VLADIMIR P. KURENOK. Curriculum Vitae

1 VLADIMIR P. KURENOK Curriculum Vitae EDUCATION Belarus State University, Minsk, Belarus, 1991 Degree: Candidate of Science in Physics and Mathemati...
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VLADIMIR P. KURENOK Curriculum Vitae EDUCATION Belarus State University, Minsk, Belarus, 1991 Degree: Candidate of Science in Physics and Mathematics [Ph.D] Dissertation: ”On Solutions of Stochastic Differential Equations with Singular Coefficients”. Advisor: Prof. Dr. N. M. Suev Belarus State University, Minsk, Belarus, 1986-1990 Department of Probability Theory and Mathematical Statistics, post-graduate course in probability theory and mathematical statistics Friedrich-Schiller-University, Department of Mathematics, Jena, Germany, 1983-1986 Degree: Graduate Mathematician [Masters in Mathematics] Thesis: ”Investigations of Stochastic Differential Equations via Time Change Method” Advisors: Prof. Dr. H.J.Engelbert, Dr. W.M.Schmidt Belarus State University, Minsk, Belarus, 1981-1983 Undergraduate study at the Department of Applied Mathematics Non-Degree Education/Training Society of Actuaries (SOA), 475 N. Martingale Rd, Schaumburg, IL 60173 Passed Course 1, 2002 Republic of Belarus, State Supreme Certifying Commission, 2001 Awarded Academic Title of Associated Professor in Mathematics Ruhr-University Bochum, Bochum, Germany, 1993-1994 Department of Mathematics, DAAD (German Academic Exchange Service) Scholarship

EMPLOYMENT University of Missouri-St. Louis, Department of Mathematics and Computer Science, Adjunct Professor of Mathematics, Spring semester 2011 University of Wisconsin-Green Bay, Natural and Applied Sciences, Assistant Professor of Mathematics (2003-2009), Associate Professor of Mathematics (2009 – present) Washington University in St. Louis, School of Engineering and Applied Science, Department of Systems Science and Mathematics, Adjunct Professor of Mathematics, 2002-2003, summer 2006

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University of Missouri-St. Louis, Department of Mathematics and Computer Science, Adjunct Professor of Mathematics, 2002-2003 St. Louis University, Department of Mathematics and Mathematical Computer Science, Adjunct Assistant Professor of Mathematics, 2002-2003 Maryville University of St. Louis, School of Liberal Arts and Professional Programs, Adjunct Assistant Professor of Mathematics, 2001 Belarus State University, Minsk, Department of Mathematics and Mechanics, Senior Lecturer in Mathematics (Assoc. Prof.),1998-2001; Assistant Professor of Mathematics,1994-1998; Research Associate, 1990-1994 Ruhr-University Bochum, Department of Mathematics, recepient of a DAAD Fellowship, 1993-1994

A. TEACHING Summary of teaching: Since beginning my teaching career in 1990, I have taught more than 30 different courses at various universities to students with different backgrounds and various levels of preparation. I consider teaching as the primary responsibility of my profession and my qualification as a mathematician.

1. Teaching experience University of Wisconsin-Green Bay: • Introductory Statistics • Theory of Probability • Mathematical Statistics • Applied Regression Analysis • Design of Experiments • Calculus and Analytic Geometry I • Calculus and Analytic Geometry II • Multivariate Calculus • Ordinary Differential Equations • Analysis I • Analysis II Washington University in St. Louis: • Introductory Statistics (calculus not required)

3 • Random Variables and Stochastic Processes I (graduate courses, measure theory required) • Random Variables and Stochastic Processes II (graduate courses, measure theory required) • Probability and Statistics for Engineers • Mathematics of Modern Engineering I (graduate course) • Mathematics of Modern Engineering II (graduate course) • Matrix Algebra University of Missouri-St. Louis: • Applied Statistics I (calculus based) • Calculus and Analytic Geometry I • Calculus and Analytic Geometry II • Calculus and Analytic Geometry III • Linear Algebra • Introduction to Differential Equations • Discrete Structures • Βasic Calculus • Mathematical Statistics St. Louis University: • Survey of Calculus (using a graphing calculator) Maryville University in St. Louis: • Applied Linear Algebra (for actuarial science students) • Intermediate Algebra Belarus State University: • Elementary Probability Theory • Probability Theory and Introduction to Stochastic Processes (undergraduate course for mathematics mayor students only, measure theory based, with proofs) • Mathematical Statistics • Operations Research (upper undergraduate level) • Linear Stochastic Filtering • A Course of Stochastic Processes (graduate level) • Theory of Martingales (graduate level) • Stochastic Integration and Introduction to Stochastic Analysis (graduate level) • Elements of Queuing Theory (graduate level) • Introduction to Actuarial Mathematics • Mathematical Models of Risk Theory • Discrete Models of Financial Mathematics (graduate level) • Linear Algebra and Geometry

