website update: 2025-07-19 10:43:03

Author: ievlevpn

vault/.obsidian/workspace.json

@@ -13,12 +13,12 @@
             "state": {
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+                "file": "_temp/2020-professor-university.md",
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               },
               "icon": "lucide-file",
-              "title": "index"
+              "title": "2020-professor-university"
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@@ -171,17 +171,18 @@
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   "lastOpenFiles": [
-    "_pages/cv.md",
+    "_education/2021-phd-probability-and-statistics.md",
+    "_education/2024-phd-actuarial-science.md",
+    "_pages/index.md",
     "_pages/contact.md",
+    "_pages/cv.md",
     "_pages/research.md",
     "_pages/publications.md",
-    "_pages/index.md",
     "_temp/talks.md",
     "_temp/contact 1.md",
     "_temp/2024-neural-networks-optimization.md",
     "_temp/2024-keynote-ai-conference.md",
     "_temp/2020-professor-university.md",
-    "_temp/2018-phd-computer-science.md",
     "_pages/teaching.md",
     "_pages/talks.md",
     "_temp",

vault/_education/2021-phd-probability-and-statistics.md

@@ -0,0 +1,21 @@
+---
+degree: Ph.D.
+field: Probability and Statistics
+institution: PDMI RAS
+location: Saint Petersburg, Russia
+graduation_year: 2021
+thesis_title: An operator approach to constructing complex and reflecting stochastic processes
+advisor: Prof. Natalia Smorodina
+committee: 
+gpa: 
+honors: 
+relevant_coursework: []
+---
+
+# Ph.D. in Probability and Statistics
+
+## Thesis/Dissertation
+
+**Title:** An operator approach to constructing complex and reflecting stochastic processes
+
+**Abstract:** This dissertation investigates semigroups and generators of Markov processes confined to a bounded domain $D \subset \mathbb{R}^d$.

vault/_education/2024-phd-actuarial-science.md

@@ -0,0 +1,26 @@
+---
+degree: Ph.D.
+field: Actuarial Science
+institution: Université de Lausanne
+location: Lausanne, Switzerland
+graduation_year: 2024
+thesis_title: Towards a Theory of Multivariate Gaussian Extremes
+advisor: Prof. Enkelejd Hashorva
+committee:
+  - Prof. Joël Wagner
+  - Prof. Philippe Soulier
+  - Prof. Krzysztof Dębicki
+  - Prof. Georgiy Schevchenko
+  - Prof. Valérie Chavez-Demoulin
+gpa: 
+honors: 
+relevant_coursework: []
+---
+
+# Ph.D. in Actuarial Science
+
+## Thesis/Dissertation
+
+**Title:** Towards a Theory of Multivariate Gaussian Extremes
+
+**Abstract:** This thesis explores several directions in the theory of extremal behaviour of Gaussian processes opened by a recent paper by K. D ̧ebicki, E. Hashorva and L. Wang (2019). In Chapter 2 we extend their results from processes to a simple yet rich class of non-homogenous vector-valued Gaussian random fields. As an application of this extension, we derive exact asymptotic approximations of the so-called double crossing probabilities. In Chapters 3, we present a new class of covariance matrix functions of exponential type, which we later apply in Chapter 4 in conjunction with the Gordon inequality to the study of extremes of locally-homogenous Gaussian random fields. This allows to significantly simplify proofs and avoid using stringent assumptions, required by the previously available techniques. In Chapter 5, we introduce a class of multivariate Gaussian processes, Brownian decision trees, closely related to the well-known Branching Brownian motion and study their extremal behaviour. In Chapter 6, we investigate the Parisian ruin in the so-called many inputs proportional reinsurance risk model with fractional Brownian motion input.

vault/_pages/contact.md

@@ -13,11 +13,12 @@ I welcome inquiries from students, researchers, collaborators, and industry prof
 **Email:** {{ site.email }}  
 **Office:** Extranef 134  
 **Mailing Address:**  
-Department des Sciences Actuarielles  
+Département de sciences actuarielles  
+Faculté des hautes études commerciales  
 Université de Lausanne  
+Quartier UNIL-Chamberonne  
 Bâtiment Extranef  
-Quartier Dorigny,  
-1015 Lausanne,  
+1015 Lausanne  
 Switzerland
 
 ## Academic Profiles

vault/_pages/index.md

@@ -6,7 +6,7 @@ permalink: /
 
 # Welcome
 
-I am a mathematician working in probability theory and stochastic processes. My recent research interests involve asymptotic analysis of rare events' probabilities, the simplest example being $\{  \exists \, t : X_t > u \}$, where $X$ is a Gaussian process and $u$ is large. This is a subject of my [unil_thesis.pdf](second PhD thesis) defended recently at the Université de Lausanne. During my first PhD at St. Petersburg department of V.A. Steklov's Mathematical Institute, I have studied semigroups and generators of Markov processes confined to bounded areas $D \subset \mathbb{R}^d$. This is a subject of my [pdmi_thesis.pdf](first thesis) (in Russian).
+I am a mathematician working in probability theory and stochastic processes. My recent research interests involve asymptotic analysis of rare events' probabilities, the simplest example being $\\{  \exists \, t : X_t > u \\}$, where $X$ is a Gaussian process and $u$ is large. This is a subject of my [unil_thesis.pdf](second PhD thesis) defended recently at the Université de Lausanne. During my first PhD at St. Petersburg department of V.A. Steklov's Mathematical Institute, I have studied semigroups and generators of Markov processes confined to bounded areas $D \subset \mathbb{R}^d$. This is a subject of my [pdmi_thesis.pdf](first thesis) (in Russian).
 
 ## Recent Highlights