SZYMON PESZAT Curriculum vitae
General information: Last name: Peszat. First name:
Szymon. Born: 26.11.1961 in Cracow, Poland. Polish citizen.
Addresses:
-
Faculty of Mathematics and Computer Science, Jagiellonian
University, Łojasiewicza 6, 30-348 Cracow,
Poland.
Telephone:
(+48)126647525
FAX:
(+48)126646675
E-mail address: napeszat[AT]cyf-kr.edu.pl
Education:
- 1980 - 1985 Institute of Mathematics,
Jagiellonian University, Cracow, Poland.
Qualifications:
- 2012 Title of professor of mathematics, awarded by the President of
the Republic of Poland.
- 2000 Habilitation in mathematics,
Institute of Mathematics, Polish Academy of Sciences.
- 1993 Ph.D. in mathematics, Institute of
Mathematics, Polish Academy of Sciences. Thesis Advisor: Jerzy
Zabczyk.
- 1985 M.Sc. in mathematics, Jagiellonian
University, Cracow, Poland.
Topics of theses:
- Habilitation - Existence, uniqueness and
regularity of solutions to stochastic evolution equations.
- Ph.D. - Large deviation principle for
stochastic evolution equations (awarded the Wacławek Prize).
Employment:
- Since Febuary 2014: Professor, Faculty of Mathematics and
Computer Science, Jagiellonian
University.
- November 2013 - September 2019: Professor (part time position),
Institute of Mathematics, Polish Academy of Sciences, Cracow.
- October 2007 - Febuary 2014: Associate
Professor, Faculty of Applied Mathematics, AGH University of Science and
Technology, Cracow.
- March 2001 - September 2013: Associate Professor,
Institute of Mathematics, Polish Academy of Sciences, Cracow.
- December 2003 - September 2007: Associate
Professor, Institute of Mathematics, University of Kielce.
- 1994 - 2001: Assistant Professor,
Institute of Mathematics, Polish Academy of
Sciences, Cracow.
- 1993 - 1994: Assistant Professor, Institute
of Mathematics, AGH University of Science and Technology, Cracow.
- 1985 - 1993: Assistant, Institute of
Mathematics, AGH University of Science and Technology, Cracow.
Visiting positions:
- September 2005 - December 2005: Chercheur Associé, November 2001
- March 2002, November 2000 - February 2001, March 2000 - June 2000: PAST
(Professor Associé à Service Temporaire), Département de
Mathématiques, Université Paris 13, Paris, France.
- April 1998 - March 1999: Research
Associate, Department of Mathematics, Imperial College, London, United
Kingdom. Taught: Stochastic Control.
- March 1996 - June 1996:
Postdoctoral Researcher, March 1995 - February 1996: The Royal Society
Postdoctoral Fellowship, School of Mathematics, University of Hull, Hull,
United Kingdom.
Short term research visits:
- September 2015 (2 weeks), Department of Mathematics, University of
Macau, Macau, China.
- June 2014 (1 week), Department of Probability and Mathematical
Statistics, Charles University, Prague.
- July 2018 (3 weeks), Febuary 2016 (2 weeks), August - September 2013 (2 weeks),
University of Sydney, School of Mathematics and Statistics, Sydney,
Australia.
- July 2013 (1 week), Institute of Mathematical Sciences,
Xuzhou Normal University, Xuzhou, China.
- August 2012 (2 weeks), Institute of Applied Mathematics, Academy of
Mathematics and System Science, Chinese Academy of Sciences, Beijing,
China.
- January - February 2012 (3 weeks), Centre Interfacultaire Bernoulli,
EPF Lausanne, Swiss.
- April 2011 (3 weeks), Department of Applied Mathematics, Brown
University, Providence, USA.
- January - February 2010 (1 month), June 2010 (10 days), Isaac Newton
Institute for Mathematical Sciences, Cambridge, United Kingdom.
- April 2008 (1 week), School of Mathematics and Computer Sciences,
Nanjing Normal University, China.
- March 2014 (1 week), March 2008 (1 week), Department of Mathematics,
Imperial College, London, United Kingdom.
- December 2016 (2 weeks), November - December 2007 (3 weeks), Institute
Mittag-Leffler, Sweden.
