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Titluri: doctor habilitat, conferenţiar cercetător Postul: cercetător ştiinţific principal Data naşterii: 10 decembrie 1957 Lucrări: 72 Limbi străine: Rusa, Ucraineana, Engleza Telefon: 73-80-46 Email:

Domeniul de cercetare

Teoria probabilităţilor, statistica matematică, procese stocastice, evoluţiile aleatoare, procese de difuzie cu viteză finită, procese de transfer în sistemele biologice şi fizice, rătăciri aleatoare, procese stocastice în medii aleatoare, ecuaţii diferenţiale parţiale în modele stocastice, fizica statistică, procese unduioase, probabilităţi pe structure algebrice, controlul statistic al calităţii

Lucrări importante

• 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)

Apartenenţa la societăţi, redacţii

• Recenzent al revistei: "Stochastic Processes and Their Applications".
• Recenzent al revistei: "Journal of Theoretical Probability".
• Recenzent al revistei: "Journal of Applied Probability".
• Recenzent al revistei: "Advances in Applied Probability".
• Recenzent al revistei: "Stochastics and Stochastics Reports".
• Recenzent al revistei: "Mathematika".
• Recenzent al revistei: "Stochastic Analysis and Applications".
• Recenzent al revistei: "Journal of Statistical Physics".
• Recenzent al revistei: "Bernoulli".
• Recenzent al revistei: "Stochastic Models".
• Recenzent al revistei: "Physica A".
• Recenzent al revistei: "Physics Letters A".
• Recenzent al revistei: "ESAIM: Probability and Statistics".
• Recenzent al revistei: "Theory of Stochastic Processes".
• Recenzent al revistei: "Ukrainian Mathematical Journal".
• Editor al revistei "Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica"
• Membru Secţiei "Ştiinţe Exacte şi Inginereşti".
• Membru al Asambleii Academiei de Științe a Moldovei.
• Membru al Comitetului Consultativ Global al Federaţiei Internaţionale a Analiştilor Neliniari (IFNA) (SUA).
• Membru Comisiei de Experţi la Matematică a Consiliului Naţional pentru Acreditare.şi Atestare (2014-2018)
• Membru al Consiliului Ştiinţific al Institutului de Matematică şi Informatică.
• Membru societăţii ştiinţifice internaţionale: Institute of Mathematical Statistics (SUA).
• Membru societăţii ştiinţifice internaţionale: Gesellschaft für Angewandte Mathematik und Mechanik (GAMM) (Germania).

Distincţii

• Premiul "Academicianul Constantin Sibirschi" (2022).
• Medalia "Dimitrie Cantemir" (2022).
• Certificat de contribuție remarcabilă în recenzarea revistei "Stochastic Processes and Their Applications" (2018).
  
  
• Medalia "Nicolae Milescu Spătarul" (2017).
• Laureat al Premiului Institutului de Matematică şi Informatică al AŞM pentru lucrări ştiinţifice de valoare (anii 1996, 1999, 2001, 2008, 2011, 2013, 2016, 2020, 2022).
• Laureat al Premiului republican pentru tineret în domeniul ştiinţei şi tehnicii (anul 1992).

Publicaţii în Computer Science Journal of Moldova, Buletinul Academiei de Ştiinţe a Republicii Moldova. Matematica şi 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)

 

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