
Degrees:  Dr. habil., Associate Professor  Function:  Principal Researcher 
Date of birth:  December 10, 1957  Publications:  67  Foreign languages:  Russian, Ukrainian, English  Phone:  738046  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, BerlinHeidelberg 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, 217248.  Random spherical hyperbolic diffusion.
Broadbridge P., Kolesnik A.D., Leonenko N., Olenko A., J. Statist. Phys., 2019, 177, 889916.  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, 186197.  Asymptotic relation for the transition density of the threedimensional Markov random flight on small time intervals.
Kolesnik A.D., J. Statist. Phys., 2017, 166, 434452.  Integral equation for the transition density of the multidimensional Markov random flight.
Kolesnik A.D., Theory Stoch. Process., 2015, 20(36), 4253.  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, 11721193.  Probability law for the Euclidean distance between two planar random flights.
Kolesnik A.D., J. Statist. Phys., 2014, 154, 11241152.  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, 828846.  The explicit probability distribution of a sixdimensional random flight.
Kolesnik A.D., Theory Stoch. Process., 2009, 15(1), 3339.  Asymptotic relation for the density of a multidimensional random evolution with rare Poisson switchings.
Kolesnik A.D., Ukrain. Math. J., 2008, 60, 19151926.  Random motions at finite speed in higher dimensions.
Kolesnik A.D. J. Statist. Phys., 2008, 131, 10391065.  A limit theorem for symmetric Markovian random evolutions in R^{m}.
Kolesnik A.D. Theory Stoch. Process., 2008, 14(1), 6975.  A note on planar random motion at finite speed.
Kolesnik A.D. J. Appl. Probab., 2007, 44, 838842.  A fourdimensional random motion at finite speed.
Kolesnik A.D. J. Appl. Probab., 2006, 43, 11071118.  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, 11681182.  Analysis of a finitevelocity planar random motion with reflection.
Kolesnik A.D. and Orsingher E. Theory Probab. Appl., 2002, 46, 132140.  Weak convergence of a planar random evolution to the Wiener process.
Kolesnik A.D. J. Theoret. Probab., 2001, 14, 485494.  The equation of symmetric Markovian random evolution in a plane.
Kolesnik A.D. and Turbin A.F. Stoch. Process. Appl., 1998, 75, 6787.  The equations of Markovian random evolution on the line.
Kolesnik A.D. J. Appl. Probab., 1998, 35, 2735.  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, 397402.  Infinitesimal hyperbolic operator of the Markovian random evolutions in Bbb R^{n}.
Kolesnik A.D. and Turbin A.F. Dokl. Akad. Nauk Ukrain., 1991, 1, 1114. (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. (20142018)
 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
 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