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Address: St. Petersburg, 55A Sedova Ulitsa, Korpus 2, room 217
SPIN-RSCI: 5197-7090
ORCID: 0000-0002-6328-8959
ResearcherID: M-2480-2015
Scopus AuthorID: 6508071862
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Elena Shmileva

  • Elena Shmileva has been at HSE University 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.

Continuing education / Professional retraining / Internships / Study abroad experience

1. «CERGE-EI Teaching Development Program: Teaching Principles and Practices II», from Academic Skills Center Pedagogic Mentor CERGE-EI.  3 -7 september 2018.

2. «Basics of writing an empirical research article» from  Center of Academical Writing (course by prof. Natalia Smirnova), october-december 2019.

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

Academic Supervision

for a degree of Candidate of Science

Prof. M. Lifshits.

Courses (2021/2022)


  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).


  • 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
  • 2016
    Vienna Congress on Mathematical Finance (Вена). Presentation: The most probable sample paths for some Levy processes


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


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

Sociologists at Yandex: Dina Vasina Talks on her Internship in Product Management

During her studies in the Sociology and Social Informatics programme, a fourth-year student Dina Vasina got interested in disciplines related to data analysis and mathematics. In November, Dina completed her internship at Yandex within the Yandex.Poisk project where she got a chance to try her hand at product management. In this interview, the student shared with us her thoughts on studying sociology, future career plans and impressions on the internship.