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Address: Street Shabolovka, 28/11 house, building 9, room 1119
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ORCID: 0000-0001-8331-4950
ResearcherID: A-1936-2014
Scopus AuthorID: 7003450051
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M. M. Yudkevich
V. Mkhitarian
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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
    Moscow State Institute of Electronics and Mathematics

  • 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 (2017/2018)

Courses (2016/2017)

Courses (2015/2016)

Courses (2014/2015)

Courses (2013/2014)

Courses (2012/2013)

Courses (2011/2012)

Courses (2010/2011)

Editorial board membership

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


  • 2012

    Université Evry Val d’Essone "Séminaire des probabilités" (Париж). Presentation: Statistical convergence of Markov experiments

  • V I Международная школа-симпозиум "Анализ, Моделирование, Управление, Развитие экономических систем (АМУР-2012) (Севастополь). Presentation: Некоторые методы оценивания параметров моделей со стохастической волатильностью

  • 2010

    Kolmogorov Equations in Physics and Finance (Модена). Presentation: Discrete “parametrix” method and its applications

  • CREST and Sakigake International Symposium (Токио). Presentation: Discrete "paramerix" method







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.

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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.