Łukasz Stettner is of Polish origin and was born on January 13, 1955 in
Starachowice, Poland. Since 1979 married and has 3 children.
EDUCATION  SCIENTIFIC DEGREES:
 1973  1978, theoretical mathematics, University of
Lublin.
The master thesis in deterministic control theory written
under guidance of prof. K. Goebel.
 1978  1981, Ph.D. Scholarship, Institute of Mathematics
Polish Academy of Sciences (IMPAN).
 1981, Ph.D., IMPAN, the thesis Penalty Method in Stochastic
Control written under supervision of prof. J. Zabczyk
 1989, habilitation, IMPAN, the thesis Ergodic Problems
in Stochastic Control
 2001, professor's title awarded by the President of the Republic of Poland.
SCIENTIFIC POSITIONS:
 1981  1989 assistant professor, IMPAN in Warsaw
 1990  2001 associate professor, IMPAN in Warsaw
 2001  full professor, IMPAN in Warsaw
 1990  1995 deputy director of the IMPAN
 2000  scientific director of the IMPAN
 2006  2012 Academy of Finance, full professor (second position)
 2012  Vistula University, full professor (second position)
POSITIONS ABROAD:
 1984  1985 visiting lecturer (9 months), Dept. of Mathematics and
Dept. of Statistics of The Ohio State University in Columbus
 1986  1986 visiting professor for research (7 months), Lefschetz
Center for Dynamical Systems (Applied Mathematics), Brown University
in Providence
 1990  1991 visiting associate professor (5 months), Department of
Mathematics University of Kansas in Lawrence
SHORTER SCIENTIFIC VISITS:
 1982  Bonn, 3 weeks
 1984  Paris, CNET, 4 weeks
 Numerous visits in the University of Padova (1988, 1990, 1992, 1993, 1994,
1995, 1997, 1999, 2002, 2003, 2004, 2006)  cooperation with prof. G. B. Di Masi
and prof. W. Runggaldier
 Numerous visits in the Dept. of Mathematics University of Kansas
(1993, 1994, 1995, 1998, 2000, 2001, 2008, 2012)  cooperation with prof. T. Duncan
and B. PasikDuncan
PRIZES:
 1982 Wacławek Reward (for PhD),
 1999 Golden Cross of Merit from the President of the Republic
of Poland
 2005 Hugo Steinhaus PTM prize
 2009 Knight's Cross of Order of Poland Reborn from the
President of the Republic of Poland
,
MEMBERSHIPS:
 Polish Mathematical Society
 American Mathematical Society
 Control Systems Society IEEE (since 2001 senior member)
 European Mathematical Society
 Bachelier Society
ORGANIZATION OF THE CONFERENCES:
 Polish Conferences on Applications of Mathematics, Zakopane,
1997  2015
 National Conferences in Probability (7th  13th), Będlewo 2002,
2004, 2006, 2008, 2010, 2012, 2014
 Banach Center Symposium on Stochastic Control, Warsaw, March 1995
 Banach Center Symposium on Stochastic Systems, Warsaw, June 1998,
 Workshop on Mathematics of Finance, Będlewo, June 2001
 Summer School on Mathematics of Finance, Będlewo, July 2001
 Workshop on Stochastic Control and its Applications, Będlewo, June
2002
 Workshop Analysis of Random Markets: Products and Prices, Warsaw,
October 2003
 Advances in Mathematics of Finance, 2nd General AMaMeF Conference,
Będlewo, April 30th  May 5th, 2007
 EMS School on Risk Theory and Related Topics, September 29th  October 8th, 2008
 EMS School on Industrial Mathematics, October 10th  18th, 2010, Będlewo
 EMS School on Multiscale Phenomena, October 24th 28th, 2011, Będlewo
 Stochastic Analysis and Control, 50 years of scientific activities
of Prof. Jerzy Zabczyk, May 5 10th, 2013, Będlewo
 Advances in Mathematics of Finance, 6th General AMaMeF and Banach Center
Conference, June 10th  15th, 2013, Warsaw
 EMS School on Stochastic Analysis with applications in biology, finance
and physics, October 5th  11th, 2014, Będlewo
Ph.D. STUDENTS:
 E. Drabik (defended in 1996)
 M. Motoczyński (defended in 2000)
 M. Kociński (defended in 2001)
 R. Sadovy (defended in 2002)
 J. Piasecka (defended in 2004)
 M. Baran (defended in 2005)
 J. Palczewski (defended in 2005)
 Ł. Delong (defended in 2007)
 G. Hałaj (defended in 2009)
 R. Kucharski (defended in 2009)
 T. Helbing (defended in 2011)
 T. Rogala (defended in 2015)
 M. Pitera (defended in 2015)
PUBLICATIONS
Ł. Stettner wrote over 94 original papers and
2 monographs (one of them W. Runggaldier, Ł. Stettner,
Approximations of Discrete Time Partially Observed Control
Problems, Applied Mathematics Monographs CNR, Giardini Editori,
Pisa 1994)
AREAS OF SCIENTIFIC ACTIVITIES:
 stochastic control (ergodic control problems, optimal stopping
and impulse control problems, risk sensitive control, filtering and
control with partial observation)
 stochastic processes (large deviations, ergodicity of Markov processes,
models with fractional Brownian motion)
 mathematics of finance (arbitrage theory, portfolio analysis, pricing of
financial derivatives, markets with friction, risk theory)
and insurance (optimal dividend problem)
APPLICATIONS OF MATHEMATICS:
 Construction of the strategic benchmark for the
National Bank of Poland (within the program National Bank of Poland 
University of Warsaw), 2006  2008
GRANTS:
 1992  1994 Constructions of nearly optimal strategies in
stochastic control (2 2043 91 02), principal investigator
 1995  1998 Ergodic problems of stochastic control (2 P03A 053
09), principal investigator
 1998  2001 Controlled Markov processes and their applications (2
P03A 015 15), principal investigator
 2000  2004 KBN PBZ 016/P03/99 pt. Mathematical Methods in Analysis
and markets and financial instruments in Poland, main
investigator
 2005 PhD grant Impulsive strategies in mathematics of finance
(1 P03A 012 28), principal investigator
 2005  2008 Stochastic control and its applications in mathematics
of finance (1 P03A 013 28), principal investigator
 2006  2008 PhD grant Optimal investment strategies on financial
market with Levy noise with applications in insurance (N111 002
31/0165), principal investigator
 2009  2012 Problems of Stochastic Control with Applications
to Mathematics of Finance (N N201 371836), principal investigator
 2013  2016 Problems of Stochastic Control with Applications
to Mathematics of Finance (DEC2012/07/B/ST1/03298), principal investigator
INTERNATIONAL PROGRAMS AND ACTIVITIES:
 Advanced Mathematical Methods for Finance (AMaMeF)  ESF grant
2005  2010, member of the Steering Committee
 EMS Applied Mathematics Committee, member (2006  2013)
 IFIP TC7 (System Modelling and Optimization), member of the Committee
(2007  ), vice chair since 2013
 ICIAM  Polish representative since 2005
