• Structure
• Researchers
• Publications
• Projects
• PhD
• Conferences
• News
• European News
• Trade Union

Degrees: Dr. habil., Associate Professor Function: Principal Researcher Date of birth: December 10, 1957 Publications: 72 Foreign languages: Russian, Ukrainian, English Phone: 73-80-46 Email:

Research interests

Probability theory, mathematical statistics, stochastic processes, random evolutions, diffusion processes at finite speed, transport processes in biological and physical systems, random walks, stochastic processes in random environments, partial differential equations in stochastic models, statistical physics, wave processes, probabilities on algebraic structures, statistical quality control

Important publications

• Telegraph Processes and Option Pricing.
  Ratanov N., Kolesnik A.D. 2nd edition, Springer, Berlin-Heidelberg 456 pp., 2022.
• Markov Random Flights.
  Kolesnik A.D. CRC Press, 2021.
• Spherically restricted random hyperbolic diffusion.
  Broadbridge P., Kolesnik A.D., Leonenko N., Olenko A., Omari D., Entropy, 2020, 22, 217-248.
• Random spherical hyperbolic diffusion.
  Broadbridge P., Kolesnik A.D., Leonenko N., Olenko A., J. Statist. Phys., 2019, 177, 889-916.
• Linear combinations of the telegraph random processes driven by partial differential equations.
  Kolesnik A.D., Stoch. Dynam., 2018, vol. 18, no. 4, 1850020, 24 pp.
• Slow diffusion by Markov random flights.
  Kolesnik A.D., Physica A: Statist. Mech. Appl., 2018, 499, 186-197.
• Asymptotic relation for the transition density of the three-dimensional Markov random flight on small time intervals.
  Kolesnik A.D., J. Statist. Phys., 2017, 166, 434-452.
• Integral equation for the transition density of the multidimensional Markov random flight.
  Kolesnik A.D., Theory Stoch. Process., 2015, 20(36), 42-53.
• The explicit probability distribution of the sum of two telegraph processes.
  Kolesnik A.D., Stoch. Dynam., 2015, vol. 15, no. 2, ID 1550013, 32 pp.
• Probability distribution function for the Euclidean distance between two telegraph processes.
  Kolesnik A.D., Adv. Appl. Probab., 2014, 46, 1172-1193.
• Probability law for the Euclidean distance between two planar random flights.
  Kolesnik A.D., J. Statist. Phys., 2014, 154, 1124-1152.
• Telegraph Processes and Option Pricing.
  Kolesnik A.D., Ratanov N., Springer, 2013.
• Random evolutions are driven by the hyperparabolic operators.
  Kolesnik A.D., Pinsky M.A., J. Statist. Phys., 2011, 142, 828-846.
• The explicit probability distribution of a six-dimensional random flight.
  Kolesnik A.D., Theory Stoch. Process., 2009, 15(1), 33-39.
• Asymptotic relation for the density of a multidimensional random evolution with rare Poisson switchings.
  Kolesnik A.D., Ukrain. Math. J., 2008, 60, 1915-1926.
• Random motions at finite speed in higher dimensions.
  Kolesnik A.D. J. Statist. Phys., 2008, 131, 1039-1065.
• A limit theorem for symmetric Markovian random evolutions in R^m.
  Kolesnik A.D. Theory Stoch. Process., 2008, 14(1), 69-75.
• A note on planar random motion at finite speed.
  Kolesnik A.D. J. Appl. Probab., 2007, 44, 838-842.
• A four-dimensional random motion at finite speed.
  Kolesnik A.D. J. Appl. Probab., 2006, 43, 1107-1118.
• A planar random motion with an infinite number of directions controlled by the damped wave equation.
  Kolesnik A.D. and Orsingher E. J. Appl. Probab., 2005, 42, 1168-1182.
• Analysis of a finite-velocity planar random motion with reflection.
  Kolesnik A.D. and Orsingher E. Theory Probab. Appl., 2002, 46, 132-140.
• Weak convergence of a planar random evolution to the Wiener process.
  Kolesnik A.D. J. Theoret. Probab., 2001, 14, 485-494.
• The equation of symmetric Markovian random evolution in a plane.
  Kolesnik A.D. and Turbin A.F. Stoch. Process. Appl., 1998, 75, 67-87.
• The equations of Markovian random evolution on the line.
  Kolesnik A.D. J. Appl. Probab., 1998, 35, 27-35.
• Hyperbolic equations of the random evolutions in R^m.
  Turbin A.F. and Kolesnik A.D. In: "Probability Theory and Mathematical Statistics", 1992, World Scientific, 397-402.
• Infinitesimal hyperbolic operator of the Markovian random evolutions in Bbb Rⁿ.
  Kolesnik A.D. and Turbin A.F. Dokl. Akad. Nauk Ukrain., 1991, 1, 11-14. (Russian)

