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Education
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 M.S. Physics, Moscow Institute of Physics and Technology, Moscow, Russia, 1/1992
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Ph.D. Applied Mathematics, University of Southern California, 1/1996
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Postdoctoral Training
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C.L.E. Moore Instructor of Mathematics, Massachusetts Institute of Technology, 09/1997-07/2000
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Post-doctoral member , Institute for Mathematics and its Applications, University of Minnesota, 1996-1997
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Academic Appointment, Affiliation, and Employment History
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Tenure Track Appointments
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Professor of Mathematics, University of Southern California, 12/22/2006-
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Associate Professor of Mathematics, University of Southern California, 05/15/2003-12/22/2006
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Assistant Professor of Mathematics, University of Southern California, 01/01/2000-05/15/2003
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Visiting and Temporary Appointments
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Visitng Scholar, Institut Mittag-Leffler, The Royal Swedish Academy of Sciences, 08/30/2007-12/15/2007
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Visiting Professor , Division of Applied Mathematics, Brown University, 02/01/2007-04/30/2007
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Visiting Scholar , Center for Mathematical Sciences, University of Wisconsin, 07/1999-08/1999
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PostDoctoral Appointments
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C.L.E. Moore Instructor of Mathematics, Department of Mathematics, Massachusetts Institute of Technology, 09/1997-07/2000
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Post-doctoral member , Institute for Mathematics and its Applications, University of Minnesota, 1996-1997
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Description of Research
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Summary Statement of Research Interests
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Professor Lotosky studies probability theory, stochastic processes, nonlinear filtering, and stochastic partial differential equations. Most recently he has authored several papers regarding stochastic parabolic equations and nonlinear filtering using Galerkin Approximation and Wiener Chaos Decomposition.
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Funded Research
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Contracts and Grants Awarded
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CAREER: Stochastic Partial Differential Equations and Applications (NSF), Sergey Lototsky, None, $400,001, 07/01/2003-06/30/2008
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Sloan Research Fellowship (Alfred P. Sloan Foundation), Sergey Lototsky, none, $40,000, 09/15/2002-09/15/2006
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Numerical Methods and Statistical Inference for Complex Stochastic Systems (ARO (Army)), Boris Rozovskii, Sergey Lototsky, $15,000, 06/01/2003-06/30/2005
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Boundary Value Problems for Stochastic Parabolic Equations (NSF), Sergey Lototsky, None, $61,000, 07/01/1999-02/28/2002
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Conferences and Other Presentations
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Conference Presentations
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"LDP for SPDEs: a martingale approach", Large Deviations Conference, Talk, University of Michigan, Invited, 06/08/2007
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"Estimating coefficients in stochastic parabolic equations", SPDE meeting, Talk, Cornell University, Invited, 04/22/2007
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"Parameter estimation in stochastic partial differential equations", Asymptotic statistics of stochastic processes, Talk, University of Le Mans, France, Invited, 03/21/2007
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"Stochastic integration with respect to Gaussian processes and fields", SPDE Workshop, Talk, Brown University, Invited, 10/21/2006
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Other Presentations
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"Stochastic parabolic equations of full second order", Joint Applied Mathematics/Probability seminar, Wayne State University, Detroit, MI, 06/07/2007
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"Parameter Estimation for SPDEs", Seminar, Scientific Systems Company, Inc. , Woburn, MA, 04/17/2007
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"Parameter Estimation for SPDEs", Probability Seminar, University Paris-VI, Paris, France, 03/20/2007
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"Stochastic integration with respect to Gaussian processes and fields", Stochastic Systems Seminar, Brown University, Providence, RI, 03/06/2007
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"Stochastic integration with respect to Gaussian processes and fields", Probability Seminar, Wayne State University, Detroit, MI, 02/28/2007
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"`Parameter estimation in stochastic partial differential equations", Optimization Seminar, Univesity of Colorado, Denver, CO, 01/23/2007
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"Parameter estimation in stochastic partial differential equations", Probability Seminar, Stanford University, Palo Alto, CA, 01/08/2007
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Publications
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Book
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P. H. Baxendale, S. V. Lototsky (Ed.).
(2007).
Stochastic Differential Equations: Theory and Applications. (Vol. 2, Singapore: World Scientific. PubMed Web Address
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Blum, E. K., Lototsky, S. V.
(2006).
Mathematics of Physics and Engineering. World Scientific. http://www.amazon.co.uk/exec/obidos/ASIN/981256621X/026-3154333-2129236
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Journal Article
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Lototsky, S. V., Stemmann, K.
(2007).
Solving SPDEs Driven by Colored Noise: a Chaos Approach. Quartely of Applied Mathematics.
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Lototsky, S. V.
(2007).
A Random Change of Variables and Applications to the Stochastic Porous Medium Equation with Multiplicative Time Noise. Communications on Stochastic Analysis.
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Lototsky, S. V., Rozovsky, B. L.
(2006).
Wiener Chaos Solutions of Linear Stochastic Evolution Equations. Annals of Probability.
Vol. Vol. 34 (No. 2 - March 2006)
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Other
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Vadim Kaloshin, Sergey Lototsky, Michael, Roeckner (Ed.).
(2006).
Stochastic Dynamics in Finite and Infinite Dimensions. Discrete and Continuous Dynamical Systems - B.
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Lototsky, S. V.
(2001).
Linear Stochastic Parabolic Equations, Degenerating at the Boundary. Electronic Journal of Probability.
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Proceedings
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Lototsky, S. V., Rozovskii, B. L.
(2007).
Stochastic Parabolic Equations of Full Second Order.
In P-L Chow, B. S. Mordukhovich, G. Yin (Ed.), pp. 199-210. Minneapolis, MN. IMA.
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Service to the Profession
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Conferences Organized
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Principal Organizer, Inverse Problems in Stochastic Differential Equations, USC, 05/22/2007-05/26/2007
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Reviewer for Publication
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Mathematical Reviews, AMS, 62 reviews so far; 4 during
academic year 2006-2007, 2000-2008
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