Supervisor of the following Doctoral theses

• 1

  2019 - 2022 (April 2022): supervisor for the post-graduate student A.L.Shchegolev; his programme is until autumn 2022. One paper has been published in HAC (VAK) journal; the second paper is accepted to a Scopus journal.

  2017: jointly with A.Yu.Uglov a preprint is prepared. 

• 2
  Asymptotic Properties of Bayesian Estimators for Markov Observations

Conferences

• 16-27 August 2021, Novosibirsk, NSU, Summer School on Stochastics, Lectures on SDEs (16h).

  1-4 June 2021 (online), Kyiv, International Conference: Modern Stochastics: Theory and Applications V, Kyiv, June 1-4, 2021, online talk on 4th June "ON RECURRENCE AND MIXING FOR SOME SDE MODELS", joint with R.Yu.SIneokyi; the speaker R.Yu.SIneokiy.

  1-4 июня 2021 (онлайн), Kyiv, International Conference: Modern Stochastics: Theory and Applications V, Kyiv, June 1-4, 2021, online plenary talk 1st June "ON SKOROKHOD’S METHOD FOR MCKEAN – VLASOV SDES"

  17-22 May 2021, International conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
  (May 17–22, 2021, online), the talk On averaged expected cost control for a class of multidimensional ergodic diffusions (http://www.mathnet.ru/php/conference.phtml?confid=1902&option_lang=eng)

  19 - 23 October 2020, (online) "LSA Autumn Meeting 2020", online talk "On local mixing conditions for SDEs" [https://lsa.hse.ru/en/news/412071863.html]

  24 - 28 August 2020, (online) Bernoulli One World Symposium 2020, onlline talk "On strong uniqueness for McKean - Vlasov equations" [https://www.worldsymposium2020.org/] & [https://www.youtube.com/watch?v=MIU1M94OXJI&list=PLidqLPRgLpiMil4r0tBPvSDWyjGJgr0Z7&index=32]

   

  August 16-20, 2020, The Second International Workshop on Stochastic Modeling and Applied Research of Technology (SMARTY 2020), Karelian Research Center of RAS, Petrozavodsk, Program committee member [http://smarty20.karelia.website/]

  September 9-22, 2019, Conference (Summer School) on "New Trends in Stochastic Analysis - II" at Academy of Mathematics and Systems Science, Chinese Academy of Sciences (Beijing, China), mini-course on McKean - Vlasov equations [http://ntsa2019.csp.escience.cn/dct/page/1]

  19-23 August 2019, University of Bielefeld, Germany, Summer School IRTG 2235 on probability theory and stochastic dynamics, mini-course "Introduction to SDEs and their ergodic properties" [https://irtg.math.uni-bielefeld.de/summerschool2019]

  March 11-15, 2019: CIRM, Lumuni, France,Conference Perturbation Techniques in Stochastic Analysis and its Applications (Perturbations techniques en analyse stochastique et applications); organisers:
  Arturo Kohatsu (Ritsumeikan University)
  Valentin Konakov (NSU Higher School of Economics)
  Stéphane Menozzi (Université Evry Val d'Essonne)

  [https://conferences.cirm-math.fr/1979.html]

  Session Chair: Interacting particle systems and related McKean - Vlasov models

  September 2018: JKE 2018, 26-28 septembre 2018, Évry, France (Journées Kolmogorov à Evry 2018), Scientific Committee member http://www.math-evry.cnrs.fr/evenements/conferences

  September 3 - September 7, 2018, Bielefeld, Germany, The 9th International Conference on Stochastic Analysis and Applications (ICSAA 2018), https://www.math.uni-bielefeld.de/icsaa/ [invited talk "On Poisson equations"]

  July 5 - July 9, 2018, Taipei, Taiwan, The 12th AIMS Conference on Dynamical Systems, Differential Equations and Applications,  http://www.aimsciences.org/conferences/2018/ [two invited talks: (1) Section SS23 Stochastic Partial Differential Equations, talk " On convergence of discretisations for filtering SPDEs", & (2) Section SS74  Perturbation Techniques in Stochastic Analysis and Its Applications, talk "On solutions of McKean-Vlasov equations with irregular coefficients"]

