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Doctor of Sciences* in Probability Theory and Mathematical Statistics Steklov Mathematical Institute of the Russian Academy of Sciences
1983
Candidate of Sciences* (PhD) in Probability Theory and Mathematical Statistics Steklov Mathematical Institute of the Russian Academy of Sciences
1979
Degree in Mathematics Lomonosov Moscow State University
* Candidate of Sciences According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
* Doctor of Sciences A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.
2014: Member of the Editorial Board , Statistical Inference for Stochastic Processes.
2013: Member of the Editorial Board , Теория вероятностей и ее применения (Theory of Probability and Its Applications).
2015–2022: Member of the Editorial Board , Modern Stochastics: Theory and Applications.
2013–2022: Member of the Editorial Board , Теорія ймовірностей і математична статистика.
Conferences
2020
The 14th Bachelier Colloquium on Mathematical Finance and Stochastic Calculus (Métabief). Presentation: Single jump filtrations and local martingales
2019
The 13th Bachelier Colloquium on Mathematical Finance and Stochastic Calculus (Метабьеф). Presentation: The joint law of the maximum and terminal value of a max-continuous local submartingale
Stochastic Models II (Санкт-Петербург). Presentation: The joint law of the maximum and terminal value of a max-continuous local submartingale
Четвертая международная конференция по стохастическим методам (Геленджик, пос. Дивноморское). Presentation: The joint law of the maximum and terminal value of a max-continuous local submartingale
Recent Advances in Mass Transportation (Moscow). Presentation: On constructions of stochastic processes with given terminal distribution
Зимний коллоквиум ЛСА - 2019 (Снегири, Московская обл.). Presentation: Single jump filtrations and local martingales
2018
Третья международная конференция по стохастическим методам (Геленджик). Presentation: Joint distributions of increasing processes and their compensators, single jump martingales, and the Skorokhod embedding
Современные методы и проблемы теории операторов и гармонического анализа и их приложения VIII (Ростов-на-Дону). Presentation: Single jump martingales and the Skorokhod embedding
The 12th Bachelier Colloquium in Stochastic Calculus and Mathematical Finance (Metabief). Presentation: On the Chacon-Walsh construction in the Skorokhod Embedding Problem
12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics (Вильнюс). Presentation: Single jump martingales and the Skorokhod embedding problem, with applications in finance
Advanced Methods in Mathematical Finance (Angers). Presentation: The Skorokhod embedding problem and single jump martingales : a connection via change of time
Innovative Research in Mathematical Finance (Marseille). Presentation: The joint distributions of terminal values of increasing processes and their compensators
Stochastic Models I (Lausanne). Presentation: The Skorokhod embedding problem and single jump martingales
Wasserstein calculus and related topics: 1st Moscow - UK workshop on stochastic analysis (Эдинбург). Presentation: The joint distributions of an increasing process and its compensator
Зимний коллоквиум ЛСА - 2018 (Снегири, Московская обл.). Presentation: The Skorokhod embedding problem and single jump martingales
2017
The 11th Bachelier Colloquium in Stochastic Calculus and Mathematical Finance, Metabief (Metabief). Presentation: The joint law of the terminal values of a nonnegative submartingale and its compensator
2016
The 10th Bachelier Colloquium on Mathematical Finance and Stochastic Calculus (Metabief). Presentation: The joint law of the terminal values of an increasing process and its compensator
Monash Probability Conference in Honor of Robert Liptser's 80th Birthday (Prato). Presentation: The joint law of the terminal values of an increasing process and its compensator
2015
The 9th Bachelier Colloquium on Mathematical Finance and Stochastic Calculus (Metabief). Presentation: A remark on exponential utility maximization in exponential Lévy models
Asymptotical Statistics of Stochastic Processes X (Le Mans). Presentation: Continuity of stationary solutions of delay differential equations driven by Lévy processes
Школа по стохастике и финансовой математике-ITIS 2015' (Сочи). Presentation: On some aspects of the utility maximization problem
Workshop New Trends in Stochastic Analysis and New Trends in statistical analysis of time series (Снегири). Presentation: The joint distribution of the terminal values of an integrable increasing process and its compensator
Современные методы и проблемы теории операторов и гармонического анализа и их приложения V (Ростов-на-Дону). Presentation: О вложении процессов в броуновское и в геометрическое броуновское движение
2014
The 8th Bachelier Colloquium on Mathematical Finance and Stochastic Calculus (Métabief). Presentation: A characterization of minimax tests with applications to efficient partial hedging
XV Международная научная конференция по проблемам развития экономики и общества. Presentation: О верхней цене хеджирования неотрицательных платежных обязательств
International conference «Stochastic calculus, Martingales and Financial Modeling» (Пушкин). Presentation: On embedding of processes
Statistics meets stochastics (Москва). Presentation: On stationary solutions of delay di erential equations driven by Levy processes