- June - July 2007 (1 month), Department of Mathematics, University of
York, United Kingdom.
- March - April 2007 (1 month), Département de Mathématiques,
Université Paris 13, France.
- November 2004 (1 week), March 1995 (2 weeks), Mathematical Institute,
Academy of Sciences, Prague, Czech Republic.
- February - April 2009 (3 months), March - April 2001 (2 months),
June 1993 (2 weeks) Mathematical Research Institute, University of
Warwick, Coventry, United Kingdom.
- September - October 2002 (1 month), April - August 1997 (3 months)
Department of Mathematics, University of Hull, Hull, United Kingdom.
- November - December 2001 (1 month), July - August 1995 (6 weeks)
School of Mathematics, University of New South Wales, Sydney, Australia.
- July 1997 (2 weeks), July 1996 (2 weeks),
June 1995 (2 weeks) Scuola Normale Superiore de Pisa, Pisa, Italy.
Ph.D students:
- Daniel Synowiec, Faculty of Applied Mathematics, AGH University of
Science and Technology, Cracow, completed: March 2011.
- Jakub Trybula, Faculty of Mathematics and Computer Sciences,
Jagiellonian University, Cracow, completed: June 2015.
- Ewa Marciniak, Faculty of Mathematics and Computer Sciences,
Jagiellonian Unversity, Cracow, completed: May 2019.
Research interests: Stochastic PDEs, stochastic fluid
mechanics, statistical mechanics, Lévy processes, large deviations,
stochastic control.
List of publications:
-
S. Peszat, J. Zabczyk Heath-Jarrow-Morton model with linear volatility,
submitted.
-
B. Goldys, S. Peszat, Stochastic flows for infinite dimensional stochastic
linear systems,
Trans. Amer. Math. Soc., to appear.
-
B. Goldys, S. Peszat, Linerar parabolic equations with Dirichlet white
noise boundary conditions,
J. Differential Equations 362 (2023), 382-437.
-
A. Kulik, S. Peszat, E. Priola, Gradient formula for transition semigroup
corresponding to stochastic equation driven by a system of independent
Lévy processes,
NoDEA Nonlinear Differential Equations Appl. 30 (2023), Art. no. 7.
-
Z. Brzezniak, T. Komorowski, S. Peszat,
Ergodicity for stochastic equation of Navier-Stokes type, Electron.
Commun. Probab. 27 (2022), Art. no. 4, 10 pp.
-
S. Peszat, K. Twardowska, J. Zabczyk,
Ergodicity of Burgers' system, J.
Stoch.Anal. 2 (2021), no 3, Art. 10, 16 pp.
-
S. Peszat, D. Zawisza,
The investor problem based on the HJM model,
Ann. Polon. Math. 127 (2021), 241-269.
- Z. Dong, S. Peszat, and L. Xu, On some smoothening effects of the
transition semigroup of a Lévy process, J. Math.
Anal. Appl. 434 (2016), 1566-1580.
- B. Goldys, S. Peszat, and J. Zabczyk, Time homogeneous Gauss-Markov
processes on Hilbert spaces, Trans. Amer. Math. Soc. 368
(2016),
89-108.
-
S. Peszat and Ł. Stettner, Research problems of Jerzy
Zabczyk, Stochastic Analysis, Special volume in honour of Jerzy
Zabczyk, Banach Center Publications vol. 105, Warszawa, 2015, pp. 9-32.
- D. Crisan, Y. Otobe, and S. Peszat, Inverese problem for stochastic
transport equation,
Inverse Problems 31 (2015), no. 1, 015005, 20pp.
- S. Peszat, Stochastic partial
differential equations with Lévy noise (a few aspects),
in Stochastic Analysis: A Series of Lectures ( Robert C. Dalang, Marco
Dozzi and Francesco Russo, eds.) Progress in Probability Vol. 68,
Birkhauser Basel AG, Basel, 2015, pp. 333-357.
- Z. Brzezniak, B. Goldys, S. Peszat, and F. Russo, Second order PDEs
with Dirichlet white noise boundary conditions, J. Evol. Equ.
15
(2015), 1-26.
