Electrical & Systems Engineering
Green Hall, Room 2153
EducationPhD, Belarus State University, Minsk
MS/BS, Friedrich Schiller University in Jena, Germany
Focuses on studying and applications of random models under low regularity assumptions
Probability & Stochastic Processes, Stochastic Ordinary & Partial Differential Equations, Financial Mathematics
Vladimir Kurenok worked in the department of mathematical methods of control theory at Belarus State University as an assistant professor and then an associate professor. Since 2003 he was employed as an assistant professor and since 2009 as an associate professor in mathematics at the University of Wisconsin-Green Bay. In September 2011 he joined the ESE department of the Washington University in St. Louis as a lecturer.
Kurenok’s research interests have been primarily in the area of stochastic processes and stochastic differential equations with some applications to financial mathematics. In particular, he had been studied the existence, uniqueness, and properties of so-called weak solutions of stochastic differential equations driven by Brownian motion and other Levy processes, including the case of symmetric stable processes. Among some important contributions to the theory of stochastic differential equations with respect to purely discontinuous processes are the integral estimates of Krylov’s type for the corresponding solutions.