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2. Teaching statement I consider the field of mathematics to be a very connected and exciting system where we, mathematicians, have the privilege, not only to exist and to create new connections, but also to teach students to understand this system. I think that I was fortunate enough to go through mathematical schools that enabled me to learn the basics of many parts of mathematics and to learn mathematics as such. There is no bigger goal for me than to teach students to understand the beauty of mathematics as well. My goals in teaching a course are to try to achieve the following: by transferring the knowledge that I have to students, I show them how much I love the subject and that I care a lot about how well they understand the subject. In fact, I often say at the beginning of a new course, “I hope that we will have fun: the students from enjoying the learning of new concepts (which requires every time doing a lot of work) and the instructor from seeing the students succeed”. If both these goals are met by the end of the course, then I can say that it was a successful one. There are also a number of small details that help me to achieve my goals. Here are some guidelines I try to follow when teaching: Be prepared for all lectures. It is a good idea to go over all derivations to be presented in the class so as not be stuck in the middle of a derivation; The lecture should not be a repetition of the textbook. After all, students can read the textbook and in the lecture they are looking for more than a copy of that. In the lecture, I try to stress right away the main points of it and to present a new concept, as such, in general using examples as motivation. After this I go into details using my own examples and those from the textbook; There are three main elements in any course: lecture, homework and exams. Homework should be assigned in advance. At least two written exams should be given: mid-term and final. Present the students with clear grade break-downs on the first day of classes; Establish a two-way dialog with students in the class. Schedule office hours during times in which you are easy accessible to students and they can personally communicate with you. Office hours give an excellent opportunity to get know the students better; Update the class web page on time and provide access to exam and homework solutions when due; Come 5 minutes ahead of time to class to erase the blackboard and answer questions; Face the students not the blackboard.

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B. SCHOLARSHIP Summary of research: The main area of my research over the years has been stochastic models and their applications. In particular, I devoted my attention to studying the dynamical models allowing jumps as the interest to such models increased tremendously over the last 10-15 years. I consider my main contribution to the area to be proving of various integral estimates for solutions of stochastic differential equations with jumps and using them to study the corresponding stochastic dynamical models. This has resulted in publication of 11 peer-reviewed papers many of which have been published in top mathematical and probabilistic journals.

1. Publications In referred journals: 25. V.P. Kurenok, Time change method and SDEs with nonnegative drift, Canadian Mathematical Bulletin, Vol. 53(3) (2010), pp. 503-515. 24. V.P. Kurenok, On degenerate stochastic equations of It´o type with jumps, Statistics and Probability Letters, Vol. 78 (2008), 2917-2925. 23. V.P. Kurenok, On driftless one-dimensional SDEs with respect to stable Levy processes, Lithuanian Mathematical Journal, Vol. 47 (2007), No. 4, 423-435. 22. V.P. Kurenok, Stochastic equations driven by a Cauchy process, IMS Collections ”Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz”, Vol. 4 (2008), 99-106. 21. V.P. Kurenok, On a model of term structure of interest rate processes of stable type, New Zealand Journal of Mathematics, Vol. 38 (2008) , pp. 149-160. 20. V.P. Kurenok and A.N. Lepeyev, On multidimensional SDEs with locally integrable coefficients, Rocky Mountain Journal of Mathematics, Vol. 38 (2008), No. 1, 139-174. 19. V.P. Kurenok, A note on L2-estimates for stable integrals with drift, Transactions of AMS, Vol. 300 (2008), No. 2, 925-938. 18. V.P. Kurenok, Stochastic equations with time-dependent drift driven by Levy processes, Journal of Theoretical Probability, Vol. 20 (2007), No. 4, 859-869. 17. V.P. Kurenok, Stochastic equations with miltidimensional drift driven by Levy processes, Random Operators and Stochastic Equations, Vol. 14 (2006), No. 4, 311-324. 16. H.J. Engelbert, V.P. Kurenok and A. Zalinescu, On existence and uniqueness of reflected solutions of stochastic equations driven by symmetric stable processes, In: ”From Stochastic Calculus to Mathematical Finance”, The Shiryaev Festschrift, Springer Verlag, 2006,

