SERGEI KUZNETSOV's VITA

Transcription

1 SERGEI KUZNETSOV's VITA CURRENT RESEARCH INTERESTS Stochastic processes and their applications to PDE's. PRINCIPAL RESULTS 1. Markov processes and applications to PDE. - Construction of a Markov process with random birth and death times. The main tool introduced in this context is widely used in modern theory of Markov processes under the name the `Kuznetsov measure'. - Proof of the existence of transition functions and dual semigroups for Markov processes and specifications for random fields. - Necessary and sufficient conditions for the existence and uniqueness of the decomposition of excessive functions into extreme elements (so called Martin decomposition). - Description of boundary polar sets and removable boundary singularities for elliptic (jointly with E.Dynkin) and parabolic semilinear PDE's - Characterization of a class of natural linear additive functionals of superdiffusions and its relations with boundary value problems for nonlinear PDE's (jointly with E.Dynkin) - Characterization of positive solutions of semilinear elliptic PDE in terms of their traces on the boundary (partly joint results with E.Dynkin) 2. Statistics, Mathematical economics, Statistical software. - Necessary conditions for the existence of consistent estimates for trend parameters. - Construction (in terms of hyper-complex numbers) of an unbiased estimate for A^n where A is a square matrix observed with Gaussian errors (jointly with V.I.Orlov). - Stochastic analog of turnpike theorems (jointly with I.V.Evstigneev). - A statistical package MESOSAUR for time series analysis has been developed under my supervision. It had included both traditional and nontraditional methods like expert systems approach. EDUCATION 1983 Vilnius State University, Doctor of Physics and Mathematics [like other European countries, Russia has another advanced degree beyond Ph.D.] 1976 Institute of Mathematics of Ukrainian Academy of Sciences, Ph.D. (=Candidate of Physics and Mathematics) Moscow State University, Department of Mathematics and Mechanics. Diploma (equivalent to Master's Degree) in Mathematics, Probability Theory. EXPERIENCE University of Colorado at Boulder, Department of Mathematics, Associate Professor

2 University of Colorado at Boulder, Department of Mathematics, Assistant Professor Cornell University, Department of Mathematics, Ithaca, NY,Visiting Professor (Summer) National Chiao Tung University, Taiwan, Visiting Professor 2003 (Summer) Université des Sciences et Technologies de Lille, Visiting Professor 1995 University of Warwick, Department of Mathematics, Coventry, UK,Visiting Scholar Centre de Rechearch Mathematique, Montreal, Canada, Visiting Scholar Cornell University, Department of Mathematics, Ithaca, NY,Visiting Scholar Department of Mathematics, University of California at San Diego, Visiting Scholar Central Institute for Economics and Mathematics of the Academy of Sciences of the USSR: Junior research scholar Senior research scholar Leading research scholar Principal research scholar (On leave since 1993) Statistical and Consulting Center STAT-DIALOGUE of Soviet-American Joint Venture DIALOGUE, Project Manager (part time) GRANTS and AWARDS 1999 National Science Foundation Grant DMS ( , extended for 2003 and 2004) 1996 National Science Foundation Grant DMS ( ). INVITED TALKS AND PRESENTATIONS [Selected] 2007 Equivalence of traces of positive solutions of non-linear PDEs, 1 hour talk, Front Range Probability Days, CU Colorado Springs 2006 Superdiffusions and traces of positive solutions of non-linear PDEs, 1 hour talk, Front Range Probability Days, CU Boulder Superdiffusions and a boundary value problem for semilinear PDEs, 50 minutes talk, Conference on Martingales, Stochastic Analysis, and Potential Theory, Gainesville, Florida 2005 Super-Brownian Motion and positive solutions of semilinear PDE, Invited lecture, 1 hour, National Center of Theoretical Science, Taiwan, July New tools in the Theory of Superdiffusions, 1 hour talk, Stochastic Processes and Analysis, Stochastic processes and Analysis, Conference to Honor E.B.Dynkin 2003 Université des Sciences et Technologies de Lille, France, Invited lecture, 1 hour CIMPA Spring School on probabilistic methods for nonlinear PDEs, a course of lectures (5 hours), Marrakech, Morocco, The International Workshop on Markov Processes and Controlled Markov Chains, semi-plenary lecture, Changsha, China (1 hour) Workshop on Interactive Measure-Valued Processes, Toronto, Fields Institute

