PILIPENKO ANDREY
DEPARTMENT
OF STOCHASTIC PROCESSES
INSTITUTE of MATHEMATICS
of UKRAINIAN NATIONAL ACADEMY of
SCIENCES
Position:
Leading Researcher (Institute of Mathematics), Full Professor (National
Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”).
Address:
Institute of Mathematics of Ukrainian National Academy of Sciences, Tereschenkivska st. 3, Kiev-4, 01601,
Ukraine.
E-mail: pilipenko.ay AT gmail.com
Personal Data
Date of Birth:
20.01.1974.
Place of Birth: Kiev, Ukraine
Current
Scientific Interests
Probability Theory, Stochastic Processes, Infinite-dimensional Analysis
·
Stochastic flows
·
Stochastic differential equations with singularities
·
Functional limit theorems for perturbed random walks
·
Stochastic differential equations with interaction
·
Absolute continuity of image-measures
·
Malliavin calculus
Education
Doctor Thesis (2006) “Evolutionary Stochastic Flows and
Measure-valued Processes”, Institute of Mathematics, Kiev, Ukraine.
Ph.D.Thesis(1998) “Smooth functionals and differential
operators in infinitedimensional spaces with measure”,
Institute
of Mathematics, Kiev, Ukraine (Ph.D.Advisor: Andrey A. Dorogovtsev).
Mechanics and Mathematics Department of Kiev University 1990-1995 (with
distinction).
Post graduate course in 1995-1998.