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227-249. 15. V.P. Kurenok and A.N. Lepeyev, Multidimensional SDEs with unbounded drift, Proceedings of the Academy of Sciences of Belarus, Vol. 12 (2004), 107-110. 14. V.P. Kurenok and H.J. Engelbert, On one-dimensional stochastic equations driven by symmetric stable processes, Series Stochastic Monographs, Volume 12, Stochastic Processes and Related Topics, edited by R. Buckdahn, H.J.Engelbert, and M.Yor, Taylor and Francis, London and New York, 2002, 81-110. 12. V.P. Kurenok, Existence of solutions of stochastic equations driven by stable Levy processes, Reports of the Academy of Sciences of Belarus, No. 1, 2001, 63-68. 13. V.P. Kurenok and H.J. Engelbert, On multidimensional SDE’s without drift and with time-dependent diffusion matrix, Georgian Mathematical Journal, Vol. 7 (2000), No. 4, 643-664. 11. V.P. Kurenok, On the ”zero-one law” of the integral functionals of quasi-stable processes, Proceedings of the Academy of Sciences of Belarus, Vol. 44 (2000), No. 3, 33-36. 10. V.P. Kurenok, On weak convergence of random walks to symmetric stable processes, Proceedings of the international conference AMADE, Minsk, Institute of Mathematics of the Academy of Sciences of Belarus, Vol. 6 (2000), 109-112. 9. V.P. Kurenok, On the existence of global solutions of stochastic differential equations with time-dependent coefficients, Proceedings of the Academy of Sciences of Belarus, Vol. 44 (2000), No. 1, 30-34. 8. V.P. Kurenok, On multidimensional stochastic differential equations driven by Brownian motion, Proceedings of the international conference”Dynamical Systems: Stability, Control, Optimization”, Minsk, Vol. 2 (1998), 168-170. 7. V.P. Kurenok, On the representation property of some diffusion processes, ”Operators and Operator Equations”, Novocherkask, 1995, 39-44. 6. V.P. Kurenok, On weak solutions of SDE’s with singular diffusion coefficient, Proceedings of the conference ”Modern Problems of Informatics”, Minsk, 1990, 78-79. 5. V.P. Kurenok, On some properties of solutions of stochastic differential equations with special diffusion coefficient, Reports of the Academy of Sciences of Belarus, 1990, Dep. 31.01.90, No. 602-B90, pp. 1-16. 4. V.P. Kurenok, Existence of solutions of stochastic differential equations without drift by local integrability of the coefficient a-2, Vestnik of Belarus State University, Ser. 1, 1990, No. 1, 43-46.

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3. V.P. Kurenok, On the existence of solutions of one-dimensional stochastic differential equations, Reports of the Academy of Sciences of Belarus, 1989, No. 4, 38-43. 2. V.P. Kurenok, On the classification of solutions of stochastic differential equations with a special diffusion coefficient, Vestnik of Belarus State University, Ser. 1, 1989, No. 1, 64-66. 1. V.P. Kurenok, On the existence of solutions of multidimensional stochastic differential equations, Reports of the Academy of Sciences of Belarus, Dep. 11.04.88, No. 2686-B88, 1988, pp.1-16.

Technical reports and other publications:

1. H.J. Engelbert, V.P. Kurenok and A. Zalinescu, On reflected solutions of stochastic equations driven by symmetric stable processes, Preprint (2004) Math/Inf/07/04, University of Jena, pp. 1-18. 2. H.J. Engelbert and V.P. Kurenok,”On one-dimensional stochastic equations driven by symmetric stable processes, Preprint (2000) Math/Inf/00/14, University of Jena, pp.1-28. 3. V.P. Kurenok, On a model for the term structure of interest rate processes of stable type, published in electronic form in the Proceedings of the 8th Symposium on Finance, Banking and Insurance, Karlsruhe, Germany, 1999, pp.1-12 (http://citeseer.nj.nec.com). 4. S. Albeverio and V.P. Kurenok, On multidimensional stochastic differential equations with time-dependent coefficients, SFB 237, Preprint No. 221 (1994). 5. E. Krushevski and V.P. Kurenok, On some functional equations arising in the queuing theory, SFB 237, Preprint No. 223 (1994). 6. V.P. Kurenok, On solutions of stochastic differential equations with singular coefficients, Ph. D. Thesis, 1991, pp. 1-128 (in Russian).

