Szymon Peszat (Associate Professor)

• E-Mail Address: napeszat[AT]cyf-kr.edu.pl
• Address: Institute of Mathematics, Polish Academy of Sciences, Sw. Tomasza 30/7, 31-027 Cracow, Poland.

Research Interests: Stochastic partial differential equations, stochastic fluid mechanics, statistical mechanics, Lévy processes, large deviations, stochastic control.

The most recent publications and pre-publications:

• Z. Brzezniak, B. Goldys, P. Imkeller, S. Peszat, E. Priola, and J. Zabczyk, Time irregularity of generalized Ornstein-Uhlenbeck processes, C. R. Math. Acad. Sci. Paris, to appear. (pdf-file)
  
  
• S. Peszat and A. Talarczyk, Functional central limit theorem for additive functionals of α-stable processes, Potential Anal., to appear. (pdf-file)
  
  
• S. Peszat and S. Tindel, Stochastic heat and wave equations on a Lie group, Stochastic Anal. Appl., to appear. (pdf-file)
  
  
• T. Komorowski, S. Peszat, and L. Ryzhik, Limit of fluctuations of solutions of Wigner equations, Comm. Math. Phys. 292 (2009), 479-510.
  
  
• 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, to appear. (pdf-file)
  
  
• T. Komorowski, S. Peszat, and T. Szarek, On ergodicity of some Markov processes, Ann. Probab., to appear. (pdf-file)
  
  
• S. Peszat and J. Zabczyk, Stochastic heat and wave equations driven by an impulsive noise, Stochastic Partial Differential Equations and Applications - VII, (G. Da Prato and L. Tubaro, eds.) Lect. Notes Pure Appl. Math., 245, Chapman & Hall/CRC, Boca Raton, 2006, pp. 229-242.
  
  
• S. Peszat and F. Russo, Large noise asymptotics for one-dimensional diffusions, Bernoulli 11 (2005), 247-262.
  
  
• T. Komorowski and S. Peszat, Transport of a passive tracer by an irregular velocity field, J. Statist. Phys. 115 (2004), 1383-1410.
  
  

Books:

• S. Peszat and J. Zabczyk, Stochastic Partial Differential Equations with Lévy Noise (an Evolution Equation Approach), Cambridge University Press, Cambridge, 2007.
  ERRATUM to Stochastic Partial Differential Equations with Lévy Noise