English Intern
Angewandte Stochastik

Olga Aryasova - Prodi-Gastprofessur in Stochastik


Prof. Dr. Olga Aryasova wurde für das Wintersemester 2023/24 auf die Giovanni-Prodi-Gastprofessur berufen und wird sich an unserem Lehrstuhl für Angewandte Stochastik einbringen. Ihre Forschung dreht sich um stochastische Prozesse und stochastische Differentialgleichungen.

Prof. Dr. Olga Aryasova (Institute of Geophysics, National Academy of Sciences of Ukraine and Igor Sikorsky Kyiv Polytechnic Institute)

My research fields are Mathematics and Geophysics. In Mathematics, I work in Probability theory and Statistics. My main interests are stochastic differential equations (SDEs) with non-regular coefficients, in particular differentiability and limit properties of their solutions; diffusion processes in domains with barriers; regularity of stochastic flows generated by SDEs with non-regular coefficients. In Geophysics, I deal with geodynamics. My principal interests lie in the development of geophysical models of processes in the Earth’s crust and mantle based on the analysis of heat and mass transfer in media of different rheologies.

In 2000 I received my PhD in Mathematics from the Institute of Mathematics, National Academy of Sciences of Ukraine. In 2016 I became a Doctor of physical and mathematical sciences (Dr. Sc.) in the field of Geophysics (Habilitation in Geophysics).

Since 2000 I work at the Institute of Geophysics, National Academy of Sciences of Ukraine. In 2017-2022 I was the head of Tectonophysics Department. In 2022-2023 I was a guest scientist at Friedrich Schiller University of Jena. Since 2018 I am also a professor at the Igor Sikorsky Kyiv Polytechnic Institute.

During the winter semester 2023/24 I will give a course “Introduction to the Theory of Stochastic Processes” (with exercises) and a tutorial for the UkrMath program.