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Dmitry Rokhlin

I.I.Vorovich Institute of Mathematics, Mechanics and Computer Sciences of Southern Federal University

Regional Scientific and Educational Mathematical Center of Southern Federal University

In 1998 he defended a PhD thesis entitled “Asymptotic Study of Linear Equations of Shallow Water Hydrodynamics”, specialty: 01.02.05 – Mechanics of Fluids and Plasma (Saint Petersburg State University) and in 2010 he defended a doctoral thesis entitled "Arbitrage pricing theory in stochastic models of financial markets” specialty: 01.01.05 – Probability Theory and Mathematical Statistics (Steklov Mathematical Institute of RAS). From 1998 to 2011 he worked at SFedU in a variety of positions ranging from assistant lecturer, associate professor, to professor at the Department of Mathematics and Operations Research. He is a member of SFedU degree committee 01.05. He is head of bachelor’s course 01.03.02 “Applied Mathematics and Informatics” (20170). His research interests lie in optimization, decision making in conditions of uncertainty, finance mathematics, optimal management. He has 38 publications in Scopus database. Research findings relate to no arbitrage markets criteria, Kreps-Yan theorem about cone-separation, stochastic Perron method, central limit theorem in model uncertainty, optimal pricing mechanisms and incentives. He speaks Russian and English.
The international scientific (offline) workshop OTHA Spring 2022 was held on 25-26, 28 April 2022 in Southern Federal University, Russia. The aim of the OTHA workshops is to exchange the recent progress and ideas in the field of operator theory and harmonic analysis, and their applications to a variety of concrete problems.
OTHA Fall 2021
Rokhlin Dmitry
Rokhlin Dmitry - Introduction to the signature transform and an application to time series prediction.
The international scientific offline workshop OTHA Fall 2021 on operator theory and harmonic analysis and their applications (14-16 December 2021, Southern Federal University, Rostov-on-Don, Russia). The conference program includes invited talks and talks of young scientists.
The site of OTHA Fall 2021:
OTHA Fall 2021
Rokhlin Dmitry
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