Szymon Peszat (Associate
Professor)
- E-Mail Address:
napeszat[AT]cyf-kr.edu.pl
- Address: Institute of Mathematics, Polish Academy of Sciences,
Św. 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, S. Peszat, and
F. Russo, Second order PDEs with Dirichlet white noise
boundary conditions, submitted.
(pdf-file)
- S. Peszat and J. Zabczyk, Time
regularity for stochastic Volterra equations by the dilation theorem,
submitted.
(pdf-file)
- S. Peszat, Stochastic partial
differential equations with Lévy noise (a few aspects),
submitted.
(pdf-file)
- T. Komorowski, S. Peszat, and T. Szarek,
Passive tracer in a flow corresponding to two dimensional stochastic
Navier-Stokes equtions, Nonlinearity, to appear.
(pdf-file)
- S. Peszat and J. Zabczyk,
Time regularity of solutions to linear equations with Lévy
noise in infinite dimensions, Stochastic Processes Appl. 123
(2013), 719-751.
(pdf-file)
- S. Peszat, Lévy-Ornstein-Uhlenbeck
transition semigroup as second quantized operator, J. Funct. Anal.
260 (2011), 3457-3473.
- T. Komorowski, S. Peszat, and T. Szarek,
On ergodicity of some Markov processes,
Ann. Probab. 38 (2010), 1401-1443.
- S. Peszat and A. Talarczyk,
Functional central limit theorem for additive functionals of
α-stable processes, Potential Anal. 33 (2010), 199-209.
- S. Peszat and S. Tindel, Stochastic
heat and wave equations on a Lie group, Stochastic Anal. Appl.
28 (2010), 662-695.
- 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
348 (2010), 273-276.
- 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 L.
Ryzhik, Limit of fluctuations of solutions of Wigner equations, Comm.
Math. Phys. 292 (2009), 427-510.
Books:
Lectures:
- S. Peszat and J. Zabczyk,
Lectures on SPDEs (in Polish),
(pdf-file)
- S. Peszat and J. Zabczyk,
An introduction to stochastic control and filtering (in Polish, in
progress),
(pdf-file)
Conferences and Workshops:
-
Stochastic Analysis and Control. 50 years of scientific activities of
Professor Jerzy Zabczyk, Bedlewo (PL) 5 - 10 May, 2013
-
First German-Polish Joint Conference on Probability Theory and
Mathematical Statistics, Torun (PL) 6 - 9 June, 2013
-
CNRS-PAN Mathematics Summer Institute, Cracow 1 - 7 July, 2013
-
CNRS-PAN 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
Inst. of Math., Polish Acad. Sci