Mini-conference for master students in the theory of stochastic processes 2024


Department of the Theory of Stochastic Processes of the Institute of Mathematics of Ukrainian National Academy of Sciences organizes an extended session of the seminar “Malliavin Calculus and its Applications” for young mathematicians. During this session master students from different countries can present their investigations making 30 minutes on-line talks. This is the seventh such mini-conference that continues traditions of the Department to attract young people to the problems of modern theory of stochastic processes.

The conference will be held on-line on June 4, 2024.

The link to join the conference:

The schedule of the conference and abstracts of the talks:

16:00-16:30 Daria Kalytiuk (National Technical University of Ukraine “Igor Sikorsky Kyiv Polytechnic Institute”) 

Complexity indices for random graphs

Supervisor: Iryna Nishchenko


Valeriya Kotelnikova (Taras Shevchenko National University of Kyiv)

A law of the iterated logarithm for iterated random walks, with application
to random recursive trees

Supervisor: Olexandr Iksanov


Nataliia Monina (University of Ottawa)

On Classical and Quantum Optimal Transport

Supervisor: Augusto Gerolin

17:30-18:00 Igor Chulakov (Taras Shevchenko National University of Kyiv) 

On the generalized Skorokhod map for piecing together two processes

Supervisor: Andrey Pilipenko

Recording of this year session will be available on our youtube channel:–8OkmplIR-Q/  


Program Commitee
Andrey A. Dorogovtsev
Andrey Pilipenko
Mykola Portenko
Organizing Commitee
Ekaterina Glinyanaya
Oleksii Rudenko
Georgii Riabov

Contact email (Georgii Riabov):

The conference is named in honor of Anatolii Vladimirovich Skorokhod.
He founded the Department of the Theory of Stochastic Processes of the Institute of Mathematics in 1964 and was the first head of the Department for 30 years. Here a lot of his brilliant works were created. The name of A. V. Skorokhod belongs with those of the few outstanding mathematicians of the second half of the previous century whose efforts have imparted modern features to mathematics. His extraordinary creative potential can be appraised by everyone who has studied the contemporary stochastic analysis and has revealed surprisingly the fact that the considerable part of its notions and methods has been introduced into mathematics by A.V.Skorokhod. It suffices to mention the notions of Skorokhod’s topology, Skorokhod’s space, Skorokhod’s embedding problem, Skorokhod’s reflecting problem, Skorokhod’s integral and also the Skorokhod representation theorem, the notion of a strong and a weak linear random operator, the notion of a stochastic semigroup proposed as well by him and it becomes clear how extremely powerful was his creative capacity.