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Faculty and StaffUnits

Name and Position

Contacts

27473

Averboukh, Yurii

Senior Research Fellow: Laboratory of Stochastic Analysis and its Applications

Mean field games mathematical control theory differential games Mean field type differential games nonzero-sum differential games Mean field type control

22392

Research Assistant, Postgraduate Student: Laboratory of Stochastic Analysis and its Applications

+7 (495) 772-95-90
27496

Borzykh, Dmitriy

Assistant Professor: Faculty of Economic Sciences / Department of Applied Economics
Research Fellow: Laboratory of Stochastic Analysis and its Applications

28430

Dzhabieva, Maria

Manager: Laboratory of Stochastic Analysis and its Applications

(495)7729590
23153

Galachieva, Musadin

Manager: Laboratory of Stochastic Analysis and its Applications
Visiting Specialist: School of Foreign Languages

27473

Research Assistant: Laboratory of Stochastic Analysis and its Applications
Postgraduate Student: Faculty of Mathematics

27055

Gushchin, Alexander A.

Professor: Faculty of Economic Sciences / Department of Statistics and Data Analysis
Leading Research Fellow: Laboratory of Stochastic Analysis and its Applications

27473

Jabir, Jean-Francois M.

Assistant Professor: Faculty of Economic Sciences / Department of Statistics and Data Analysis
Senior Research Fellow: Laboratory of Stochastic Analysis and its Applications

stochastic analysis stochastic differential equations Probabilistic interpretation of PDEs Nonlinear partial differential equations Stochastic modeling applied to Physics and Finance

27334

Kasianova, Ksenia

Research Assistant, Postgraduate Student: Laboratory of Stochastic Analysis and its Applications
Visiting Lecturer: Faculty of Computer Science / Big Data and Information Retrieval School

+7 (495) 772-95-90
27046

Research Professor: Faculty of Economic Sciences / Department of Statistics and Data Analysis
Leading Research Fellow: Laboratory of Stochastic Analysis and its Applications

27473

Kolokoltsov, Vasili

Chief Research Fellow: Laboratory of Stochastic Analysis and its Applications

+7 (495) 772-95-90
27474

Konakov, Valentin

Laboratory Head, Chief Research Fellow: Laboratory of Stochastic Analysis and its Applications
Professor: Faculty of Economic Sciences / Department of Statistics and Data Analysis

12735

Senior Research Fellow: Laboratory of Stochastic Analysis and its Applications
Associate Professor: Faculty of Mathematics

stochastic processes Statistical mechanics Large deviations theory calculus of variations

27473

Molchanov, Stanislav

Academic Supervisor: Laboratory of Stochastic Analysis and its Applications

+7 (495) 772-95-90
22381

Moreno-Franco, Harold A.

Assistant Professor: Faculty of Economic Sciences / Department of Statistics and Data Analysis
Senior Research Fellow: Laboratory of Stochastic Analysis and its Applications

probability theory stochastic processes Stochastic Control Theory stochastic partial differential equations partial differential equations Integro-Differential Equations financial mathematics

27473

Morozova, Ekaterina

Research Assistant: Laboratory of Stochastic Analysis and its Applications

statistical inference mixture models extreme value theory stochastic processes

11111

Palamarchuk, Ekaterina S.

Senior Research Fellow: Laboratory of Stochastic Analysis and its Applications

stochastic control linear system theory limit theorems behavioral Economics financial mathematics risk theory

+7 (495) 772-95-90
27042

Panov, Vladimir

Associate Professor: Faculty of Economic Sciences / Department of Statistics and Data Analysis
Senior Research Fellow: Laboratory of Stochastic Analysis and its Applications

data mining extreme value theory Levy processes statistical inference for stochastic processes stochastic modeling applied probability

+7 (495) 772-95-90
15510

Piterbarg, Vladimir

Professor: Faculty of Economic Sciences / Department of Statistics and Data Analysis
Leading Research Fellow: Laboratory of Stochastic Analysis and its Applications

27496

Pogorelova, Polina

Senior Lecturer: Faculty of Economic Sciences / Department of Applied Economics
Research Assistant: Laboratory of Stochastic Analysis and its Applications

27501

Slabolitskiy, Ilya S.

Assistant: Faculty of Economic Sciences / Department of Statistics and Data Analysis
Research Assistant, Postgraduate Student: Laboratory of Stochastic Analysis and its Applications

probability theory mathematical statistics stochastic processes extreme value analysis econometrics time series