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   Artemiev S.S.   Yakunin M.A.   Gusev S.A.   Averina T.A.   A. Burmistrov   Novikov A.V.

Yakunin Michael Alexandrovich

Candidate (Ph.D) of physical and mathematical sciences. Senior research worker at the Laboratory of Numerical Analysis of Stochastic Differential Equations.

  • Tel.:+7(383) 330-77-21
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  • Candidate (Ph.D) of physical and mathematical sciences

    Scientific interests

  • Elaboration of stochastic models of dynamic systems, used in control, radiophysics, finances.
  • Parameters identification of stochastic models of dynamic systems.
  • Reliability prognosis of technical systems with the use of statistical simulation method.


  • Artemiev S.S., Yakunin M.A. (1997): Estimation of the parameters in stochastic differential equations. Russ. J. Numer. Anal. Math. Modelling, 12, No 1, p. 1-12.
  • Artemiev S.S., Yakunin M.A. (2002): Mathematical models of the prices of various financial instruments in the problem of constructing the investment portfolio, in the futures and option trading. Russ. J. Numer. Anal. Math. Modelling


  • 1975-1980: Novosibirsk Institute of Electrical Engineering (NIEE); student


  • 1980-now: Institute of Computational Mathematics and Mathematical Geophysics SB RAS

    © 2001