Academic Interests
Random processes, Stochastic differential equations, Asymptotic behaviour of solutions of stochastic differential equations, Applications of stochastic analysis with emphasis on mathematical finance, Limit theorems, Pseudoregularly varying functions, Information technology in teaching and knowledge control.
Teaching
- STK-MAT3700 -Introduction to Mathematical Finance and Investment Theory. (Fall 2022 г.)
- STK4900 - Statistical Methods and Applications (Spring 2023 г.)
Background
2019 – 2023: National Technical University of Ukraine "Igor Sikorsky Kyiv Polytechnic Institute", Department of Mathematical Analysis and Probability Theory (Kyiv, Ukraine). Associate Professor.
Публикации
- Оn the φ− asymptotic behaviour of solutions of stochastic differential equations/ Buldygin V.V., Klesov О.I., Steinebach J.G., Тymoshenko О.А. // Theory Stoch. Process.– № 1. – P. 11–30, (2008).
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On the exact order of growth of solutions of stochastic differential equations with time-dependent coefficients/ Buldygin V.V., Тymoshenko О.А. // Theory Stoch. Process. – № 2. – P. 12–22 (2010).
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Unbounded solutions of stochastic differential equations with time-dependent coefficients / Кlesov О.I., Тymoshenko О.А. // Annales Univ. Sci. Budapest., Sect. Comp . – № 41. – P. 25–35, (2013).
- Almost Sure Asymptotic Properties of Solutions of a Class of Non-homogeneous Stochastic Differential Equations / Кlesov О.I., Тymoshenko О.А. // In: Sadovnichiy, V., Zgurovsky, M. (eds) Modern Mathematics and Mechanics. Understanding Complex Systems. Springer, (2019).
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The hybrid mathematical model for the evaluation and selection of iron ore raw materials in the context of the European Green Deal./ V Polishchuk, M Kelemen, I WŁOCH, O Tymoshenko, Y Mlavets // Acta Montanistica Slovaca 2022. – Т. 27 (2022), 1.