• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site
Language Proficiency
English
French
Contacts
E-mail:
Address: St.Petersburg Kantemirovskaya str. 3, 417
Timetable
ORCID: 0000-0002-6328-8959
ResearcherID: M-2480-2015
Scopus AuthorID: 6508071862
Blogs
LinkedIn
ResearchGate
Supervisor
N. A. Shirokov
Printable version

 

Have you spotted a typo?
Highlight it, click Ctrl+Enter and send us a message. Thank you for your help!
To be used only for spelling or punctuation mistakes.

Elena Shmileva

  • Elena Shmileva has been at HSE since 2015.

Education and Degrees

  • 2004

    Candidate of Sciences* (PhD)

  • 2000

    Degree in Mathematics
    Saint Petersburg State University, Dept. of Math

  • Thesis title: "Poisson measures  transforms and their applications".

* 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.

Young Faculty Support Program (Group of Young Academic Professionals)
Category "New Lecturers" (2017)

Academic Supervision

for a degree of Candidate of Science
1

Prof. M. Lifshits.

Publications6

  1. E.Spodarev, E. Shmileva, S.Roth, "Extrapolations of stationary random fields",  http://arxiv.org/abs/1306.6205, "Stochastic Geometry, Spatial Statistics and Random Fields", Springer, Lecture Notes in Mathematics, Volume 2120,  2015,   pp 321-368   http://link.springer.com/chapter/10.1007/978-3-319-10064-7_11.
  2. E.Shmileva, Shifted small ball probabilities and Chung LIL for symmetric alpha-stable processes. 2014, preprint, http://arxiv.org/abs/0811.2583v2.
  3. W. Karcher, E. Shmileva, E. Spodarev, Extrapolation of stable random fields, J. Multivar. Anal., Volume 115, March 2013, pp. 516--536.
  4. E. Shmileva, Small ball probabilities for jump Levy processes from the Wiener domain of attraction. Statistics and Probability Letters, Volume 76, Issue 17, 2006, pp. 1873-1881.
  5. E. Shmileva, Small ball probabilities for a centered Poisson process of high intensity. Journal of Mathematical Sciences, Vol. 128, No. 1, 2005, pp. 2656-2668 (English); Zapiski Nauchnyh Seminarov POMI, 2003, 289, 288--304 (Russian).
  6. E. Shmileva, Small deviations and the Strassen law for Poisson process and for empirical processes. Proceedings of the International Conference "Kolmogorov and Contemporary Mathematics", 2003, Moscow.
  7. M.Lifshits, E. Shmileva, Poisson measures quasi-invariant with respect to multiplicative transformations. Theory Probab. Appl., 2002, 46, 4, 652--666 (English); 697--712 (Russian).
  8. E. Shmileva, M. Lifshits, A criterion of quasi-invariance of Poisson measures with respect to "linear" transformations of space, Russian Math. Surveys, 2001, 56, 1173--1174 (English); Uspekhi Mat. Nauk, 2001, 56, 159--160 (Russian).

Conferences

  • 2018

    12th International Vilnius Conference on Probability Theory and Mathematical Statistics and 2018 IMS Annual Meeting on Probability and Statistics (Вильнюс). Presentation: THE MOST PROBABLE PATHS FOR DIFFUSIONS WITH JUMPS

  • 2017
    XVIII АПРЕЛЬСКАЯ МЕЖДУНАРОДНАЯ НАУЧНАЯ КОНФЕРЕНЦИЯ ПО ПРОБЛЕМАМ РАЗВИТИЯ ЭКОНОМИКИ И ОБЩЕСТВА (Москва). Presentation: Геостатистические методы в экономике
  • 2016
    Vienna Congress on Mathematical Finance (Вена). Presentation: The most probable sample paths for some Levy processes

Grants

RFFI-DFG grant 2009-2013 "Geometry of random fields" joint project with mathematicians from the Steklov institute (Russia) and the Ulm University (Germany)


Employment history

1. Associate Professor  at Higher School of Economics in St.Petersburg (2016-...)

2. Senior Lecturer at Higher School of Economics in St.Petersburg (2015-2016)

3. Researcher at the Chebyshev Laboratory, Dept. of Mathematics and Mechanics, St.Petersburg State University, Russia

(2011-2015)

4. Lecturer, St.-Petersburg Electrotechnical University "LETI"

(2002 – 2004), (2008-2011)

5. Post-doc position, Vienna Technical University, Dept. of Financial and Actuarial Mathematics, Austria

(2007 - 2008)

6. CNRS Post-Doc  position, University of Rennes 1, France

(2004 - 2005) 

Timetable for today

Full timetable