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. Acad. Sci. Paris, Ser. I 348 (2010), 273-276.
  
  
• 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, 2010, pp. 1-22. (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