prof. dr hab. Szymon Peszat
Jednostki:
- Wydział Matematyki i Informatyki UJ
- Instytut Matematyki
- Zakład Matematyki Finansowej
Publikacje:
20.
Szymon Peszat, Ben Goldys
On linear stochastic flows, Transactions of the American Mathematical Society vol. 377 (2024), 753-774
19.
Szymon Peszat, Ben Goldys
Linear parabolic equation with Dirichlet white noise boundary conditions, Journal of Differential Equations vol. 362 (2023), 382-437
18.
Szymon Peszat, Enrico Priola, Alexei M. Kulik
17.
Zdzisław Brzeźniak, Tomasz Komorowski, Szymon Peszat
Ergodicity for stochastic equation of Navier-Stokes type, Electronic Communications in Probability vol. 27 (2022), 10 pp.
16.
The investor problem based on the HJM model, Annales Polonici Mathematici vol. 127 (2021), 241-269
15.
Szymon Peszat, Krystyna Twardowska, Jerzy Zabczyk
Ergodicity of Burgers' system , Journal of Stochastic Analysis vol. 2 (2021), Article number 10, 16 pp.
14.
Zhao Dong , Szymon Peszat, Lihu Xu
13.
Ben Goldys, Szymon Peszat, Jerzy Zabczyk
Gauss-Markov processes on Hilbert spaces, Transactions of the American Mathematical Society vol. 368 (2016), 89-108
12.
Stochastic partial differential equations with Levy noise (a few aspects) vol. Progress in Probability Vol. 68 (2015), "Stochastic Analysis: A Series of Lectures ( Robert C. Dalang, Marco Dozzi and Francesco Russo, eds.) ", Birkhäuser
11.
Zdzisław Brzeźniak, Ben Goldys, Szymon Peszat, Francesco Russo
10.
Dan Crisan, Yoshiki Otobe, Szymon Peszat
Inverse problems for stochastic transport equations, Inverse Problems vol. 31 (2015), 22 pp.
9.
Jerzy Zabczyk, Szymon Peszat
8.
Tomasz Komorowski, Szymon Peszat, Tomasz Szarek
Passive tracer in a flow corresponding to two-dimensional stochastic Navier-Stokes equations, Nonlinearity vol. 26 (2013), 1999-2026
7.
Jerzy Zabczyk, Szymon Peszat
6.
Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator, Journal of Functional Analysis vol. 260 (2011), 3457-3475
5.
Zdzisław Brzeźniak, Szymon Peszat
Hyperbolic equations with random boundary conditions vol. Interdiscip. Math. Sci., 8 (2010), "Recent development in stochastic dynamics and stochastic analysis", World Scientific Publishing
4.
Tomasz Komorowski, Szymon Peszat, Tomasz Szarek
On ergodicity of some Markov processes, Annals of Probability vol. 38 (2010), 1401-1443
3.
Zdzisław Brzeźniak, Ben Goldys, Peter Imkeller, Szymon Peszat, Enrico Priola, Jerzy Zabczyk
Time irregularity of generalized Ornstein-Uhlenbeck processes, Comptes Rendus Mathematique vol. 348 (2010), 273-276
2.
Szymon Peszat, Anna Talarczyk
Functional central limit theorem for additive functionals of α-stable processes, Potential Analysis vol. 33 (2010), 199-209
1.
Szymon Peszat, Samy Tindel
Stochastic heat and wave equations on a Lie group, Stochastic Analysis and Applications vol. 28 (2010), 662-695
Konferencje:
20.
New developments and challenges in Stochastic Partial Differential Equations, Bernoulli Center, Lozanna , Szwajcaria , 2024-07-22 - 2024-07-26
19.
KinMAT, Uniwersytet Warszawski, Wydział Matematyki, Informatyki i Mechaniki, Warszawa, Polska, 2024-06-03 - 2024-06-06
18.
Dynamics and Thermodynamics of Large Interacting Systems, IMPAN, Warsaw, Poland, 2024-03-18 - 2024-03-22
17.
43rd Conference on Stochastic Processes and their Applications, Bernoulli Society, Lisbona , Portugania, 2023-07-24 - 2023-07-28
16.
Stochastic Modeling and Control, Centrum Banacha , Będlewo, Polska, 2023-05-08 - 2023-05-13
15.
Durham Symposium: Stochastic Dynamics, Nonlinear Probability, and Ergodicity , Uniwersytet Durham , Durham, Wielka Brytania, 2022-08-22 - 2022-08-26
14.
Harmonic analysis, stochastics and PDEs in honour of Nicolai Krylov’s 80th birthday , ICMS, Bayes Centre Edinburgh , Edinburgh, Wielka Brytania , 2022-06-20 - 2022-06-24
13.
