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Prof

Konstantin Borovkov

Professor
Mathematics And Statistics
applications
risk theory
financial mathematics
mathematics
science & technology
physical sciences
statistics & probability
regular variation
mathematics, applied
Konstantin Borovkov's Profile Picture
Prof

Konstantin Borovkov

 
Division
Science
 
Primary Interest
Random Processes
Konstantin Borovkov's Profile Picture
Prof

Konstantin Borovkov

 
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Projects

Displaying the 5 most recent projects by Konstantin Borovkov.

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NEW APPROACHES TO MODELLING AND ANALYSING LONG-MEMORY RANDOM PROCESSES

The project aims to develop new approaches using infinite-dimensional Markov processes to solving important long-standing problems from the ..

2015 - 2017
Completed
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Random Network Models with Applications in Biology

Complex biological systems consist of a large number of interacting agents or components, and so can be studied using mathematical random ne..

2012 - 2015
Completed
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BOUNDARY CROSSING ANALYSIS FOR RANDOM PROCESSES WITH APPLICATIONS TO RISK MANAGEMENT

Effective management of environmental, financial and superannuation investment risks is vitally important for Australia. Results of the proj..

2008 - 2010
Completed
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ARC centre of excellence for mathematical and statistical modelling of complex systems

2003 - 2012
Completed
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ARC centre of excellence for Mathematical & Statistical modelling of complex systems

5

Projects

Project Types

4

Research Grant

1

Research Contracts

Scholarly Works

Displaying the 10 most recent scholarly works by Konstantin Borovkov.

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The exact asymptotics for hitting probability of a remote orthant by a multivariate Lévy process

K Borovkov, Zbigniew Palmowski

Book Chapter  |  2019

This book is a scientific record of the eight programs held at MATRIX in its second year, 2017: - Hypergeometric Motives and Calab..

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New and refined bounds for expected maxima of fractional Brownian motion

Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin

Journal article  |  2018  |  Statistics & Probability Letters

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On the maximum of the discretely sampled fractional Brownian motion with small Hurst parameter

Konstantin Borovkov, Mikhail Zhitlukhin

Journal article  |  2018  |  Electronic Communications in Probability

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A refined version of the integro-local Stone theorem

Alexander A Borovkov, Konstantin A Borovkov

Journal article  |  2017  |  Statistics & Probability Letters

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Bounds for expected maxima of Gaussian processes and their discrete approximations

Konstantin Borovkov, Yuliya Mishura, Alexander Novikov, Mikhail Zhitlukhin

Journal article  |  2017  |  Stochastics

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Approximating the equilibrium quantity traded and welfare in large markets

Ellen V Muir, Konstantin Borovkov

Journal article  |  2017  |  Stochastic Models

We consider the efficient outcome of a canonical economic market model involving buyers and sellers with independent and identical..

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ON EXPLICIT FORM OF THE STATIONARY DISTRIBUTIONS FOR A CLASS OF BOUNDED MARKOV CHAINS

S Mckinlay, K Borovkov

Journal article  |  2016  |  Journal of Applied Probability

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ON APPROXIMATION RATES FOR BOUNDARY CROSSING PROBABILITIES FOR THE MULTIVARIATE BROWNIAN MOTION PROCESS

K BOROVKOV, S MCKINLAY

Journal article  |  2015  |  Communications on Stochastic Analysis

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ON STATIONARY DISTRIBUTIONS OF STOCHASTIC NEURAL NETWORKS

K Borovkov, G Decrouez, M Gilson

Journal article  |  2014  |  Journal of Applied Probability

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Blackwell-type theorems for weighted renewal functions

AA Borovkov, KA Borovkov

Journal article  |  2014  |  Australian Mathematical Society Gazette

89

Scholarly Works

Keyword Analysis

Statistics
Non-Oriented Research
Expanding Knowledge
Other Mathematical Sciences
Applied Mathematics
Econometrics
Evolutionary Biology
Finance, Property and Business Services
Financial Services
Genetics

Honours, Awards and Fellowships

2020

Medal Accepted and Issued

UoM Service Recognition 25 Year Bronze Medal
1991

Alexander von Humboldt Foundation
1987

Lenin Komsomol Prize for Young Scientists

3

Awards

Credentials

Positions

Positions

Professor

Mathematics And Statistics

Member

Bernoulli Society

Education

Education

Doctor of Sciences

Russian Academy of Sciences - Steklov Mathematical Institute

Doctor of Philosophy

Steklov Mathematical Institute

Master of Science

Novosibirsk State University

Links

Links