Lecture Courses in Taras Shevchenko National University of Kyiv and Kyiv Polytechnical Institute

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 Andes, Bogota, 2016.

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. Ritsumeikan University, Kyoto, 2013.

Coupling method with applications to ergodicity, limit theorems, and spectral properties of Markov processes. Technical University of Berlin, Humboldt University, and University f Potsdam, 2013


Doctoral habilitation

Victoria Knopova, Taras Shevchenko Kyiv University, 2016

PhD Defended

Dmytro Ivanenko, Taras Shevchenko Kyiv University, 2016

Yurii Gannychenko, Taras Shevchenko Kyiv University, 2016

Tetyana Kosenkova, Taras Shevchenko Kyiv University, 2014

Semen Bodnarchuk, Taras Shevchenko Kyiv University, 2012

Yurii Kartashov, Taras Shevchenko Kyiv University, 2011


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.