Stochastic Analysis and Hermite Sobolev spaces, Rajeev Bhaskaran, Suprio Bhar, and Stefan Tappe, On-line, Indie-Niemcy, 2021-06-21 - 2021-06-26
12.
New Trends in Stochastic Analysis, CAS , Pekin (Beijing) , Chiny , 2018-09-11 - 2018-09-22
11.
12th AIMS Conference on Dynamical Systems, Differential Equations and Applications, National Center for Theoretical Sciences, Taiwan; The American Institute of Mathematical Sciences, Taipei, Taiwan, 2018-07-05 - 2018-07-09
10.
7 Forum Matematyków Polskich, PTM, Olsztyn , Polska , 2016-09-12 - 2016-09-17
9.
RTG 1845 Berlin - Potsdam Stochastic Analysis, Summer School Hejnice (Czechy) , RTG 1845 Berlin-Potsdam, Hejnice , Czechy , 2016-08-22 - 2016-08-27
8.
X Forum of Partial Differential Equations, WMiI, Uniwersytet Warszawski, Będlewo, Polska , 2016-06-19 - 2016-06-24
7.
Stochastic Partial Differential Equations and Applications - X, Levico, T, Uniwersytet Trydentu , Levico Termy , Włochy , 2016-05-30 - 2016-06-04
6.
Workshop on Random Dynamical Systems and Ergodicity, Loughborough University, Loughborough, Wielka Brytania , 2015-06-07 - 2015-06-10
5.
Workshop: Random Dynamical Systems and Multiplicative Ergodic Theorems, Banff International Reseaech Station , Banff, Kanada, 2015-01-18 - 2015-01-23
4.
Marcin Bilski, Halszka Tutaj-Gasińska, Sławomir Rams, Bartłomiej Bosek, Łucja Farnik, Martha Łącka, Szymon Peszat.
Joint Meeting of the German Mathematical Society (DMV) and the Polish Mathematical Society (PTM), German Mathematical Society; Polish Mathematical Society; Faculty of Mathematics and Computer Scienc, Poznań, Polska, 2014-09-17 - 2014-09-20
3.
Stochastic Processes and Differential Equations in Infinite Dimensional Spaces, King's College, Londyn , Wielka Brytania , 2014-03-31 - 2015-04-03
2.
Infinite Dimensional Stochastic Systems: Theory and Applications , Martin Luter University , Wittenberg , Niemcy, 2014-01-13 - 2014-01-16
1.
Stochastic Partial Differential Equations and Applications - IX, University of Trento , Levico, Włochy , 2014-01-06 - 2014-01-11
Konferencje organizowane:
9.
Workshop on PDEs/SPDEs and Functional Inequalities II, Warszawa , 2018-06-04, 2018-06-06
8.
Workshop on PDEs/SPDEs and Functional Inequalities I, Będlewo, 2018-04-22, 2018-04-28
7.
CNRS-PAN Mathematics Summer Institute, Cracow 26 June - 4 July, 2014, Kraków, 2014-06-26, 2014-07-04
6.
Stochastic analysis and its applications, Będlewo, 2017-05-28, 2017-06-03
5.
Stochastic Analysis and Control. 50 years of scientific activities of Professor Jerzy Zabczyk, Będlewo, 2013-05-05, 2013-05-10
4.
CNRS-PAN Mathematics Summer Institute, Cracow 28 June - 4 July, 2015, Kraków, 2015-06-29, 2015-07-03
3.
CNRS-PAN Mathematics Summer Institute, Cracow 27 June - 2 July, 2016, Kraków, 2016-06-27, 2016-07-02
2.
CNRS-IMPAN Mathematics Summer Institute, Cracow 2 - 9 July, 2017, Kraków, 2017-07-03, 2017-07-07
1.
CNRS-PAN Mathematics Summer Institute, Cracow 9 - 13 July, 2012, Kraków, 2012-07-09, 2012-07-13
Doktoranci (po 27 października 2003 roku)
| Doktorant | Otwarcie | Zakonczenie |
|---|---|---|
| Ewa Marciniak | 2013-06-27 | 2019-05-30 |
| Jakub Trybuła | 2013-05-23 | 2015-06-25 |
Recenzje (po 27 października 2003 roku)
| Recenzowany | Jednostka | Treść recenzji |
|---|---|---|
| Doktorat: Dawid Tarłowski | Katedra Matematyki Stosowanej |
Granty (realizowane po maju 2009 roku)
| Tytuł | Rola | Rozpoczęcie | Zakończenie |
|---|---|---|---|
| Wybrane problemy stochastycznych równań cząstkowych i zwyczajnych | Kierownik | 2018-03-27 | 2021-11-20 |