Teaching publications at Belarus State University:

1. Introduction to Stochastic Analysis. The Martingale Approach, published by Eridan, Minsk, 2000 (in Russian). 2. Elements of the General Theory of Stochastic Processes, published by Eridan, Minsk, 2000 (in Russian). 3. (joint with A.V. Lebedev, J.V.Lysenko, and O. N. Sorokoletova) Extreme Problems of

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Graph Theory, published by Belarus State University, Minsk, 2000, 64 pages (in Russian).

Abstracts in conference proceedings: 1. Kurenok V.P. Krylov’s estimates for Levy processes of jump type and some applications, Abstracts of Reports of the International Conference “Analytic Methods of Analysis and Differential Equations”, 13-19th September 2006, Minsk, Belarus, p. 71. 2. Kurenok V. P. and Lepeyev A. N. On Solutions of Multidimensional SDEs with Locally Integrable Coefficients, Abstracts of the International Conference I, Modern Problems and New Trends in Probability Theory”, Ukraine, Chernivtsi, June 19-26, 2005, p. 136-137.

2. Presentations Invited talks: ”Existence and uniqueness of solutions for SDEs associated with the fractional Laplacian”, ”5th International Conference on Differential Equations and Dynamical Systems”, University of Texas-Pan American, December 16-18, 2006 ”On Krylov’s estimates for Levy processes and their applications to SDEs”, ”Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems”, conference in honor of Rafail Z. Khasminskii on the occasion of his 75th birthday, Wayne State University in Detroit, September 15-17, 2006 ”On L2-estimates of stable integrals with drift”, Conference on Markov Processes and Related Topics in honor of Tom Kurtz on the occasion of his 65th birthday, University of Wisconsin-Madison, July 10-13, 2006 ”On reflected solutions of stochastic equations driven by symmetric stable processes”, Conference on Martingales, Potential Theory and Stochastic Analysis, University of Florida in Gainesville, November 10-12, 2005 ”On multidimensional SDE’s with locally integrable coefficients”, Conference on Stochastic Control and Numerics, University of Wisconsin-Milwakee, September 15-17, 2005 ”On existence and uniqueness of reflected solutions of stochastic equations driven by symmetric stable processes” , University of Wisconsin-Madison, Department of Mathematics, September 2004 ”On a model for the term structure of interest rate processes of stable type”, IMA Workshop ”Financial Data Analysis and Applications”, University of Minnesota, Minneapolis, May 2004

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3. Conferences and seminar participation Twenty-Eight Midwest Probability Colloquium, October 20-21, 2006, Northwestern University in Evanston, IL Seminar “Eigenvalues and singular values of random matrices: theory and applications”, Department of Electrical and Systems Engineering, Washington University in St. Louis, August 17, 2006 Twenty-Seventh Midwest Probability Colloquium, October 21-22, 2005, Northwestern University in Evanston, IL Conference on Stochastic Control and Numerics, September 15-17, 2005, University of Wisconsin-Milwakee Conference on Probability, Financial Derivatives, and Asset Pricing, July 10-13, 2005, University of Virginia Twenty-Sixth Midwest Probability Colloquium, October 14-16, 2004, Northwestern University in Evanston, IL IMA Workshop “Financial Data Analysis and Applications”, May 24-28, 2004, University of Minnesota, Minneapolis University of Wisconsin-Madison, Department of Mathematics, April 2004 Fifty-Second Midwest Conference in Partial Differential Equations, November 15-16, 2003, School of Mathematics, University of Minnesota, Minneapolis Twenty-Fifth Midwest Probability Colloquium, October 16-18, 2003, Northwestern University in Evanston, IL

4.Reviewing activities A reviewer for Statistics and Probability Letters, Annales of the Instutute of A. Poincare, Journal of Environmental Informatics A reviewer for MR (Mathematical Reviews) by AMS (American Mathematical Society) since 2007; to date wrote reviews for 17 papers Reviewed the book “Theory of Probability and Random Processes” by Leonid B. Koralov and Yakov G. Sinai, 2007, Springer

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Reviewed the book “Stochastik: Einfuehrung in die Wahrscheinlichkeitstheorie und Statistik” by Hans-Otto Georgii, 2007, Walter de Gruyter

