Lecture Courses in
Theory of Stochastic Processes
Introduction to Infinite-dimensional Stochastic Analysis
Limit Theorems for Stochastic Processes
Statistics of Stochastic Processes
Simulation Methods for Stochastic Processes
Gaussian Measures in Infinite-dimensional Spaces
Combinatorial Methods in Probability Theory
Optimal Control for Markov Processes.
Special Lecture Courses
Markov Models: Stabilization and Limit Theorems. Workshop “Stochastic processes with
applications in the natural sciences”, Universidad de los
The Parametrix Method, with Probabilistic Interpretations and Applications. ERASMUS 2015 Summer School for PhD students, Technical University of Dresden, 2015.
Ergodicity, coupling, and limit theorems
in Markov models.
Coupling method with applications to ergodicity, limit theorems, and spectral properties of Markov processes. Technical University of Berlin, Humboldt University, and University îf Potsdam, 2013
Victoria Knopova, Taras Shevchenko Kyiv University, 2016
Ongoing PhD Projects
Taras Tymoshkevych, Geometrical conditions for functional ineqaulities
Daryna Soboleva, Large deviations for SDE's with discontinuous coefficients
Georgi Molyboga, Rate of convergence in the CLT for Markov functionals
Bachelors and Masters
15 Bachelor and 13 Master degrees
are defended under the supervision of A.Kulik since 2004.