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About me

Graduated from Kiev University (1968, Mathematics), Candidate of Science [eq. PhD], (1970, Mathematical Statistics), Doctor of Science (1973, Mathematical Statistics). Awarded the Prize of the Moscow Mathematical Society (1973) and the Ukrainian Ostrovsky Prize (1977) for work on stochastic processes. Lecturer and Senior Lecturer (1970-1974), Professor (1974-1992) at the Department of Probability and Mathematical Statistics and Head of the Statistical Research Centre (1980-1990) at Kiev University. Guest scientist at Umeå University (1991-1992), Senior lecturer at Luleå University of Technology (1992-1994) and at Umeå University (1994-1999). Visiting professor at the Hebrew University of Jerusalem (1993) and the University of Turku (1998). Professor at the Mälardalen University from 1999 and Stockholm University from 2009. Member of the editorial boards of the journals "Theory of Probability and Mathematical Statistics" and "Theory of Stochastic Processes", Co-ordinator of the EU Tempus Projects "Statistical Aspects of Economics" (1998-2001), "Improvement of Education in Statistical Applications in Economics" (2002-2004), "Training Centre for Actuaries and Financial Analysts" (2005-2008), and "Educational Measurements Adapted to EU Standards" (2009-2011). The main areas of research are Stochastic processes, Actuarial and financial mathematics, Mathematical modelling of stochastic systems, and Statistical, actuarial and financial software. Author of 11 books and more than 150 research papers. Supervised 22 doctoral students who subsequently obtained PhD degrees.

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Teaching

Selected corses:

- Stochastic Processes IV (Spring 2011, 2013, 2015),

- Probability Theory IV (Spring 2010, 2012, 2014),

- Paradoxes in Theory of Probability and Mathematical Statistics (Fall 2013).

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Research

Research areas:

- Stochastic processes

- Actuarial and financial mathematics

- Mathematical modelling of stochastic systems

- Statistical actuarial and financial software

For some results, see the following:

- Silvestrov.D., Silvestrov, S. Nonlinearly Perturbed Semi-Markov Processes. SpringerBriefs in Probability and Mathematical Statistics, Springer, Cham, 2017, xiv+143 pp.

- Silvestrov.D. American-Type Options. Stochastic Approximation Methods. Volume 2. De Gruyter Studies in Mathematics, 57, Walter de Gruyter, Berlin, 2015, xi+558 pp.

- Silvestrov.D. American-Type Options. Stochastic Approximation Methods. Volume 1. De Gruyter Studies in Mathematics, 56, Walter de Gruyter, Berlin, 2014, x+509 pp.

- Gyllenberg, M., Sivestrov, D.S. Quasi-Stationary Phenomena in Nonlinearly Perturbed Stochastic Systems. De Gruyter Expositions in Mathematics, 44, Walter de Gruyter, Berlin, 2008, xii+579 pp.

- Silvestrov, D.S. Limit Theorems for Randomly Stopped Stochastic Processes. Probability and Its Applications. Springer, London, 2004, xiv+398 pp.

-Silvestrov, D.S., Silvestrova, E.D. Elsevier's Dictionary of Statistical Terminology, English-Russian, Russian-English. Elsevier Scientific Publisher, Amsterdam, 1995, 496 pp.

- Dorogovtsev, A.Ya., Silvestrov, D.S., Skorokhod, A.V., Yadrenko, M.I. Probability Theory: Collection of Problems. Translations of Mathematical Monographs, volume 163. American Mathematical Society, 1997, 347 pp.

- Silvestrov, D.S., Semenov, N.A., Marishchuk, V.V. Packages of Applied Programs of Statistical Analysis. "Tekhnika" Publishers, Kiev, 1990, 174 pp.

- Silvestrov, D.S., A Software of Applied Statistics. "Finansi and Statistika" Publishers, Moscow, 1988, 240 pp.

- Silvestrov, D.S., Semi-Markov Processes with a Discrete State Space. Library for an Engineer in Reliability. "Soviet Radio" Publishers, Moscow 1980, 272 pp.

- Dorogovtsev, A.Ya., Silvestrov, D.S., Skorokhod, A.V., Yadrenko, M.I. Probability Theory. A Collection of Problems, 2nd edition. Vishcha Shkola, Kiev, 1980, 432 pp.

- Dorogovtsev, A.Ya., Silvestrov, D.S., Skorokhod, A.V., Yadrenko, M.I. Probability Theory. A Collection of Problems. Vishcha Shkola, Kiev, 1976, 384 pp.

- Silvestrov, D.S., Limit Theorems for Composite Random Functions. Vishcha Shkola and Izdatel'stvo Kievskogo Universiteta, Kiev, 1974, 318 pp.