Professor Kostya BOROVKOV

Position: Professor
Email: K.Borovkov@ms.unimelb.edu.au
Room: 225
Ext. Number: 47992
Webpage: www.ms.unimelb.edu.au/~kostya
Research Group:- Stochastic Processes

Recent Publications:

  • High host density favors greater virulence: a model of parasite-host dynamics based on multi-type branching processes (2013) more
  • Ornstein-Uhlenbeck type processes with heavy distribution tails (2012) more
  • On Rice's formula for stationary multivariate piecewise smooth processes (2012) more
  • The uniform law for sojourn measures of random fields (2012) more
  • High host density favors greater virulence: a model of parasite–host dynamics based on multi-type branching processes (2012) more

All Selected Publications

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Current Postgraduate Supervision:

Shaun MCKINLAY "Boundary Crossing Problems for Random Processes"
Yuqing PAN "Boundary crossing problem of different types of Random processes Hitting Remote Sets."

Past Postgraduate Supervision:

Geoffrey DECROUEZ "Generation of multifractal signals with underlying branching structure"
Andrew N DOWNES "Boundary Crossing Probabilities for Diffusion Processes and Related Problems"
Matthieu GILSON "Learning in biological-like neural networks"

Past Honours/PGD/Masters(RT) Students:

David EAGLE "Partial Hedges of Options: Estimation of Price and Default Risk under Stochastic Volatility"
Stefan RAMPERTSHAMMER "An Ornstein-Uhlenbeck Framework for Pairs Trading"
Jakub STOKLOSA "Barrier Options and their Sensitivities"
Shaun MCKINLAY
Jonathan BRAILEY "No-Arbitrage Positive Interest Rate Models "
Timothy RICE "Branching Processes in Epidemiology"
Yunshun CHEN
Sheng LIN
Gary KATSELAS
Jason LEUNG
Stephen MUIRHEAD

Subject(s) Currently Teaching:

MAST30020 (620-323) Probability and Statistical Inference (Semester 1, 2013)
MAST90062 Probability and Mathematical Statistics 1 (Semester 1, 2013)

Recent Grant History:

Year(s) Source Type Title
2012 - 2014 ARC Discovery Random network models with applications in biology
2003 - 2010 ARC Centre Of Excellence ARC Centre of Excellence for Mathematics and Statistics of Complex Systems
2008 - 2010 ARC Discovery Boundary crossing analysis for random processes with applications to risk project management

Responsibilities:

Academic Board member
Chair of Masters Committee

Committees:

Management Committee
Masters Committee (Chair)
Strategic Planning Committee