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
Date of Birth:
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
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).