Prof. Dr. Vadym Radchenko

Profile

Academic positionFull Professor
Research fieldsStochastics, Probability Theory
KeywordsStochastic measures, Stochastic parabolic equations, Averaging principle, Stochastic partial differential equations

Current contact address

CountryUkraine
CityKiev
InstitutionKiev National University - Taras Shevchenko -
InstituteFaculty of Mathematics & Mechanics
Homepagehttps://mechmat.knu.ua/?lang=en

Host during sponsorship

Prof. Dr. Martina ZähleMathematisches Institut, Friedrich-Schiller-Universität Jena, Jena
Prof. Dr. Martina ZähleInstitut für Mathematik, Friedrich-Schiller-Universität Jena, Jena
Start of initial sponsorship01/01/2003

Programme(s)

2002Humboldt Research Fellowship Programme

Publications (partial selection)

2023Vadym Radchenko: The Burgers equation driven by a stochastic measure. In: Modern Stoch. Theory Appl., 2023,
2023Vadym Radchenko: Transport equation driven by a stochastic measure. In: Modern Stoch. Theory Appl., 2023,
2022Vadym M. Radchenko: General Stochastic Measures: Integration, Path Properties, and Equations. Wiley - ISTE, 2022
2021Manikin, B. I and Radchenko, V. M.: Approximation of solution of the cable equation driven by a stochastic measure. In: Theor. Probability and Math. Statist., 2021, 103-112
2020Manikin, B.I. and Radchenko, V.M.: Approximation of the solution to the parabolic equation driven by stochastic measure. In: Theory of Probability and Mathematical Statistics, 102, 2020, 145-156
2020Bodnarchuk, I.M. and Radchenko, V.M.: The equation for vibrations of a fixed string driven by a general stochastic measure. In: Theory of Probability and Mathematical Statistics, 101, 2020, 1-11
2020Bodnarchuk, I.M. and Radchenko, V.M.: The wave equation in the three-dimensional space driven by a general stochastic measure. In: Theory of Probability and Mathematical Statistics, 100, 2020, 43-60
2019Radchenko, V.M. and Stefans’ka, N.O.: Approximation of solutions of the wave equation driven by a stochastic measure. In: Theory of Probability and Mathematical Statistics, 99, 2019, 229-238
2019Radchenko, V.M.: Averaging principle for equation driven by a stochastic measure. In: Stochastics, 91, 2019, 905-915
2019Radchenko, V.: Averaging principle for the heat equation driven by a general stochastic measure. In: Statistics and Probability Letters, 146, 2019, 224-230
2019Radchenko, V.: Strong convergence rate in averaging principle for the heat equation driven by a general stochastic measure. In: Communications on Stochastic Analysis, 13, 2019, 147-163
2019Bodnarchuk, I.M. and Radchenko, V.M.: Wave equation in the plane driven by a general stochastic measure. In: Theory of Probability and Mathematical Statistics, 98, 2019, 73-90
2018Radchenko, V. and Stefans’ka, N.: Approximation of solutions of the stochastic wave equation by using the fourier series. In: Modern Stochastics: Theory and Applications, 5, 2018, 429-444
2018Radchenko, V.M. and Stefans’ka, N.O.: Fourier series and fourier–Haar series for stochastic measures. In: Theory of Probability and Mathematical Statistics, 96, 2018, 159-167
2018Radchenko, V.M.: Fourier series expansion of stochastic measures. In: Theory of Probability and its Applications, 63, 2018, 318-326
2018Vertsimakha, O.O. and Radchenko, V.M.: Mild solution of the parabolic equation driven by a σ-finite stochastic measure. In: Theory of Probability and Mathematical Statistics, 97, 2018, 17-32
2017Radchenko, V.M. and Stefans’ka, N.O.: Fourier transform of general stochastic measures. In: Theory of Probability and Mathematical Statistics, 94, 2017, 151-158
2016Radchenko, V.: Stratonovich-type integral with respect to a general stochastic measure. In: Stochastics, 88, 2016, 1060-1072
2015Radchenko, V.M.: Evolution equations driven by general stochastic measures in hilbert space. In: Theory of Probability and its Applications, 59, 2015, 328-339
2015Radchenko, V.M.: Integral equations with respect to a general stochastic measure. In: Theory of Probability and Mathematical Statistics, 91, 2015, 169-179
2014Radchenko, V.: Heat equation with general stochastic measure colored in time. In: Modern Stochastics: Theory and Applications, 1, 2014, 129-138
2014Radchenko, V.: Stochastic partial differential equations driven by general stochastic measures. . 2014. 143-156
2013Radchenko, V.: Riemann integral of a random function and the parabolic equation with a general stochastic measure. In: Theory of Probability and Mathematical Statistics, 87, 2013, 185-198
2012Radchenko, V.M.: Cable equation with a general stochastic measure. In: Theory of Probability and Mathematical Statistics, 84, 2012, 131-138
2012Radchenko, V. and Zähle, M.: Heat equation with a general stochastic measure on nested fractals. In: Statistics and Probability Letters, 82, 2012, 699-704
2011Radchenko, V.M.: Properties of integrals with respect to a general stochastic measure in a stochastic heat equation. In: Theory of Probability and Mathematical Statistics, 82, 2011, 103-114
2010Radchenko, V.N.: Sample functions of stochastic measures and Besov spaces. In: Theory of Probability and its Applications, 54, 2010, 160-168
2009Radchenko, V.: Mild solution of the heat equation with a general stochastic measure. In: Studia Mathematica, 194, 2009, 231-251
2009Radchenko, V.M.: Minimum variance hedging in a model with jumps at poisson random times. In: Theory of Probability and Mathematical Statistics, 78, 2009, 175-190
2008Radchenko, V.N.: Heat equation and wave equation with general stochastic measures. In: Ukrainian Mathematical Journal, 60, 2008, 1968-1981
2007Radchenko, V.M.: Besov regularity of stochastic measures. In: Statistics and Probability Letters, 77, 2007, 822-825
2007Radchenko, V.M.: Parameter-dependent integrals with respect to general random measures. In: Theory of Probability and Mathematical Statistics, 75, 2007, 161-165
2007Radchenko, V.M.: Variance-minimizing hedging in a model with jumps at deterministic times. In: Theory of Probability and its Applications, 51, 2007, 536-545
2005Radchenko, V.M.: On the product of a random and a real measure. In: Theory of Probability and Mathematical Statistics, 70, 2005, 161-166
1999Radchenko, V.N.: Integrals of certain random functions with respect to general random measures. In: Ukrainian Mathematical Journal, 51, 1999, 1226-1236
1999Radchenko, V.: Integrals with respect to General Stochastic Measures. Kyiv: Institute of Mathematics, 1999
1997Radchenko, V.: Approximation of integrals with respect to a random measure by integrals with respect to a real measure. In: Theor. Probability and Math. Statist., 1997, 177-180
1997Radchenko, V.N.: Convergence of integrals of unbounded real functions in random measures. In: Theory of Probability and its Applications, 42, 1997, 310-314
1996Radchenko, V.N.: On a definition of the integral of a random function. In: Theory of Probability and its Applications, 41, 1996, 597-601
1993Radchenko, V.N.: Convergence of integrals with respect to L0-valued measures. In: Mathematical Notes, 53, 1993, 523-525
1991Radchenko, V.N.: Uniform integrability for integrals with respect to Lo-valued measures. In: Ukrainian Mathematical Journal, 43, 1991, 1178-1180
1989Radchenko, V.N.: The Radon-Nikodym theorem for random measures. In: Ukrainian Mathematical Journal, 41, 1989, 57-61