Dr Alexei Filinkov

Office: 345 | Telephone: +61 8 8303 6417

Postgraduate supervision

Thesis title	Student	Graduation
Copulas for credit derivative pricing and other applications	Glenis Crane	2009

Publications
Generalized solutions to abstract stochastic problems Melnikova, I; Filinkov, Alexei, Integral Transforms and Special Functions 20 (199–206) 2009
A self tuning model for risk estimation Elliott, Robert; Filinkov, Alexei, Expert Systems with Applications 34 (1692–1697) 2008
The solution of a free boundary problem related to environmental management systems Elliott, Robert; Filinkov, Alexei, Stochastic Analysis and Applications 25 (1189–1202) 2007
Stochastic Differential Equations in Hilbert Spaces Filinkov, Alexei; Maizurna, Isna; Sorenson, J; Van Der Hoek, John, chapter in Applicable Mathematics in the Golden Age (Morgan & Claypool) 32–169, 2003
Differential equations in spaces of abstract stochastic distributions Filinkov, Alexei; Sorensen, Julian, Stochastics and Stochastic Reports 72 (129–173) 2002