- S. Peszat and J. Zabczyk,
Time regularity for stochastic Volterra equations by the dilation
theorem,
J. Math. Anal. Appl. 409 (2014), 676-683.
- T. Komorowski, S. Peszat, and T. Szarek,
Passive tracer in a flow corresponding to two dimensional stochastic
Navier-Stokes equtions,
Nonlinearity 26 (2013), 1999-2026.
- 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.
- 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.
- T. Komorowski, S. Peszat, and L. Ryzhik,
Limit of fluctuations of solutions of Wigner equations, Comm.
Math. Phys. 292 (2009), 429-510.
- 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.
- S. Peszat, Stochastic Navier-Stokes
equations, Proceedings of the conference on Probabilistic Problems in
Atmospheric and Water Sciences, (Będlewo, 2002, K. Haman, B.
Jakubiak, and J. Zabczyk, eds.), Wydawnictwo ICM, Warszawa,
2003, pp. 120-130.
- S. Peszat, The Cauchy problem for a
nonlinear stochastic wave equation in any dimension, J. Evol. Equ.
2 (2002), 383-394.
- A. Fannjiang, T. Komorowski, and S. Peszat,
Lagrangian dynamics for a passive tracer in a class of Gaussian
Markovian flows, Stochastic Processes Appl. 97 (2002), 171-198.
- S. Peszat, SPDEs driven by a
homogeneous Wiener process, Stochastic Partial Differential Equations
and Applications (Trento, 2000, G. Da Prato and L. Tubaro, eds.), Lectures
Notes in Pure and Appl. Math., 227, Dekker, New York, 2001, pp. 417-427.
- Z. Brzezniak, S. Peszat, and J. Zabczyk,
Continuity of stochastic convolutions, Czechoslovak Math. J.
51 (2001), 679-684.
- Z. Brzezniak and S. Peszat,
Stochastic two dimensional Euler equations, Ann. Probab. 29
(2001), 1796-1832.
- M. Capinski and S. Peszat,
On the existence of a solution to stochastic Navier-Stokes
equations, Nonlinear Anal. 44 (2001), 141-177.
- G. Kondrat, S. Peszat, and
B. Zegarlinski, Ergodicity for generalized Kawasaki dynamics,
J. Phys. A 33 (2000), 5901-5912.
- Z. Brzezniak and S. Peszat,
Maximal inequalities and exponential estimates for stochastic
convolutions in Banach spaces, Stochastic Processes, Physics and
Geometry: New Interplays. I: A Volume in Honor of Sergio Albeverio
(Leipzig 1999, F. Gesztesy, H. Holden, J. Jost, S. Paycha, M. Röckner,
and S. Scarlatti, eds.), CMS Conf. Proc., 28, Amer. Math. Soc.,
Providence, RI, 2000, pp. 55-64.
- Z. Brzezniak and S. Peszat, Strong
local and global solutions to stochastic Navier-Stokes equations,
Infinite Dimensional Stochastic Analysis (Amsterdam 1999, Ph.
Clément, F. den Hollander, J. van Neerven, and B. de Padter, eds.),
Verh. Afd. Natuurkd. 1. Reeks. K. Ned. Akad. Wet., 52, R. Neth. Acad. Arts
Sci., Amsterdam, 2000, pp. 85-98.
- A. Constantin and S. Peszat, Global
existence of solutions of semilinear parabolic evolution equations,
Differential Integral Equations 13 (2000), 99-113.
- S. Peszat and J. Zabczyk, Nonlinear
stochastic wave and heat equations, Probab. Theory Related Fields
116 (2000), 421-443.
- Z. Brzezniak and S. Peszat,
Space-time continuous solutions to SPDEs driven by a homogeneous Wiener
process, Studia Math. 137 (1999), 261-299.
- B. Goldys and S. Peszat, Law
equivalence of stochastic linear systems, Statist. Probab.
Lett. 43 (1999), 265-274.
- S. Peszat and J. Seidler, Maximal
inequalities and space-time regularity of stochastic convolutions,
Math. Bohem. 123 (1998), 7-32.
- M. Capinski and S. Peszat, Local
existence and uniqueness of strong solutions to 3-D stochastic
Navier-Stokes equations, NoDEA Nonlinear Differential
Equations Appl. 4 (1997), 185-200.
