Dr. Taras Shalaiko

Room B 108

University of Mannheim

A5, 6

D-68131 Mannheim

Tel: +49  621 181-3659

Office hour: normally on Thursday 15.00- 16.00 in my office and by appointment

Email: tshalaik(at)mail.uni-mannheim.de




  • Spring semester, 2016: tutorials on Analysis 1.
  • Fall semester, 2016: lectures and tutorials on Functional Analysis. 

Research interests

  • Stochastic analysis
  • Fractional Brownian motion
  • Stochastic differential equations
  • Malliavin calculus
  • Functional analysis (without any hope to contribute)


  1. with Neuenkirch A., (2015) The maximum rate of convergence for the approximation of a fractional Levy area at a single point. To appear in Journal of Complexity.
  2. with Neuenkirch A., (2015) The relation between mixed and rough SDEs and its applications to numerical methods. Stochastic Analysis and Applications, 33(5).
  3. with Shevchenko G., (2015) Integral representation with respect to fractional Brownian motion under a log-Hölder assumption. Modern Stochastics: Theory and Applications, 2 (3).
  4. with Mishura Yu., Shevchenko G., (2015) Convergence of solutions of mixed stochastic delay differential equations with applications. Applied Mathematics and Computations, 257.
  5. with Shevchenko G., (2014) Existence of density of the solutions to mixed stochastic differential equations. To appear in Trends in Mathematics: Stochastic and Infinite Dimensional analysis.
  6. with Shevchenko G., (2013) Malliavin regularity of the solutions to mixed stochastic differential equations. Statistics and Probability Letters, 83(12).
  7. with Shevchenko G., (2012) Approximation of random variables by functionals of increments of fractional Brownian motion. Probability Theory and Mathematical Statistics, 87(2).
  8. with Shevchenko G., (2010) Multifractionality: a modern tool to model complex behaviour. Bulletin of Kyiv University, 3.