3 Workshop on Stochastic Partial Differential Equations, Berkeley, MSRI Workshop on Some Problems of Stochastic Analysis, Michigan State University Warwick symposium on Stochastic Analysis and Related Topics , University of Warwick, Coventry, UK The Dynkin Workshop on Probability Theory and Stochastic Processes, Cornell University AMS Summer Institute on Stochastic Analysis, Cornell University VI USSR-France seminar on Applied Statistics and Data Analysis, Lannion, France Conference on Measure-valued Processes, Stochastic Partial Differential Equations and Interacting Systems, Montreal, Canada Numerous conferences on Probability, Statistics, Stochastic Processes, Statistical Software. TEACHING EXPERIENCE At Boulder: Math 1300 (Calculus 1) Fall 00 (Czar) Math 2300 (Calculus 2) Spring 99, Fall 99 (Czar), Fall 02 (Czar), Fall 07 (Czar), Fall 09 (Czar) Math 4310 (Intro to Analysis) Fall 05 Math 4510 (Intro to Probability) Fall 98, Spring 01, Fall 01, Fall 05, Fall 06, Fall 12, Fall 13, Fall 14, Fall 15, Fall 16, Fall 17 Math 4520/5520 (Intro to Statistics) Spring 05, Spring 06, Fall 06, Spring 12, Spring 14, Spring 17 Math 4540/5540 (Intro to Time Series) Spring 01, Spring 03, Spring 05, Spring 07, Spring 09, Spring 11, Spring 13, Spring 15, Spring 17 Math 5310 (Basic Real Analysis) Fall 03 Math 6310/6320 (Intro to Real Analysis) Fall 01/Spring 02, Spring 08, Fall 08, Spring 12, Fall 14, Fall 16 Math 6534 (Topics in Probability) Fall 03, Fall 07 Math 6540 (Time Series Analysis) Spring 99 Math 6550 (Intro to Stochastic Processes) Spring 00, Spring 04, Spring 08, Spring 10, Spring 16 Independent Studies supervised: Spring 02, Fall 02, Summer 07, Spring 08, At Cornell: Undergraduate courses on Calculus, Real and Complex variables, Probability, Statistics. 95/96, 96/97, 97/98. Graduate courses on Real Analysis. 93/94, 94/95. GRADUATE STUDENTS Tim Schumacher Masters, 2003, PhD 2008 Jonathan Cheifitz Masters, 2008

4 Derek Eby Masters, 2012 Kathleen Smith Masters, 2014, PhD 2017 Xiarong Liu Masters, 2016 MISC. SERVICE 2005, 2010 External reviewer for the Israel Science Foundation 1992, 1999 External reviewer for promotion to full professorship for UCSD and for National Chiao Tung University, Taiwan Reviewing for the journals: Probability Theory & Related Fields, Annals of Probability, Mathematical Proceedings of Cambridge Philosophical Society, International Journal of Mathematics and Mathematical Sciences Reviewing for AMS Publishers PUBLICATIONS (Peer Review) 1. S.E.Kuznetsov and S.M.Natanson, On a functional equation with applications in games theory (in Russian). Sybyrskii Matematicheckii Zhournal, I.V.Evstigneev and S.E.Kuznetsov, On differential equations with random parameters. Teoriya Veroyatn. i ee Primen., Vol. 17 (1972) English translation in Theor. Prob. Appl., Vol. 17 (1973) 3. S.E.Kuznetsov, Construction of a Markov process with random moments of birth and death. Teoriya Veroyatn. i ee Primen., Vol. 18 (1973), English translation in Theor. Prob. Appl., Vol. 18 (1974). 4. E.B.Dynkin and S.E.Kuznetsov, Determining functions of Markov processes and corresponding dual regular classes. Dokl. AN SSSR, Vol. 214 (1974), English translation in: Soviet Math. Dokl., Vol. 15 (1974), S.E.Kuznetsov, On decomposition of excessive functions. Dokl. AN SSSR, Vol. 214 (1974), English translation in: Soviet Math. Dokl., Vol. 15 (1974). 6. S.E.Kuznetsov, Excessive functions associated with regular split Markov processes. Teoriya Veroyatn. i ee Primen., Vol. 20 (1975), English translation in Theor. Prob. Appl., Vol. 20 (1976). 7. S.E.Kuznetsov, Construction of the regular split process, Teoriya Veroyatn. i ee Primen., Vol. 22 (1977). English translation in Theor. Prob. Appl., Vol. 22 (1978). 8. S.E.Kuznetsov, Behavior of excessive functions along trajectories of a Markov process, Teoriya Veroyatn. i ee Primen., Vol. 24 (1979), pp English translation in Theor. Prob. Appl., Vol. 24 (1980) 9. S.E.Kuznetsov, Right (non-homogeneous) Markov processes and their relation to the homogeneous theory. Dokl. AN SSSR, Vol. 250 (1980), pp English translation in Soviet Math. Dokl. (1980) 10. S.E.Kuznetsov, Every Markov process in a Borel space has a transition function,teoriya Veroyatn. i ee Primen., Vol. 25 (1980), pp English translation in Theor. Prob. Appl., Vol. 25 (1981)

