Dr. Vitalii Makogin


E-Mail address



+49 (0)731/50-23527


+49 (0)731/50-23649


Room-Nr. 141
Helmholtzstr. 18
89069 Ulm

Office hours

on appointment

Research activities

  • Theory of stochastic processes and fields,
  • Stochastic calculus, Financial mathematics,
  • Self-similar prcesses and fields, Fractional Brownian fields,
  • Stochastic processes and fields with long memory.

Short CV

  • since Apr 2016: Postdoc in the Institute of Stochastics, Ulm University
  • Oct 2015 - Mar 2016: Postdoc in TSN University of Kyiv
  • Oct 2012 - Oct 2015: PhD student in TSN University of Kyiv
  • Sep 2009 - Jun 2011: Master of Science in TSN University of Kyiv
  • Sep 2005 - Jun 2009: Bachelor of Science in TSN University of Kyiv



  • Dresvyanskiy, D., Karaseva, T., Makogin, V., Mitrofanov, S., Redenbach, C., & Spodarev, E. (2019). Detecting anomalies in fibre systems using 3-dimensional image data. arXiv preprint arXiv:1907.06988.
  • Vitalii Makogin & Yuliya Mishura (2019) Small deviations for mixed fractional Brownian motion with trend and with Hurst index H>1/2, Stochastics, DOI: 10.1080/17442508.2019.1652609
  • Vitalii Makogin & Yuliya Mishura (2019) Gaussian multi-self-similar random fields with distinct stationary properties of their rectangular increments, Stochastic Models, DOI: 10.1080/15326349.2019.1610664
  • Dresvyanskiy, D., Karaseva, T., Mitrofanov, S., Redenbach, C., Schwaar, S., Makogin, V., & Spodarev, E. (2019, May). Application of clustering methods to anomaly detection in fibrous media. In IOP Conference Series: Materials Science and Engineering (Vol. 537, No. 2, p. 022001). IOP Publishing.


  • Makogin, V., Melnikov., A., Mishura, Yu. On Mean-variance hedging under partial obesrvations and terminal wealth constraints. International Journal of Theoretical and Applied Finance 20(5), 1750031 (2017).


  • Makogin, V. Simulation paradoxes related to a fractional Brownian motion with small Hurst index. Modern Stochastics: Theory and Applications 2.3, 181-190 (2016).

  • Makogin, V., and Mishura, Yu. Example of a Gaussian self-similar field with stationary rectangular increments that is not a fractional Brownian sheet. Stochastic Analysis and Applications, 33 (3), 413-428 (2015).
  • Makogin, V.I., Asymptotic properties of integral functionals of fractional Brownian fields. Theor. Probability and Math. Statist. 91, 105-114 (2015)
  • Kozachenko, Y., and Makogin, V. Probability distributions of extremes of self-similar Gaussian random fields. Journal of Classical Analysis, 5(1), 25-42 (2014).
  • Makogin, V., and Mishura, Yu. Strong limit theorems for anisotropic self-similar fields. Modern Stochastics: Theory and Applications 1.1, 73-93 (2014).
  • Makogin, V.I., Mishura, Yu.S., Shevchenko, G.M., Zolota, A.V.: Asymptotic behaviour of the trajectories of the fractional Brownian motion, anisotropic fractional Brownian field and their fractional derivatives. Appl. Stat. Actuar. Financ. Math. 1–2, 110–115 (2013). (In Ukrainian)