picture of Vladimir KurenokWelcome to the Home Page
 of Vladimir Kurenok

Currently I am an Assistant Professor in Mathematics in the Department 
of Natural and Applied Sciences(NAS) at the University of Wisconsin-Green Bay (UWGB).

Mailing Address:

Natural and Applied Sciences (Mathematics)
University of Wisconsin-Green Bay
2420 Nicolet Drive, Green Bay, WI 54311
Phone: (920) 465-2582
Fax:     (920) 465-2376
Office:  ES 323a
E-mail: kurenokv@uwgb.edu

Spring 2008 Courses         

Office Hours for Fall 2007: MW 12:00noon-2:00pm, Tue 10:00am-12:00noon and by appointment

Research Interests

Education

Additional Information:

Recent Conferences:

    - Conference on Differential  Equations and Dynamical Systems, Edinburg, TX, December 16-18, 2006

    - Asymptotic Analysis in Stochastic Processes..., Detroit, Sept. 15-17, 2006

    - Markov Processes and Related Topics, Madison, July 10-13, 2006

    - Conference on Stochastic Control & Numerics, Milwakee, September 15-17, 2005

    - Conference on Martingales, Potential Theory, and Stochastic Analysis, Gainesville, November 10-12, 2005

    - IMA Workshop Financial Data Analysis and Applications, Minneapolis, May 24-28, 2004

   

Recent Publications:

- Time change method and SDEs with nonnegative drift (CMB ), to appear in "Canadian Mathematical Bulletin"

- On driftless one-dimensional SDEs  with rspect to Levy stable processes (LMR),  "Lithuanian Journal of Mathematics", Vol. 47, No.4, 2007, 423-435

- On a model for the term structure of interest rate processes of stable type(IRstable), to appear in "New Zealand Journal of Mathematics"

- Stochastic equations driven by a Cauchy process (lmns), to appear in "Markov Processes and Related Topics: A Festschrift for Thomas G. Kurtz"

- Stochastic equations with time-dependent drift driven by Levy processes (pdf.Levytime),  "Journal of  Theoretical Probability", Vol. 20 (2007), no. 4, 859-869

- Stochastic equations with multidimensional drift driven by Levy processes (pdf.MLevy), "Random Operators and Stochastic Equations", N 4, Volume 14, 2006, p. 311-324

- A Note on L2-estimates for Stable Integrals with Drift (pdf.note), "Transactions of AMS" , Vol. 300 (2008), no. 2, 925-938

- On Multidimensional SDEs with Locally Integrable Coefficients (pdf.KL), "Rocky Mountain Journal of Mathematics", Vol. 38 (2008), no. 1, 139-174

- On Existence and Uniqueness of Reflected Solutions of Stochastic Equations Driven by Symmetric Stable Processes (pdf.E-K-Z), In: "From Stochastic Calculus to Mathematical Finance", The Shiryaev Festschrift, Springer Verlag,   2006, pp. 227-249

- Multidimensional SDEs with Unbounded Drift(pdf.kurlep) , "Proceedings of the Mathematical Institute of Belarus", Vol. 12, No. 2, pp. 107-110 (2004)

- On One-Dimensional Stochastic Equations Driven by Symmetric Stable Processes (pdf.ssm) , "Series Stochastic Monographs", Vol. 12, pp. 81-110 (2002)            

- Existence of Solutions of Stochastic Equations Controlled by Stable Levy Processes, "Proceedings of the National Academy of Sciences of Belarus", #1, pp.63-67 (2001)

- On Multidimensional SDEs Without Drift and with a Time-Dependent Diffusion Matrix (pdf.gmj), "Georgian Mathematical Journal", Vol. 7, #4, pp.643-664 (2000)

- On "Zero-One" Law for Integral Functionals of Quasi-Stable Processes, "Reports of the National Academy of Sciences of Belarus", Vol. 44, #3, pp.33-36 (2000)

 


    

Miscellaneous: