Welcome
I am a mathematician working in probability theory and stochastic processes. My recent research interests involve asymptotic analysis of rare events’ probabilities, the simplest example being $\{ \exists \, t : X_t > u \}$, where $X$ is a Gaussian process and $u$ is large. This is a subject of my unil_thesis.pdf defended recently at the Université de Lausanne. During my first PhD at St. Petersburg department of V.A. Steklov’s Mathematical Institute, I have studied semigroups and generators of Markov processes confined to bounded areas $D \subset \mathbb{R}^d$. This is a subject of my pdmi_thesis.pdf (in Russian).
Recent Highlights
Recent Publications
Recent Talks
Research Interests
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Extreme value theory
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Large deviations
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Gaussian random fields
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Stochastic analysis
Contact
Email: pavel.ievlev@unil.ch
ORCID: 0000-0003-3329-5741
Google Scholar: Profile
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