Szymon Peszat (Professor)
 EMail Address:
napeszat[AT]cyfkr.edu.pl
 Address:
Faculty of Mathematics and Computer Science, Jagiellonian
University, Łojasiewicza 6, 30348 Cracow,
Poland.
 Address: Institute of Mathematics, Polish Academy of Sciences,
Św. Tomasza 30/7, 31027 Cracow, Poland.
Research Interests: Stochastic partial
differential equations, stochastic fluid mechanics, statistical
mechanics, Lévy processes, large deviations, stochastic
control.
The most recent
publications and prepublications:

Z. Dong, S. Peszat, L. Xu, On some smoothening effects of the
transition semigroup of a Lévy process, submitted.
(pdffile)
 S. Peszat, Stochastic partial
differential equations with Lévy noise (a few aspects),
submitted.
(pdffile)
 D. Crisan, Y. Otobe, and S.
Peszat, Inverese problem for stochastic transport equation,
submitted.
(pdffile)
 Z. Brzezniak, B. Goldys, S. Peszat, and
F. Russo, Second order PDEs with Dirichlet white noise
boundary conditions, J. Evol. Equ., to appear.
(pdffile)
 B. Goldys, S. Peszat, and J. Zabczyk,
Time homogeneous GaussMarkov
processes on Hilbert spaces, Trans. Amer. Math. Soc., to appear.
(pdffile)
 S. Peszat and J. Zabczyk, Time
regularity for stochastic Volterra equations by the dilation theorem,
J. Math. Anal. Appl. 409 (2014), 676683.
(pdffile)
 T. Komorowski, S. Peszat, and T. Szarek,
Passive tracer in a flow corresponding to two dimensional stochastic
NavierStokes equtions, Nonlinearity 26 (2013), 19992026.
(pdffile)
 S. Peszat and J. Zabczyk,
Time regularity of solutions to linear equations with Lévy
noise in infinite dimensions, Stochastic Processes Appl. 123
(2013), 719751.
(pdffile)
 S. Peszat, LévyOrnsteinUhlenbeck
transition semigroup as second quantized operator, J. Funct. Anal.
260 (2011), 34573473.
 T. Komorowski, S. Peszat, and T. Szarek,
On ergodicity of some Markov processes,
Ann. Probab. 38 (2010), 14011443.
 S. Peszat and A. Talarczyk,
Functional central limit theorem for additive functionals of
αstable processes, Potential Anal. 33 (2010), 199209.
 S. Peszat and S. Tindel, Stochastic
heat and wave equations on a Lie group, Stochastic Anal. Appl.
28 (2010), 662695.
 Z. Brzezniak, B. Goldys, P. Imkeller, S.
Peszat, E. Priola, and J. Zabczyk, Time irregularity of generalized
OrnsteinUhlenbeck processes C. R. Math. Acad. Sci. Paris
348 (2010), 273276.
 Z. Brzezniak and S. Peszat,
Hyperbolic equations with random boundary conditions, Recent
Development in Stochastic Dynamics and Stochastic Analysis, (J. Duan, S.
Luo and C. Wang, eds.) World Scientific, 2010, pp. 122.
(pdffile)
 T. Komorowski, S. Peszat, and L.
Ryzhik, Limit of fluctuations of solutions of Wigner equations, Comm.
Math. Phys. 292 (2009), 427510.
Books:
Lectures:
 S. Peszat and J. Zabczyk,
Lectures on SPDEs (in Polish),
(pdffile)
 S. Peszat and J. Zabczyk,
An introduction to stochastic control and filtering (in Polish, in
progress),
(pdffile)
Conferences and Workshops:

CNRSPAN Mathematics Summer Institute, Cracow 28 June  4 July, 2015

CNRSPAN Mathematics Summer Institute, Cracow 26 June  4 July, 2014

Noncommutative Workshop, Cracow 912 September 2013

CNRSPAN Mathematics Summer Institute, Cracow 1  7 July, 2013

First GermanPolish Joint Conference on Probability Theory and
Mathematical Statistics, Torun (PL) 6  9 June, 2013

Stochastic Analysis and Control. 50 years of scientific activities of
Professor Jerzy Zabczyk, Bedlewo (PL) 5  10 May, 2013

CNRSPAN Mathematics Summer Institute, Cracow 9  13 July, 2012

Workshop on Analysis and Stochastic Analysis, Cracow 11  15 July,
2011

Workshop on Stochastic Analysis and Related Fields, Cracow 20  22 July,
2009
my
CV
Faculty of
Mathematics and Computer Sciences, Jagiellonian University
Institute of Mathematics, Polish
Academy of Sciences
Faculty of Applied Mathematics,
AGH University of Science and Technology