5 11. I.V.Evstigneev and S.E.Kuznetsov, Models of economical growth under uncertainty (in Russian). Ekonomika i Mat. Metody (1982) 12. S.E.Kuznetsov, Nonhomogeneous Markov processes. Sovremennye Problemy Matematiki, Vol. 20 (1982), pp , VINITI, Moscow. English translation in J.Soviet Math. Vol. 25 (1984), pp I.V.Evstigneev and S.E.Kuznetsov, Stochastic version of a turnpike theorem for homogeneous convex controlled models (in Russian). Mat. Zametki, Vol. 33 (1983). 14. S.E.Kuznetsov, Specifications and stopping theorem forrandom fields, Teoriya Veroyatn. i ee Primen., Vol. 29 (1984), pp English translation in Theor. Prob. Appl., Vol. 29 (1985). 15. S.E.Kuznetsov, On existence of a homogeneous transition function, Teoriya Veroyatn. i ee Primen., Vol. 31 (1986), English translation in Theor. Prob. Appl., Vol. 31 (1987) 16. S.E.Kuznetsov, More on existence and uniqueness of decomposition of excessive functions and measures to extremes. In book: Seminaire de Probabilites XXVI. Lecture Notes in Mathematics, Vol (1992), S.E.Kuznetsov, On existence of a dual semigroup. In book: Seminaire de Probabilites XXVI. Lecture Notes in Mathematics, Vol (1992), E.B.Dynkin, S.E.Kuznetsov and A.V.Skorokhod, Branching measure-valued processes. Probab. Theory Rel. Fields, Vol. 99 (1994), S.E.Kuznetsov, Regularity properties of a supercritical superprocess. In book: The Dynkin Festschrift. Markov Processes and Their Applications. M.I.Freidlin, ed. Birkhauser, Boston etc. (1994), E.B.Dynkin and S.E.Kuznetsov, Markov snakes and superprocesses. Probab. Theory Rel. Fields, Vol. 103 (1995), E.B.Dynkin and S.E.Kuznetsov, Superdiffusions and removable boundary singularities for quasilinear partial differential equations, Communications on Pure and Applied Mathematics, Vol. 49 (1996), E.B.Dynkin and S.E.Kuznetsov, Solutions of Lu = u^\alpha dominated by L- harmonic functions. Journale d'analyse Mathematique, Vol. 68 (1996), E.B.Dynkin and S.E.Kuznetsov, Linear additive functionals of superdiffusions and related nonlinear P.D.E. Transactions of American Mathematical Society, Vol. 348 (1996), E.B.Dynkin and S.E.Kuznetsov, Natural linear additive functionals of superprocesses. Annals of Probability, Vol. 25 (1997), E.B.Dynkin and S.E.Kuznetsov, Nonlinear parabolic P.D.E. and additive functionals of superdiffusions. Annals of Probability, Vol. 25 (1997), E.B.Dynkin and S.E.Kuznetsov, Trace on the boundary for solutions of nonlinear differential equations. Transactions of American Mathematical Society (1998), 350, no. 11, E.B.Dynkin and S.E.Kuznetsov, Solutions of nonlinear differential equations on a Riemannian manifold and their trace on the Martin boundary. Transactions of American Mathematical Society (1998), 350, no. 11, S.E.Kuznetsov, Polar boundary sets for superdiffusions and removable lateral singularities for nonlinear parabolic PDE's. Communications on Pure and Applied Mathematics (1998), 51, no. 3,

