Grigory Isaacovitch Beliavsky
+7(863) 218-40-00
ext.
14020
Professor
Institute of Mathematics, Mechanics, and Computer Science named after of I.I. Vorovich
Senior researcher
Southern Federal University
Research interests:
Pattern recognition and image processing, artificial intelligence, stochastic financial mathematics
Research projects:
The switching regime models approach to financional mathematics problems, the neuro-net approach to big data analisys
Teaching:
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The Levi processes
the processes with independent increments, the characteristic exponent, stochastical equations, the infinitesimal operator, the Winer-Hopfs decomposition
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The processes. Discrete time
the conditional expectation, the martingal, the super and sub martingal, basic inequalities, convergence theorems, regular martingal.
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Operational research
the mathematic models and the mathematic programming for real problems