- S. Peszat and J. Zabczyk, Stochastic
evolution equations with a spatially homogeneous Wiener process,
Stochastic Processes Appl. 72 (1997), 187-204.
- S. Peszat, Sobolev spaces of
functions on an infinite-dimensional domain, Stochastic Processes and
Related Topics (Siegmundsberg, 1994, H. J. Engelbert, H. Föllmer, and
J. Zabczyk, eds.), Stochastics Monogr., 10, Gordon and Breach, Yverdon,
1996, pp. 103-116.
- S. Peszat, Existence and uniqueness
of the solution for stochastic equations on Banach spaces,
Stochastics Stochastics Rep. 55 (1995), 167-193.
- S. Peszat and J. Zabczyk, Strong
Feller property and irreducibility for diffusions on Hilbert spaces,
Ann. Probab. 23 (1995), 157-172.
- S. Peszat, Large deviation principle
for stochastic evolution equations, Probab. Theory Related
Fields 98 (1994), 113-136.
- S. Peszat, On a Sobolev space of
functions of infinite number of variables, Bull. Polish Acad.
Sci. Math. 41 (1993), 55-60.
- S. Peszat, Exponential tail estimates
for infinite-dimensional stochastic convolutions, Bull. Polish Acad.
Sci. Math. 40 (1992), 323-333.
- S. Peszat, Equivalence of distribution
of some Ornstein-Uhlenbeck processes taking values in Hilbert space,
Probab. Math. Statist. 13 (1992), 7-17.
- S. Peszat, Law equivalence of
solutions of some linear stochastic equations in Hilbert spaces,
Studia Math. 101 (1992), 269-284.
Books:
- S. Peszat and J. Zabczyk, Stochastic
Partial Differential Equations with Lévy Noise (evolution equation
approach), Cambridge University Press, Cambridge, 2007.
- S. Peszat and J. Zabczyk, Stochastic
Evolution Equations, ICM Publishers, Warsaw, 2004, (in Polish).
Books edited:
- Stochastic Analysis, Special volume in
honour of Jerzy Zabczyk, Banach Center Publications vol. 105, Warszawa,
2015, Anna Chojnowska-Michalik, Szymon Peszat, and Łukasz Stettner
(eds.)
Most important international conferences (with the title of the talk):
-
Durham Symposium: Stochastic Dynamics, Nonlinear Probability, and Ergodicity,
Durham (UK) 22 - 26 August 2022, On linear stochastic flows.
-
Harmonic analysis, stochastics and PDEs in honour of Nicolai Krylov's 80th
birthday ICMS, Bayes Centre Edinburgh, 20 June - 24 June 2022,
Heat equation with Dirichlet white noise boundary conditions.
-
Online Workshop ``Stochastic Analysis and Hermite Sobolev spaces'', 26 - 31
June 2021, Heat equation with Dirichlet white noise boundary conditions.
-
12th AIMS Conference on Dynamical Systems, Differential Equations and
Applications, Taipei (Taiwan) 5 - 9 July 2018, On some smoothening
effects of transition semigroups.
-
RTG 1845 Berlin - Potsdam Stochastic Analysis, Summer School Hejnice
(Czech Republic) 22 - 27 August 2016, five 90 minutes lectures on
Gradient formulae and SPDEs.
-
Stochastic Partial Differential Equations and Applications - X, Levico, T.
30 May - 4 June 2016, On some smoothening effects of transition
semigroups.
-
Workshop on Random Dynamical Systems and Ergodicity, 7-10 July 2015,
Loughborough University, On some smoothening effects of transition
semigroups.
-
Workshop: Random Dynamical Systems and Multiplicative Ergodic Theorems,
Banff International Research Station for Mathematical Innovation and
Discovery, Banff, Alberta, Canada, 18 - 23 January 2015, Time
regularity of solutions to SPDEs.
-
Joint Meeting of the German Mathematical Society (DMV) and the Polish
Mathematical Society (PTM), Poznań, 17 - 20 September 2014,
Gauss-Markov processes on Hilbert spaces.