Membership in Societies and Editorial Boards

• Reviewer for journal "Stochastic Processes and Their Applications".
• Reviewer for journal "Journal of Theoretical Probability".
• Reviewer for journal "Journal of Applied Probability".
• Reviewer for journal "Advances in Applied Probability".
• Reviewer for journal "Stochastics and Stochastics Reports".
• Reviewer for journal "Mathematika".
• Reviewer for journal "Stochastic Analysis and Applications".
• Reviewer for journal "Journal of Statistical Physics".
• Reviewer for journal "Bernoulli".
• Reviewer for journal "Stochastic Models".
• Reviewer for journal "Physica A".
• Reviewer for journal "Physics Letters A".
• Reviewer for journal "ESAIM: Probability and Statistics".
• Reviewer for journal "Theory of Stochastic Processes".
• Reviewer for journal "Ukrainian Mathematical Journal".
• Editor of journal "Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica"
• Member of the Section "Exact Sciences and Engineering" of the Academy of Sciences of Moldova.
• Member of the Assembly of the Academy of Sciences of Moldova.
• Member of the Board of Global Advisors of the International Federation of Nonlinear Analysts (IFNA) (USA).
• Member of the Expert Board on Mathematics of the National Council for Accreditation and Attestation of Moldova. (2014-2018)
• Member of the Scientific Council of the Institute of Mathematics and Computer Science.
• Member of international scientific society: the Institute of Mathematical Statistics (USA).
• Member of international scientific society: Gesellschaft für Angewandte Mathematik und Mechanik (GAMM) (Germany).

Distinctions

• "Academician Constantin Sibirschi" Prize (2022).
• Medal "Dimitrie Cantemir" (2022).
• Certificate of Outstanding Contribution in Reviewing for journal "Stochastic Processes and Their Applications" (2018).
  
  
• Medal "Nicolae Milescu Spătarul" (2017).
• Laureate of Award of the Institute of Mathematics and Computer Science for valuable scientific publications (1996, 1999, 2001, 2008, 2011, 2013, 2016, 2020. 2022).
• Laureate of the Republican Award for Youth in Domain of Science and Technology (1992).

Publications in Computer Science Journal of Moldova, Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica and Quasigroups and Related Systems

• 2012 Moment analysis of the telegraph random process
• 2009 The distribution of a planar random evolution with random start point.
• 2008 Moments of the Markovian random evolutions in two and four dimensions.
• 2008 Symmetric random evolution in the space ℜ⁶.
• 2006 Characteristic functions of Markovian random evolutions in ℜ^m.
• 2006 Discontinuous term of the distribution for Markovian random evolution in R³.
• 2004 Cyclic planar random evolution with four directions.
• 2003 Weak convergence of the distributions of Marcovian random evolutions in two and three dimensions. (English)
• 2000 A polynomial representation of the infinitesimal operator of the Markovian random evolution in a plane. (English)
• 1995 Combinatorial formula for generalized Fibonacci sequence and Chebyshev's polynomials of two variables. (English)
• 1994 On the generalized Fibonacci sequence. (English)
• 1993 Multiplicative system of functions corresponding to the group $C\sb 2 \times \Gamma$. (English)

 

Copyright © 2001–2024 Vladimir Andrunachievici Institute of Mathematics and Computer Science
Tel: (373 22) 72-59-82, Fax: (373 22) 73-80-27, Email:
Address: 5, Academiei street, Chisinau, Republic of Moldova, MD 2028