   

  July 2, 2018 -- July 6, 2018, 12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics (Vilnius, Lithuania), http://ims-vilnius2018.com/ [invited talk "On solutions of McKean-Vlasov stochastic differential equations"]

   

  June 14 - June 15, 2018, London, The Alan Turing Institute, workshop "Analysis of Adaptive Stochastic gradient and MCMC algorithms", 

  https://www.turing.ac.uk/events/analysis-adaptive-stochastic-gradient-and-mcmc-algorithms [invited talk " On robust filtering for ergodic markovian signals"]

  June 04 - June 05, 2018, Moscow, The International conference "LSA Summer meeting", https://lsa.hse.ru/en/news/219850408.html [invited talk "On robust filtering for Markov chain"]

  14-15 March 2018, Chair at the INRIA Evaluation Seminar on the Theme "Stochastic Approaches" at Rungis, France

  October 23-27 2017 Moscow ACMPT2017 http://acmpt.ru/ [invited talk On mean-field GI/GI/1 queueing model]

   

  September 2017, “Singular McKean-Vlasov Dynamics” Inria Sophia 14-15 septembre, https://team.inria.fr/tosca/current-events-2/seminars-events-sophia/workshop-singular-mckean-vlasov-dynamics-inria-sophia-14-15-septembre-2017-exposes/  [invited talk On existence and uniqueness of solutions of McKean-Vlasov equations]

  July 2017 Moscow SPA2017 http://spa2017.org/ [session organiser "Applied models based on stochastic differential equations "; talk "Averaged control for 1D ergodic diffusions"]

  May-June 2017, Edinburgh, Workshop Nonlinear PDEs, stochastic control and filtering: new methods and applications, May 29, 2017 - June 02, 2017 http://www.icms.org.uk/workshop.php?id=422, invited talk «On Poisson equations in the whole space»

  April 2017 Modena, Italy, Modena and Reggio Emilia University, 10-11 April, workshop Kolmogorov-Fokker-Planck Equations: theoretical issues and applications, http://www.kfp2017.unimore.it/ [invited talk "On Poisson equations with potentials in the whole space"]

   

  March 2017 Spring School in Advanced Probability
  "Stochastic equations and random walks on graphs" Novosibirsk State University, 2017, March 13-17 http://math.nsc.ru/LBRT/v1/school2-2017/ [talk and mini-course on Stochastic Equations]

  October 2016:co-organiser of a conference "Stochastic analysis of dynamical systems, stochastic control and games", Leeds, UK, 24th - 26th October 2016

  August 2016: participant at a VI^th CONFERENCE Modern Problems in Theoretical and Applied Probability, RUSSIA, NOVOSIBIRSK
  AUGUST 22-28, 2016 [the talk "Of averaged control for 1D ergodic diffusion", joint with S. Anulova and H. Mai]

  July 2016: participant at a 7th European Congress of Mathematics, Berlin, 18-22 July [the talk "Direct approach to diffusion filtering SPDEs"]

  May-June 2016: participant at a conference ``Modern problems of Stochastic analysis and Statistics’’, May 30 – June 1, 2016, HSE, Moscow [the talk "On acceleration of convergence of Markov diffusion to polynomially decreasing invariant distribution", joint with O.A. Manita]

  April 2016: participant at a Monash Probability Conference in Honor of Robert Liptser’s 80th Birthday, Prato, Italy, 26-29 April 2016 [the talk "On robust filtering for discrete time models", joint with M. Kleptsyna]

  March 2016: participant at a conference ``Topics in stochastic regularization’’, 21-23 March 2016, Toulouse, France [the talk "On various aspects of stochastic regularization"]

  August 2015: participant (lecturer) at a Summer Stochastic School of Bielefeld University, Germany, 11.08.2015-04.09.2015

  July 2015: participant (invited lecturer) in a Workshop on Stochastic Evolution and Dynamics at Loughborough University, United Kingdom

   

Editorial board membership

Grants

Employment history