About the Laboratory
The Laboratory of Stochastic Analysis and its Applications was established in 2014. Over the 12 years of the laboratory's existence, dozens of research projects have been successfully implemented in collaboration with world-renowned scientists– S.Molchanov (University of North Carolina at Charlotte, USA), E. Mammen (University of Heidelberg, Germany), S. Menozzi (University of Evry, France), and many others.
Our main goal is to obtain significant scientific results in the field of stochastic analysis and mathematical statistics. The results of our research have been published in leading Russian and international scientific journals: "Russian Mathematical Surveys," "The Annals of Probability", " The Annals of Applied Probability", "Journal of Theoretical Probability", "Probability Theory and Related Fields", "Bernoulli", "Stochastic Processes and Their Applications".
We pay special attention to the training of new highly qualified specialists in this field. Furthermore, the laboratory actively engages leading foreign scientists in cooperation and integrates them into the scientific and educational processes of the Higher School of Economics.
Academic Supervisor of the laboratory:Valentin Konakov
Head of Laboratory:Vladimir Panov
Project: New directions in applied stochastic analysis.
Textbooks and monographs written by laboratory staff:
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