Mathematics;
Thesis : Self-intersection
local times for random processes
Advisor: Professor Andrey A. Dorogovtsev,
Scientific Interests
Probability Theory, Stochastic Processes:
- Self-intersection
local times
- Markov processes
- Gaussian
processes
- Stochastic
calculus of variations and the Malliavin calculus
- Random polymers
Honors and Awards
1) Young
Scientist Award of Anatolii V. Skorokhod of Istitute of
Mathematics of National Academy of Sciences of Ukraine, 2016
2) Academic
Scholarship of the President of Ukraine, 2014-2016
3) Academic
Scholarship of National Academy of Sciences of Ukraine, 2012-2014
4) Financial
support to cover the travel and accommodation costs in the participation of
workshop Nachwuchsforscherinnen
in Stochastik. Junior female researchers in probability, Berlin
and Potsdam,
2013, 2015
5) Participant of joint Ukrainian-Russian
project “Geometrical aspects of theory of
infinite-dimensional dynamical systems”, 2014
6) Financial
support to cover the travel and accommodation costs in the participation of
workshop ”Infinite dimensional stochastic systems: theory and applications”,
Wittenberg, Germany, 2014
7) Grant offered by the World Bank,
Biometrika, European Mathematical Society, Bernoulli Society, International Mathematical Union, Google to attend
both the 8th World Congress in Probability and Statistics and of
Pre-world congress Meeting of Young Researchers in Probability and
Statistics, Istanbul, Turkey, 2012
8) Participant of the joint
Ukrainian-Russian project “Stochastic
flows with singular interaction”, 2010
9) Participant of the joint
Ukrainian-Turkish project “Asymptotic
properties of complicated stochastic systems”, 2010
Publications
Books
1) Dorogovtsev A.A.,
Izyumtseva O.L. Self-intersection local times for
Gaussian processes.- Germany: LAP LAMBERT Academic Publishing.- ISBN:
978-3-8454-7735-0, 2011.-152 p. (Russian)
Papers
1)
A.A. Dorogovtsev, O.L. Izyumtseva, G.V. Riabov, N. Salhi, Clark
formula for local time for one class of Gaussian processes, Communications on Stochastic Analysis, 10, no. 2, 2016, 239-255.
2) O.L.Izyumtseva, Moments estimates for local times of a
class of Gaussian processes, Communications on Stochastic Analysis 10
(2016), no.1, 97-116.
3) A.A.
Дороговцев, O.Л. Изюмцева
Локальные
времена
самопересечения
// Украинский
математический
журнал, Т. 68, № 3, 2016, C. 291-341.
4) A.A. Dorogovtsev, O.L. Izyumtseva On
self-intersection local times for generalized Brownian bridges and the
distance between step functions// Theory of stochastic Processes, V. 20
(36), No. 1, 2015, P. 1-13.
5) A.A. Dorogovtsev, O.L. Izyumtseva Properties of
Gaussian local times // Lithuanian Mathematical Journal V. 55 (4), 2015, P.
489-505.
6) O.L. Izyumtseva On the
local times for Gaussian integrators // Theory of stochastic Processes. –
V. 19 (35), No. 1, 2014. - P. 11-25
7) А.А. Dorogovtsev, О.L. Izyumtseva
Self-intersection local times for Gassian
processes in the plane // Doklady Akademii Nauk. - V. 454, No.
3 .- 2014. - P. 262-264.
8) A.A. Dorogovtsev, O.L.Izyumtseva Asymptotic and geometric properties of compactly perturbed Wiener process and self-intersection local time // Communications on Stochastic
Analysis. - V. 7, No. 2. - 2013. - P. 337-348
9) Dorogovtsev A.A., Izyumtseva O.L. On
regularization of the formal Fourier-Wiener transform of the
self-intersection local time of a planar Gaussian process // Theory of
stochastic Processes. - 2011. - V.17 (33), No. 1. - P. 28-38.
10) Izyumtseva O.L. Some remarks about
multiple self-intersection local time // Visn.
Odes. Nation. Univ. Math. Mech. - 2008. - V. 13, No 18. - P. 45-53.
11) Izyumtseva O.L. Another view on
the local time of self-intersection for a function of Wiener process //
Theory Stoch. Process. - 2009. - V.15 (33), No.
2. - P. 119-125
12) Izyumtseva O.L. Self-intersection
local time constructed by singular measure // Math. bull.
of the Shevchenko scientific society. - 2008. - V.
