Curriculum Vitae

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Education

2024
Ph.D. in Actuarial Science
Université de Lausanne
Thesis: Towards a Theory of Multivariate Gaussian Extremes pdf
Advisor: Prof. Enkelejd Hashorva
2021
Ph.D. in Probability and Statistics
PDMI RAS
Thesis: An operator approach to constructing complex and reflecting stochastic processes (in Russian) pdf
Advisor: Prof. Natalia Smorodina
2020
M.Sc. in Physics
Saint Petersburg State University
Thesis: Probabilistic representations of initial-boundary value problem solutions for the Schrödinger equation in a bounded domain
Advisor: Prof. Natalia Smorodina
GPA: 5.0/5.0
2018
B.Sc. in Physics
Saint Petersburg State University
Thesis: Limit theorems on the convergence of functionals of a random walk to the Cauchy problem solution for the non-stationary Schrödinger equation
Advisor: Prof. Natalia Smorodina
GPA: 4.89/5.0

Publications

Extremes of uncorrelated gamma-reflected Brownian motions with trend
Pavel Ievlev, Svyatoslav Novikov
Scandinavian Actuarial Journal (2025)
Extremes of vector-valued locally additive Gaussian fields with application to double crossing probabilities
Pavel Ievlev, Nikolai Kriukov
Electronic Journal of Probability (2025)
Extremes of Brownian decision trees
Pavel Ievlev, Nikolai Kriukov, Krzysztof Dębicki
submitted to Electronic Journal of Probability (2025)
Random eigenvalues of nanotubes
Artur Bille, Victor Buchstaber, Pavel Ievlev, Svyatoslav Novikov, Evgeny Spodarev
Journal of Physics A: Mathematical and Theoretical (2025)
Upper and lower bounds on TVD and KLD between centered elliptical distributions in high-dimensional setting
Pavel Ievlev, Timofei Shashkov
submitted to Statistics and Probability Letters (2025)
Extremes of locally-homogenous vector-valued Gaussian processes
Pavel Ievlev
Extremes (2024)
A matrix-valued Schoenberg's problem and its applications
Pavel Ievlev, Svyatoslav Novikov
Electronic Communications in Probability (2023)
Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance
Pavel Ievlev
Stochastic Models (2023)
Symmetric Lévy processes with reflection
Pavel Ievlev
Global and Stochastic Analysis (2021)
Reflecting Brownian motion in $d$-ball
Pavel Ievlev
Zap. Nauchn. Sem. POMI (2019)
Probabilistic representations of the initial-boundary value problem solutions for the Schrödinger equation in a $d$-dimensional ball
Pavel Ievlev
Zap. Nauchn. Sem. POMI (2018)
Probabilistic representation of the Cauchy problem solution for the multidimensional Schrödinger equation
Pavel Ievlev
Zap. Nauchn. Sem. POMI (2017)

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Teaching

Spring 2025
Mathématiques II
Université de Lausanne
Role: Lecturer
Spring 2021-2025
Loss Models
Université de Lausanne
Role: Assistant
Fall 2025
Dependence Modelling
Université de Lausanne
Role: Lecturer
Fall 2024-2025
Optimization Methods in Management Science
Université de Lausanne
Role: Teaching Assistant
Spring 2021-2024
Time Series
Université de Lausanne
Role: Assistant
Fall 2021-2024
Dependence Modelling
Université de Lausanne
Role: Assistant

Selected Talks & Presentations

2025
Asymptotic Behavior of Path Functionals for Vector-Valued Gaussian Processes at High Levels
44th Conference on Stochastic Processes and their Applications
Wrocław, Poland
Type: invited
2024
Introduction to White Noise Analysis (in Russian)
Mini-course (2 lectures)
Type: lecture

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