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:
- S. Peszat, Lévy-Ornstein-Uhlenbeck
transition semigroup as second quantized operator, submitted.
(pdf-file)
- T. Komorowski, S. Peszat, 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)
my
CV
Inst. of Math., Polish Acad. Sci