5. - P. 47-62
13) Izyumtseva O.L. The constant of
renormalization for self-intersection local time of diffusion process in
the plane // Ukr. math. journal. - 2008. - V. 60, No 11. - P. 1489-1498
Teaching
Experience
·
International Solomon university, Ukraine, Kiev, 2007-2008
·
National Technical University
of Ukraine “Igor Sikorsky Kyiv Polytechnic
Institute”, 2008-2012
·
Department of Mathematics, College
of Arts and Sciences, University of Tennessee,
Knoxville, USA, 2012
Attended Conferences
1)
2nd Ukrainian-German Workshop in stochastics”Stochastic calculus and geometry of
stochastic flows and singular interaction”, Jena, Germany,
2016
2)
International workshop on limit theorems in
probability theory, number theory, and mathematical statistics, Kiev, Ukraine,
2016
3)
1st Ukrainian-German Workshop in stochastics”Stochastic calculus and geometry of
stochastic flows and singular interaction”, Jena, Germany,
2016
4)
International Conference «Stochastic Processes in
Abstract Spaces» (SPAS) dedicated to the 80th anniversary of Professor A.Ya. Dorogovtsev, Kiev, Ukraine,
2015
5)
Junior Female Researchers in Probability, Berlin, Germany,
2015
6)
Yu.V.Linnik Centennial
Conference, Analytical methods in number theory, probability theory and
mathematical statistics, St. Petersburg, Russia, 2015
7)
11th International Vilnius
Conference on Probability and Mathematical Statistics, Vilnius, Lithuania,
2014
8)
Workshop IDSS - Stochastik ”Infinite dimensional
stochastic systems: theory and applications”, Wittenberg, Germany,
2014
9)
Workshop Nachwuchsforscherinnen
in Stochastik. Junior female researchers in probability, Berlin
and Potsdam, Germany, 2013
10)
International Conference "Bogolyubov
readings DIF-2013. Differential equations, theory of functions and their
applications", Sevastopol,
Ukraine,
2013
11)
8th World Congress in Probability and Statistics, Istanbul, Turkey, 2012
12)
Pre-world-congress Meeting of Young Researchers, Istanbul, Turkey, 2012
13)
10th International Vilnius
Conference on Probability and Mathematical Statistics, Vilnius, Lithuania,
2010
14)
International conference “Stochastic Analysis and
Random Dynamical Systems”, Lviv, Ukraine,
2009
15)
International student, postgraduate and young
scientist conference “Lomonosov”, Moscow, Russia,
2009
16)
Lyapunov memorial
conference. International conference on the occasion of the 150th birthday
of Aleksandr Mikhailovich
Lyapunov, Kharkiv, Ukraine,
2007
17)
International Conference "Skorokhod
Space. 50 years on", Kiev,
Ukraine,
2007
Talks at the seminars
1) «Malliavin calculus» (seminar chairman: Doctor of
Science, Professor A. Dorogovtsev), Institute of Mathematics NASU,
Kiev, Ukraine, 2008-2016
2) Seminar at the
Department of Mathematical Sciences, Chalmers University of Technology, University of Gothenburg
(seminar chairman: Doctor of Science, Professor Sergey Zuev),
Sweden,
2016.
3) «An Infinite
dimensional analysis and stochastic» (seminar
chairman: Doctor of Science, Professor V. Bogachev),
Lomonosov
Moscow State University, Moscow,
Russa, 2010, 2012, 2016
4) «Asymptotic
analysis of random processes and fields» (seminar
chairman: Doctor of Science, Professor A. Bulinsky),
Lomonosov
Moscow State University, Moscow,
Russa, 2010, 2012, 2015
5) Seminar at
the Department of Mathematics, Friedrich
Schiller University
(seminar chairman: Doctor of Science, Professor Bjцrn
Schmalfuss and Doctor of Science, Professor Hans-Jьrgen Engelbert), Jena, Germany,
2015.
6) Department
of Mathematics. Faculty of Sciences of Tunis. University
of Tunis El Manar, Tunisia, 2014. 5 lectures
devoted to geometry of Gaussian processes and self-intersection local
times.
7) Seminar at
the Universit des Sciences et
Technologies de Lille, Laboratoire Paul Painlev (seminar chairman: Doctor of Science, Professor
Youri Davydov), Lille, France, 2013. Title of the talk: Self-intersection
local time for Gaussian processes
8) Probability
Seminar of the Department
of Mathematics of the University
of Tennessee (seminar chairman: Doctor of Science, Professor
J. Rosinski), University
of Tennessee, Knoxville, Tennessee,
United States of America,
2012.
9) «Seminar on Probability
Theory and Mathematical Statistics» (seminar
chairman: Doctor of Science, Professor, Member of the Russian Academy of
Sciences I. Ibragimov), St. Petersburg Department of V.A. Steklov Institute of Mathematics, Russian Academy of
Sciences, St. Peterburg, Russa, 2012
10) «Theory of
Stochastic Processes» (seminar chairman: Doctor of Science, Professor V. Buldygin),
National Technical University of Ukraine «Kiev Politechnic
Institute», Kiev, Ukraine, 2010, 2012.
11) «Asymptotic
Methods of Statistics» (seminar chairman: Doctor of Science , Professor A. Kukush, Doctor of Science, Professor R. Maiboroda), Kyiv
National Taras Shevchenko
University, Kiev, Ukraine,
2010
12) Seminar of the Department of Theory of Probability and
Mathematical Statistics of Institute of Applied Mathematics and Mechanics (seminar
chairman: Doctor of Science S. Makhno),
Donetsk, Ukraine, 2010
Seminars leading
Head of the problem studying seminar ``Gaussian processes’’,
Department of Theory of Random processes, Institute of Mathematics
NASU, 2010-2011
Scientific Societies
Membership
Member of International Statistical Institute, 2011-2015
Reviewer of the American Mathematical Society, 2014-
Languages
English, Russian, Ukrainian