6 29. S.E.Kuznetsov, On Removable Lateral Singularities for Quasilinear Parabolic PDE's, C.R. Acad.Sci. Paris (1997), 325, no. 6, S.E.Kuznetsov, \sigma-moderate solutions of Lu = u^\alpha and fine trace on the boundary, C.R. Acad.Sci. Paris (1998), 326, no. 10, E.B.Dynkin and S.E.Kuznetsov, Fine topology and fine trace on the boundary associated with a class of semilinear differential equations. Communications on Pure and Applied Mathematics (1998), 51, S.E.Kuznetsov, Removable lateral Singularities of Semilinear Parabolic PDE's and Besov Capacities. J. Functional Analysis (1998), 156, E.B.Dynkin and S.E.Kuznetsov, Extinction of Superdiffusions and Semilinear PDEs, J. Functional Analysis (1999), 162, E.B.Dynkin and S.E.Kuznetsov, Solutions of a class of semilinear differential equations: trace and singularities on the boundary, Operator Theory: Advances and Applications (1999), 110, S.E.Kuznetsov, On uniqueness of a solution of Lu = u α with given trace, Electronic Communications in Probability (2000), 5, paper #15, pp S.E.Kuznetsov, Removable Singularities for Lu = ψ(u) and Orlicz Capacities, J. Functional Analysis (2000), 170, E.B.Dynkin and S.E.Kuznetsov. Rough boundary trace for solutions of Lu=ψ(u), Teoriya Veroyatn. i ee Primen., Vol. 45 (2000), pp E.B.Dynkin and S.E.Kuznetsov. Poisson Capacities, Math. Research Letters (2003), 10, E.B.Dynkin and S.E.Kuznetsov. N-measures for branching exit Markov systems and their applications to differential equations, Probability Theory and Related Fields (2004), 130, pp S.E.Kuznetsov, An upper bound for positive solutions of the equation Δu = u α, Electron. Res. Announc. Amer. Math. Soc. 10 (2004), E.B.Dynkin and S.E.Kuznetsov. Bessel Capacities on compact manifolds and their relations to Poisson capacities, Journal of Functional Analysis (2007), 242, pp E.B.Dynkin and S.E.Kuznetsov. One class of boundary traces for solutions of Lu = ψ(u), Journal of Functional Analysis (2007), 252, pp S.E.Kuznetsov and E.B. Vinberg, Eugene B. Dynkin (a survey), Uspechi Mat. Nauk, Vol.71, No 2 (2016) (in Russian), pp In progress 1. S.E.Kuznetsov and Kathleen Smith, On unbiased prediction in matrix models Other Publications 1a. S.E.Kuznetsov, Weakly optimal programs in models with changing technology. In book: Mathematical models in Economics, Polish Scient. Publishers, Warszawa, a. S.E.Kuznetsov, On decomposition of excessive functions. In book: International Vilnius conference on Probability Theory and Mathematical Statistics. Abstracts of Communications, Vol.2, Vilnius, a. S.E.Kuznetsov, Regular topological representations. Uspekhi Mat. Nauk Vol. 30 (1975), English translation in: Russian Math. Surveys, Vol. 30 (1975).

