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M. M. Yudkevich
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Valentin Konakov

  • Tenured Professor (2016)
  • Valentin Konakov has been at HSE since 2010.

Education and Degrees

  • 1992

    Doctor of Sciences* in Probability Theory and Mathematical Statistics
    Lomonosov Moscow State University

  • 1973

    Candidate of Sciences* (PhD) in Probability Theory and Mathematical Statistics

  • 1972

    Postgraduate programme
    Central Institute of Economics and Mathematics of the Russian Academy of Sciences

  • 1969

    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.

Courses (2018/2019)

Courses (2017/2018)

Courses (2016/2017)

Courses (2014/2015)

Courses (2012/2013)

Editorial board membership

1994: Member of the Editorial Board, Mathematical Methods of Statistics (Mathematical Methods of Statistics ).


The book "Modern Problems of Stochastic Analysis and Statistics" devoted to my 70th anniversary,  was published in Springer in 2017. Most contributions were prepared by my colleagues and friends, who participated in the jubilee conference.












Preprint Конаков В. Д. Метод параметрикса для диффузий и цепей Маркова / Издательство попечительского совета механико-математического факультета МГУ. Серия WP BRP "STI". 2012. № 2012.


Article Konakov V., Menozzi S. Weak error for stable driven SDES: expansion of the densities // Journal of Theoretical Probability. 2011. Vol. 24. No. 2. P. 454-478.


Article Konakov V., Menozzi S., Molchanov S. Explicit parametrix and local limit theorems for some degenerate diffusion processes // Annales de l’Institut Henri Poincaré. 2010. Vol. 46. No. 4. P. 908-923.


Article Konakov V., Mammen E. Small time Edgeworth-type expansions for weakly convergent nonhomogeneous Markov chains // Probability Theory and Related Fields. 2009. Vol. 143. No. 1. P. 137-176.


Article Konakov V., Mammen E. Edgeworth type expansions for transition densities of Markov chains converging to diffusions // Bernoulli: a journal of mathematical statistics and probability. 2005. Vol. 11. No. 4. P. 591-641.


Article Konakov V., Menozzi S. Edgeworth type expansions for Euler schemes for stochastic differential equations. // Monte Carlo Methods and Applications. 2002. No. 8. P. 271-286.


Article Konakov V., Mammen E. Local limit theorems for transition densities of Markov chains converging to diffusions // Probability Theory and Related Fields. 2000. Vol. 117. No. 4. P. 551-587.


  • 2017

    Аналитические и вычислительные методы в теории вероятностей и её приложениях (Москва). Presentation: «Аппроксимации диффузионных процессов случайными блужданиями на разрешимых группах Ли. Локальные и квази-локальные предельные теоремы»

  • Зимний коллоквиум ЛСА - 2017 (Снегири, Московская обоасть). Presentation: Sup-norm convergence rates for Levy density estimation

  • Уравнения Колмогорова – Фоккера-Планка: теоретические аспекты и приложения (Модена). Presentation: "Случайные перемещения в неоднородной пуассоновской среде"

Timetable for today

Full timetable

International workshop  "LSA winter meeting"

International laboratory of stochastic analysis and its applications organizes international workshop "LSA winter meeting" with the participation of foreign leading researchers on 04-07 December 2017. Venue: Russia, Moscow region.  Language: English.

ENSAE to Become a Strategic Partner of Statistical Modelling and Actuarial Science Master Program

The new master program Statistical Modelling and Actuarial Science is for students interested in mastering modern probability, statistics methodology, and modelling methods in economic processes, as well as mathematics of insurance theory. Core courses will be instructed by the members of the international Laboratory of Stochastic Analysis and its Applications.

New Tenured Professors at HSE

On April 29, 2016 at the Academic Council meeting 25 HSE Professors were conferred the status of Tenured Professor.