5. Research grants Release time grant, WISYS Technology Foundation, $3,500 (2008) Aid-in-Research grant, UWGB,

$300 (2006)

Travel grant – University of Delaware, NSF, $500 (2008) Travel grant – Columbia University, NSF, $700 (2006) Travel grant – Wayne State University, NSF, $900 (2006) Travel grant – University of Wisconsin, NSF, $700 (2006) Travel grant – University of Florida, NSF, $500 (2005) Travel grant – University of Wisconsin-Milwaukee, NSF, $500 (2005) Travel grant – Illinois Institute of Technology, NSF, $800 (2003)

6. Other related scholarship Providing the support with data analysis in the paper “Mitochondrial localization of p53 during adenovirus infection and regulation of its activity by E1B-19K” (authors: Elena Lomonosova, T. Tubramanian and G. Chinnadurai), published in Oncogene, 2005, 24(45):6796-808 (my name is mentioned in Acknowledgement part of the paper) Providing of mathematical support for a biological project “Molecular and Genetic Determinants of Rous Sarcoma Virus Integrase for Concerted DNA Integration” (authors: Roger Chui and Duane P. Grandgenett) published in Journal of Virology, Vol. 77, No. 11, pp. 6482-6492(2003) (my name is mentioned in Acknowledgement part of the paper) Providing of statistical support (data analysis) for the project “Mitochondrial localization of p53 during adenovirus infection and regulation of its activity by E1B9K” (authors: Elena Lomonosova, T.Subramanian and G. Chinnadurai) published in Oncogene; advanced online publication: 10.1038/sj.onc.1208836 (my name is mentioned in Acknowledgement of the paper)

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7. Research interests stochastic analysis and ordinary SDEs Levy processes statistics actuarial and financial mathematics 8. Ph.D. students Andrei Lepeyev (Belarus State University, joint comentoring with Prof. N. Lazakovich) “On Stochastic Differential Equations and Inclusions” , has successfully defended the Ph.D. Thesis on February 17, 2006 9. Research statement Along with teaching, research plays an important role in my professional career. Staying active in research and scholarship is one of the key elements that distinguish the faculty of the institutions of higher education from those who work in secondary education. Research involvement allows one to make a contribution, not only to the profession, but also ultimately to the quality of one’s teaching as it permits the instructor to better understand where the development of a particular discipline goes and what kind of mathematical applications are needed in various professions and disciplines. My primary research interests lie in probability theory and stochastic processes and their applications to financial mathematics. More specifically, I have been interested in studying dynamical models described by various types of stochastic differential equations (SDEs). Study of SDEs is a branch of probability theory that is based on the concept of a stochastic integral developed in late 1940s by the Japanese mathematician, K. Ito, and martingale theory developed in the 1950s and 1960s, primarily by a group of French probabilists around P. Meyer. The classical theory of SDEs includes the models described by so-called Brownian motion, which leads ultimately to dynamical processes with continuous paths, the case that has dominated the theory and applications for many years. However, it turns out that many real models do not fit well into the theory with continuous paths as they allow for jumps, thus suggesting looking for better models with discontinuous trajectories. For example, the price of many stocks, bonds, and other financial instruments is changing exactly jump wise. The focus of my research in the past 5 to 10 years has been around models described by SDEs with jumps, in particular by SDEs driven by so-called symmetric stable processes. More specifically, after coming to UWGB in 2003, I was looking to study the solutions of SDEs with jumps and measurable coefficients by the presence of a drift term. My motivation was the fact that some simpler models without drift term were studied by various authors in the late 1990s and in the beginning of 2000, but not the general case. It was also clear that the general case could not be handled similarly to the case without drift, since the main method, the method of time change, used before does not work in general case. I consider the major achievement of my research career so far that I was able to prove various

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integral estimates for distributions of solutions of stochastic differential equations with drift driven by symmetric stable and other Levy processes. Those estimates are important in many theoretical aspects of corresponding models with jumps and their applications. As the result of these estimates, I was able to study various classes of SDEs with jumps. This yielded 11 peer-review publications in high-ranked journals (see the List of publications). Though the majority of the research articles are written by me alone, I continue to work with my co-authors from Friedrich Schiller University in Jena, Germany (H.J. Engelbert), Belarus State University, Belarus (A. Lepeyev), University of Grenoble, France (A. Zalinescu). Our cooperation has resulted in published papers (see the List of publications) and successful defense of the Ph.D. thesis by A. Lepeyev, in 2006, with me as one of his co-mentors.