-
Stochastic Processes and Differential Equations in Infinite Dimensional
Spaces, King’s College, London, 31 March - April 2014, Time
regularity of the solution to a stochastic Volterra equation by dilation
theorem.
-
Infinite Dimensional Stochastic Systems: Theory and Applications,
Wittenberg, Germany, 13 - 16 January 2014, Second order PDEs with
Dirichlet white noise boundary conditions.
-
Stochastic Partial Differential Equations and Applications - IX, Levico,
T. 6 - 11 January 2014, Gauss-Markov processes on Hilbert
spaces.
-
The first workshop on SDEs and SPDEs, University of Science and
Technology of China, Hefei 29 July - 2 August 2013,
Passive tracer in a flow corresponding to two dimensional stochastic
Navier--Stokes equations.
-
Analysis and Control of Stochastic Partial Differential Equations, Fudan
University and Tongji University, Shanghai 3 - 6 December 2012, Time
regularity of the solution to a stochastic Volterra equation by dilation
theorem.
- LUH-Kolloquium "Versicherungs- und Finanzmathematik",
University
of Hannover, Hannover, 8 November 2012, Regularity of solutions to
linear SPDEs driven by Lévy process.
- Stochastic Partial Differential Equations (SPDEs) Follow-up Meeting,
Isaac Newton Institute for Mathematical Sciences, Cambridge 10 - 14
September 2012, Passive tracer in a flow corresponding to two
dimensional stochastic Navier-Stokes equations.
- Research School of Controllability of Deterministic and Stochastic
Systems and its Applications, Iasi (Romania) 18 - 30 June 2012, a series
of three invited 90 min. lectures on Long time behaviour of SDEs and
SPDEs.
- Recent Developments in Stochastic Analysis, Lausanne, 30 January - 3
February 2012, Strong and weak càdlàg version of an
infinite-dimensional Ornstein-Uhlenbeck process driven by Lévy
noise.
- Stochastic Analysis, Lévy Processes and (B)SDEs, Innsbruck, 3 - 7
October 2011, Strong and weak càdlàg version of an
infinitely dimensional Ornstein-Uhlenbeck process driven by Lévy
noise.
- Workshop on High-dimensional Aspects of Stochastic PDEs, Hausdorff
Center for Mathematics, Bonn, 8 - 12 August 2011, Strong and weak
càdlàg solutions for stochastic linear evolution equations.
- Workshop on Analysis and Stochastic Analysis, Cracow, 11 - 15 July
2011, Inverse problem for stochastic transport equation.
- Summer School: Stochastic Control and Related PDEs, Milano, 27 June -
8 July 2011, Inverse problem for stochastic transport equation.
- Differential Equations: Stochastic and Deterministic. In Honour of Ivo
Vrkoc's 80th Birthday, Prague, 13 - 14 June 2011, Regularity of
transition semigroup by second quantization.
- Stochastic Partial Differential Equations and Related Topics, Chern
Institute of Mathematics, Nankai University, Tianjin, 25 - 30 April 2011,
Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized
operator.
- 6th International Conference on Lévy Processes: Theory and
Applications, Dresden 26 - 30 July 2010, Lévy-Ornstein-Uhlenbeck
processes in Hilbert spaces.
- Summer School on Lévy Processes: Theory and Applications,
Braunschweig 22 - 24 July 2010, Stochastic Partial Differential
Equations with Lévy Noise, (a series of 5 invited lectures).
- Workshop on Stochastic Partial Differential Equations, University of
York, York 1 - 4 June 2010, Lévy-Ornstein-Uhlenbeck semigroup
as second quantized operator.
- Workshop on Evolution Equations and Functional Inequalities, Hammamet
(Tunis), 3 - 8 May 2010, On Lévy-Ornstein-Uhlenbeck processes.
- Stochastic Partial Diffential Equations, Isaac Newton Institute for
Mathematical Sciences, Cambrigde 4 - 8 January 2010, Regularity of solutions to linear SPDEs
driven by Lévy process.
- International Workshop Choise and Calibration of Models of Natural
Phenomena, Berlin 4 - 5 December 2009, Some aspects of the passive
tracer dynamics.
