Łukasz Stettner, Professor

Department of Probability Theory and Mathematics of Finance
Institute of Mathematics, Polish Academy of Sciences
Śniadeckich 8, Office 318, 00-956 Warsaw, Poland
e-mail

phone (office): +48 22 52 28 126


RESEARCH INTERESTS:
Probability theory (stochastic processes, ergodic theory of Markov processes, filtering theory, large deviations)
Stochastic control (ergodic cost functionals, partially observed control problems, adaptive control)
Mathematics of finance


Curriculum Vitae

Publications

 

 

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