7 4a. S.E.Kuznetsov, Excessive functions, connected with a regular split process. In book: 3-rd USSR-Japan Symposium on Probability Theory. Abstracts. Vol. 1, Tashkent, a. S.E.Kuznetsov, Excessive functions and transformations of Markov processes. Ph.D. Thesis. Inst. Matem. AN UkrSSR. Kiev, a. S.E.Kuznetsov, On regular Markov processes. In book: 2-nd International Vilnius conference on Probability Theory and Mathematical Statistics. Abstracts. Vilnius, a. S.E.Kuznetsov, Regularization of a Markov process. In book: Selected problems of Probability theory and Mathematical Economics (in Russian), CEMI, Moscow, a. S.E.Kuznetsov, Left continuous martingales. In book: Selected problems of Probability theory and Mathematical Economics (in Russian), CEMI, Moscow, a. I.V.Evstigneev and S.E.Kuznetsov, Stationary programs in stochastic models of economical development. In book: Selected problems of Probability theory and Mathematical Economics (in Russian), CEMI, Moscow, a. I.V.Evstigneev and S.E.Kuznetsov, ``Skew products'' of measurable spaces. In book: Selected problems of Probability theory and Mathematical Economics (in Russian), CEMI, Moscow, a. I.V.Evstigneev and S.E.Kuznetsov, Restrictions on forecast in stochastical programming. In book: Soviet-Polish seminar on mathematical methods in programming and economics control (in Russian), CEMI, Moscow, a. On transformation of a Markov process by excessive functions, Teoriya Veroyatn. i ee Primen., Vol. 23 (1978), pp English translation in Theor. Prob. Appl., Vol. 23 (1979). 13a. I.V.Evstigneev and S.E.Kuznetsov, Stationary plans and their stimulating prices in stochastic models of economical dynamics (in Russian). In book: Stochastic models and controlling of economical processes. CEMI, Moscow, a. S.E.Kuznetsov, Estimation of parameters of the model of planning of economical characteristics and necessary conditions for existence of consistent estimates for trend parameters of a time series (in Russian). In book: All-Union Conference on Theory and Practice of Forecasting in Branches of the National Economy. Tashkent, a. S.E.Kuznetsov, Statistical analysis of the models of dynamics of controlled economical characteristics (in Russian). In book: Applied multivariate analysis. Nauka, Moscow, a. S.E.Kuznetsov, Models of dynamics of controlled economical characteristics. In book: Soviet-Polish seminar on Mathematical methods in Planning and Controlling of Economy. Abstracts. Moscow, a. S.E.Kuznetsov, On existence of a transition function. In book: 12-th EuropeanMeeting of Statisticians. Abstracts. Varna, a. S.E.Kuznetsov, Construction of a regular split process (random interval). In book: Multivariate analysis (in Russian). CEMI, Moscow (1979). English translation in Selected Transl. in Math. Statist. and Probability, Vol. 16 (1985) 19a. S.E.Kuznetsov, Regularity criteria for Markov processes. In book: Multivariate analysis (in Russian). CEMI, Moscow (1979). English translation in Selected Transl. in Math. Statist. and Probability, Vol. 16 (1985)

8 20a. S.E.Kuznetsov, Transformation of a Markov process by means of excessive functions. In book: Multivariate analysis (in Russian). CEMI, Moscow (1979). English translation in Selected Transl. in Math. Statist. and Probability, Vol. 16 (1985) 21a. S.E.Kuznetsov, On a library of statistical routines on statistical inference of Markov type dependences. In book: All-Union school on Software and Algorithms for Multivariate Analysis (in Russian). Erevan, a. I.V.Evstigneev and S.E.Kuznetsov, Nonstationary stochastic analog of the von Neumann-Gale model of an expanding economy. In book: Econometric Society World Congress. Abstracts, Madrid, (1980) 23a. S.E.Kuznetsov, Transition functions for Markov processes and specifications for random fields. In book: 3-rd International Vilnius conference on Probability Theory and Mathematical Statistics, Vilnius, a. I.V.Evstigneev and S.E.Kuznetsov, Problems of stochastical control in nonstationary economical models (in Russian). In book: 2-nd All-Union conference on Applications of Multivariate Analysis in Economics and Quality Control, Tartu, a. S.E.Kuznetsov, Construction of regular consistent distributions, Teoriya Veroyatn. i ee Primen., Vol. 26, (1981), pp English translation in Theor. Prob. Appl., Vol. 26 (1982). 26a. S.E.Kuznetsov, Construction of specifications for random fields. In book: 15-thAll- Union Colloquium on Probability Theory and Mathematical Statistics. Proceedings, Tbilisi, a. S.E.Kuznetsov, Two theorems on right processes. In book: 4-th USSR-Japan symposium on Probability Theory and Mathematical Statistics. Abstracts of Communications, Vol. 2. Tbilisi, a. I.V.Evstigneev and S.E.Kuznetsov, Nonstationary stochastic model of expanding economy (in Russian). CEMI Moscow, a. S.E.Kuznetsov, Foundations of the Theory of Nonhomogeneous Markov processes (in Russian) Doctor of Sciences's degree Thesis. Vilnius State University, Vilnius, a. S.E.Kuznetsov, On absolute continuous Markov processes, Teoriya Veroyatn. i ee Primen., Vol. 28 (1983). English translation in Theor. Prob. Appl., Vol. 28 (1984) 31a. S.E.Kuznetsov and V.I.Orlov, Unbiased estimation in Markov type models (in Russian). In book: 2-nd All-Union school on Software and Algorithms for Multivariate Analysis. Proceedings, Erevan, a. I.V.Evstigneev and S.E.Kuznetsov, Stochastic analog of von Neumann - Gale model: assimptotics of equilibrium trajectories (in Russian). In book: Applied Statistics. Nauka, Moscow, a. I.V.Evstigneev, Yu.M.Kabanov, P.K.Katyshev and S.E.Kuznetsov, Stochastic models of economical growth and equilibrium (in Russian). In book: Mathematical tools of economical modeling. Nauka, Moscow, a. S.E.Kuznetsov, Models of dynamics of planed economical characteristics. In book: Mathematical Economics and Extremal Problems (in Russian). Nauka, Moscow, a. S.E.Kuznetsov, On existence of a homogeneous transition function. In book: 4-th International Vilnius conference on Probability Theory and Mathematical Statistics, 1985.

