Mikhail A. Lifshits

Professor

29 Line 14th (Vasilyevsky Island), 199178 Saint Petersburg, Russia

By appointment

06.1993 — D.Sc. in Mathematics and Physics («Probability Theory and Mathematical Statistics»)

**Institution:** St. Petersburg State University

**Thesis title:** Investigation of Distributions of Stochastic Functionals

03.1981 — Ph.D. (C.Sc.) in Mathematics and Physics («Probability Theory and Mathematical Statistics»)

**Institution:** Leningrad State University

**Thesis title:** Some Problems of the Random Process Theory Related to Mappings of Measures

**Advisor:** Yu.A. Davydov

05.1978 — Specialist Degree in Mathematics

**Institution:** Leningrad State University

Most of my works belong to the theory of random processes (Gaussian processes, large and small deviation probabilities, sample paths properties, distributions of stochastic functionals, almost sure limit theorems, functional law of the iterated logarithm).

- M.A. Lifshits. Gaussian Random Functions. Kluwer, Dordrecht, 1995. 330 p. ISBN 0-7923-3385-3
- Yu.A. Davydov, M.A. Lifshits and N.V. Smorodina. Local Properties of Distributions of Stochastic Functionals. (Translations of Mathematical Monographs, Volume 173.) AMS, Providence, 1998. 184 p. ISBN 0-8218-0584-3
- M.A. Lifshits. Lectures on Gaussian Processes. Springer, 2012. 120 p. ISBN 978-3-642-24938-9
- M.A. Lifshits. Random Processes by Example. World Scientific, Singapore, 2014. 230 p. ISBN 978-981-4522-28-1

See my curriculum vitae (in English).

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