Kurenok’s research interests have been primarily in the area of stochastic processes and stochastic differential equations with some applications to financial mathematics. In particular, he had been studied the existence, uniqueness, and properties of so-called weak solutions of stochastic differential equations driven by Brownian motion and other Levy processes, including the case of symmetric stable processes. Among some important contributions to the theory of stochastic differential equations with respect to purely discontinuous processes are the integral estimates of Krylov’s type for the corresponding solutions.