9 36a. S.E.Kuznetsov, Excessive functions: decomposition into a quasiharmonic function and a D-potential. In book: Statistics. Probability. Economics (in Russian). Nauka, Moscow, a. S.E.Kuznetsov and V.I.Orlov, Unbiased forecasting in matrix models. In book: 3- rd All-Union conference on Applications of Multivariate Analysis in Economics and Quality Control (in Russian), Tartu, a. S.E.Kuznetsov, Homogeneous transition functions and dual semigroups. In book: 1- st Bernoulli Society World Congress, Abstracts. Tashkent, a. S.E.Kuznetsov and V.I.Orlov, On unbiased estimation of a power of unknown matrix. In book: 3-rd All-Union school on Software and Algorithms for Multivariate Analysis (in Russian), Erevan, a. S.E.Kuznetsov and A.A.Khalileev, Concepts of development of a statistical expert system on time series analysis MESOSAUR. In book: 3-rd All-Union school on Software and Algorithms for Multivariate Analysis (in Russian), Erevan, a. S.E.Kuznetsov, Necessary and sufficient conditions for the decomposition of excessive functions into extremes. In book: 5-th International Vilnius conference on Probability Theory and Mathematical Statistics, a. S.E.Kuznetsov and A.A.Khalileev, Statistical system for time series analysis MESOSAUR. In book: 4-th All-Union conference on Applications of Multivariate Analysis in Economics and Quality Control (in Russian). Tartu, a. S.E.Kuznetsov and D.V.Levando, Expert support for selection of Box-Jenkins model in time series analysis system MESOSAUR. In book: 4-th All-Union conference on Applications of Multivariate Analysis in Economics and Quality Control (in Russian). Tartu, a. S.E.Kuznetsov and V.I.Orlov. On unbiased statistical estimation of powers of unknown matrix. In book: Multivariate analysis and stochastic modeling of real processes (in Russian). Nauka, Moscow, a. S.E.Kuznetsov, A.A.Khalileev, L.A.Leschinskii and D.V.Levando. On statistical system for time series analysis MESOSAUR. In book: All-Union School on Statistical data analysis by Computers (in Russian). Kiev, a. S.E.Kuznetsov and A.A.Khalileev, Statistical system for time series analysis MESOSAUR. User's Guide (in Russian). JV Dialog, Moscow, a. S.E.Kuznetsov, On dual semigroups. In book: 6-th Soviet-Japan symposium on Probability Theory and Mathematical Statistics. Abstracts of Communications, Kiev, a. S.E.Kuznetsov and A.A.Khalileev. MESOSAUR: Time series. A companion to SYSTAT. Evanston, IL:SYSTAT, Inc (1991). 49a. S.E.Kuznetsov, A.A.Khalileev, D.V.Levando and L.A.Leschinskii. MESOSAUR 1.1. In book: 4-th All-Union school on Software and Algorithms for Multivariate Analysis (in Russian). Erevan, a. S.E.Kuznetsov, A.A.Khalileev, D.V.Levando and L.A.Leschinskii. Time Series Analysis Package MESOSAUR Version 1.1. In book: Computational Statistics. Proceedings of the 10 th Symposium on Computational Statistics, Vol 3 (1992). Presses Academiques Neuchatel, Neuchatel, Switzerland, pp

10 51a. S.E.Kuznetsov, Boundary Theory for Superdiffusions, Proceedings of the International workshop on Markov Processes and Controllable Markov Chains, (Changsha, China, August 1999) 52a. S.E.Kuznetsov, Superdiffusions and their relations to Non-linear P.D.E.'s, Lecture notes on CIMPA School on Probabilistic Methods for Non-linear P.D.E.'s, Marrakech, Morocco (April 2000). 53a. A.B Katok, S.E.Kuznetsov, Eugene B Dynkin, in memory of, Mathematical Education ( Matematicheskoe Prosveschenie, in Russian), Vol. 19 (2015) 7 pp.