
POSITION
Professor of Department of Mathematical Analysis
WORK EXPERIENCE
19891990
Research scientists
Zaporizhzhya State University, Zaporizhzhya, (Ukraine)
19901991
Assistant professor
Zaporizhzhya State University, Zaporizhzhya, (Ukraine)
19911992
Lecturer
Zaporizhzhya State University, Zaporizhzhya, (Ukraine)
19921994
Associate Professor
Zaporizhzhya State University, Zaporizhzhya, (Ukraine)
19941997
Doctorant
Taras Shevchenko National University of Kyiv, Kyiv (Ukraine).
19972008
Associate Professor
Taras Shevchenko National University of Kyiv, Kyiv (Ukraine)
2008Present
Professor
Taras Shevchenko National University of Kyiv, Kyiv (Ukraine)
EDUCATION AND TRAINING
1985
BSc + MSc
Taras Shevchenko National University of Kiev, Kyiv (Ukraine)
1989
Ph.D
Taras Shevchenko National University of Kiev, Kyiv (Ukraine)
2008
DSc (Habilitation)
Taras Shevchenko National University of Kiev, Kyiv (Ukraine)



Stochastic measures, stochastic integration, stochastic partial differential equations, regularity properties of random processes, averaging principle
Research Fields:
Mathematics
Previous and Current Research
 Integration with respect to stochastic measures
 Path properties of stochastic measures
 Stochastic partial differential equations driven by stochastic measures
 Averaging principle for equations driven by stochastic measures
 Stochastic equations driven by stochastic measures in Hilbert spaces
 Integration of random functions with respect to deterministic measures
Our research deals with stochastic measures (L_{0}valued vector measures) as stochastic integrator. Martingals, fractional Brownian motion, stable measures are the partial cases of stochastic measures.
Path properties of related processes were studied. For some equations driven by stochastic measures existence and uniqueness of solutions, regularity properties of the solutions were investigated.
Now we study new classes of partial differential equation driven by stochastic measures, equations in infinitedimensional spaces, asymptotic behavior of the solutions.
We maintain collaboration with FriedrichSchiller University of Jena (Germany).
Future Projects and Goals
 Asymptotic behavior of the solutions of equations driven by SMs
 Averaging of the systems with slow and fast motions driven by SMs
 Approximate methods for equations driven by SMs
 Properties of equations with symmetric integral of random function with respect to SMs
Selected Publications
Radchenko V.
Averaging principle for equation driven by a stochastic measure.
Stochastics. 2019. Vol. 91 (6). P. 905915.
Radchenko V.
Averaging principle for the heat equation driven by a general
stochastic measure
Statistics and Probability Letters. 2019. Vol. 146. P. 224230.
Radchenko V.
Stratonovichtype integral with respect to a general stochastic measure.
Stochastics. 2016. Vol. 88 (7). P. 10601072.
Radchenko V.
Evolution equations with general stochastic measures in Hilbert space.
Theory of Probability and Its Applications. 2015. Vol. 59 (2). P. 328339.
Radchenko V.
Stochastic partial differential equations driven by general stochastic measures.
In: Modern Stochastics and Appl. (V.Korolyuk, N.Limnios, Yu.Mishura, L.Sakhno, G.Shevchenko, Eds.), Springer, 2014. P. 143156.
Radchenko V., Zähle M.
Heat equation with a general stochastic measure on nested fractals.
Statistics and Probability Letters. 2012. Vol. 82 (3). P. 699704.
Radchenko V.
Paths of stochastic measures and Besov spaces.
Theory of Probability and Its Applications. 2010. Vol. 59 (1). P. 160168.
Radchenko V.
Mild solution of the heat equation with a general stochastic measure.
Studia Mathematica. 2009. Vol. 194 (3). P. 231251.
Radchenko V.
Besov regularity of stochastic measures.
Statistics and Probability Letters. 2007. Vol. 77 (8). P. 822825.
Contacts
Homepage: http://mmtest.univ.kiev.ua/eng/ppages/radchenko/
vradchenko@univ.kiev.ua
