Oleg Yablonskii
Aleh Leonidovich Yablonski was born on February 4, 1977. He is Belarusian and has maintained a long-term academic association with Belarusian State University in Minsk, where he developed a research career in functional analysis, probability, stochastic analysis, and differential equations.
Yablonski studied at Belarusian State University, specializing in functional analysis. He completed a Master of Science degree in functional analysis in November 1998. He continued his advanced study at the same university and completed doctoral education in November 2001, earning a Doctor of Philosophy degree. His academic training provided the foundation for subsequent work on stochastic equations, generalized functions, Lévy processes, and differential equations.
Yablonski began his academic career at Belarusian State University as an assistant professor in November 2002. In November 2003 he became an associate professor in the Department of Functional Analysis, continuing research and teaching in functional analysis, stochastic analysis, probability, and differential equations. His research examines stochastic integrals and stochastic differential equations, including approximation methods for Brownian and Lévy processes; generalized functions and differential equations with generalized coefficients; and Malliavin-type and variational calculi for processes with independent or conditionally independent increments. His work also extends to applications of stochastic methods in mathematical finance, including research on market microstructure, price discovery, and risk modeling. He has collaborated with mathematicians from Belarus and other countries and has published in journals and conference volumes in stochastic analysis, generalized-function theory, nonlinear differential equations, and mathematical finance.
Research in stochastic analysis, stochastic differential equations, generalized functions, and differential equations with generalized coefficients.
Developed calculus-of-variations and Malliavin-type methods for processes with independent and conditionally independent increments, including Lévy processes.
Contributed to the use of algebras of generalized functions for differential equations with generalized coefficients and stochastic processes.
(Co-authored contribution to Banach Center Publications on...)
2010(Chapter in Stochastic Analysis and Applications. Develops...)
2007(Develops a calculus of variations for zero-mean processes...)
2008(Co-authored research describing solutions of ordinary non...)
2009The Cauchy problem for systems of differential equations with generalized coefficients in the direct product of algebras of mnemonic functions
(Co-authored study of Cauchy problems for systems of diffe...)
2011(Co-authored article applying stochastic-process methods t...)
2013Second-order linear differential equations with generalized coefficients in the algebra of mnemonic functions
(Co-authored research on second-order linear differential ...)
2011On associated solutions of nonstationary systems of equations in differentials in the algebra of generalized random processes
(Co-authored study of associated solutions for nonstationa...)
2009(Co-authored study of nonautonomous differential equations...)
2009The Limiting Behavior of Ito’s Finite Sums with Averaging
(Co-authored analysis of limiting behavior for averaged fi...)
2006Integro-differential equations for functionals of random Lévy processes. The symmetric case
(Co-authored study of integro-differential equations for f...)
2002Differential equations with generalized coefficients
(Investigates differential equations with generalized coef...)
2005Differential equations with generalized coefficients in the algebra of mnemonic functions
(Co-authored research on differential equations with gener...)
2009On the approximation of solutions of stochastic equations with θ-integrals
(Co-authored research on approximation of stochastic θ-int...)
2004Approximation of differential equations with generalized coefficients by finite-difference equations with averaging
(Co-authored study of finite-difference approximations for...)
2005Nonautonomous systems of differential equations in the algebra of generalized functions
(Co-authored study of nonautonomous systems of differentia...)
2011Some approximations of stochastic θ-integrals
(Co-authored study of approximation methods for stochastic...)
1999Classification of methods for the approximation of stochastic integrals in the algebra of generalized random processes
(Study of approximation methods for stochastic integrals i...)
2000Stochastic integrals for random processes with independent increments
(Study of stochastic integrals associated with random proc...)
2003Stochastic θ-differentials in the algebra of generalized random processes
(Research article on stochastic differentials in an algebr...)
1998On Approximation of Solutions to One Class of Stochastic Equations
(Co-authored research on approximation of solutions to a c...)
2001Stochastic integrals for jump random processes
(Research on stochastic integration for random processes w...)
2002Yablonski is documented as the child of Volha and Leanid and as the parent of Hanna Olegovna.