- Workshop on Stochastic Partial Differential Equations: Modelling,
Analysis, and Approximations, Darmstadt 24 - 28 August 2009, Regularity
of solutions to linear SPDEs with Lévy noise.
- SPA 2009, 33rd Conference on Stochastic Processes and Their
Applications, Berlin 27 - 31 July 2009, Stochastic PDEs with spatially
homogeneous noise (special session invited speaker).
- Workshop on Stochastic Analysis and Related Fields, Cracow 20 - 22
July 2009, Regularity of Ornstein-Uhlenbeck processes.
- International Conference on Infinite
Particle Systems and Complex Systems, Kazimierz Dolny (Poland) 22 - 26
September 2008, Regularity of stochastic convolutions.
- The Fifth World Congress of Nonlinear
Analysts, Orlando (Florida, USA) 2 - 9 July 2008, Stochastic
evolution equations of the bond market.
- International Conference on Stochastic
Analysis and Related Fields, Huazhong University of Science and
Technology, Wuhan (China) 7 - 11 April 2008, Heat equation with white
noise Dirichlet boundary conditions.
- Conference on Stochastic Partial
Differential Equations and Applications VIII, Levico, T. 6 - 12
January 2008, Law of large numbers for passive tracer.
- ESF PESC Exploratory Workshop on
Computational Aspects of Stochastic Partial Differential Equations,
Salzburg 17 - 21 September 2006, Solutions to the Heath-Jarrow-Morton
equation.
- Workshop on Stochastic Fluid Mechanics
and SPDEs, CRM Ennio De Giorgi, Pisa 24 - 28 July 2006, Passive
tracer dynamics.
- Approximation and Probability,
Conference on the occasion of the 70th anniversary of Professor Zbigniew
Ciesielski, Będlewo 20 - 24 September 2004, Continuity of stochastic
convolutions.
- Conference on Stochastic Partial Differential Equations and
Applications - VII, Levico, T. 4 - 10 January
2004, Stochastic heat and wave equations driven by Poisson noise.
- Probabilistic Problems in Atmospheric
and Water Sciences, Będlewo 16 - 18 December 2002, Stochastic
Navier-Stokes equations.
- Probabilistic Methods in Fluids, Swansea
14 - 19 April 2002, Passive tracer in an irregular velocity field.
- Conference on Stochastic Partial
Differential Equations and Applications - VI, Levico, T. 6 - 12
January 2002, Transport of a passive tracer by an irregular
velocity field.
- Stochastic Evolution Equations and
Applications, Oberwolfach 30 September - 6 October 2001, Dynamics of a
passive tracer.
- Workshop on Infinite Dimensional
Stochastic Systems, Prague 11 - 15 September 2000, Regularity of
stochastic convolutions.
- Analyse Stochastique à l'ENST,
Ecole Nationale Supérieure des Télécommunications, Paris
18 April 2000, Continuity of stochastic convolutions.
- Conference on Stochastic Partial
Differential Equations and Applications - V, Levico, T. 10 - 16
January 2000,
The Cauchy problem for a nonlinear wave equation in any
dimension.
- Symposium on Stochastic Control and
Infinite Dimensional Systems, Warsaw, Banach Center 8 - 12 June
1998, Stochastic heat and wave equations.
- Workshop on Infinite Dimensional
Stochastic Systems, Prague 8 - 12 September 1997, Stochastic
Navier-Stokes and Euler equations.
- Workshop on Deterministic and Stochastic
Evolutionary Systems, Pisa, Scuola Normale Superiore de Pisa 16 - 18
July 1997, On stochastic Euler equation.
- Conference on Stochastic Partial
Differential Equations and Applications - IV, Levico, T. 6 - 11 January
1997, Stochastic Navier-Stokes equations on the whole
space.
- Workshop on Deterministic and
Stochastic Evolutionary Systems, Pisa, Scuola Normale Superiore de Pisa
16 - 17 July 1996, Random evolutions on the whole
space.
- 11th Winterschool on Stochastic
Processes, Siegmundsburg (Germany) 17 - 23 March 1996, Law
equivalence of stochastic linear systems.
- Conference on Dynamical Systems and
Applications of Stochastic Differential Equations, Pisa, Scuola Normale
Superiore de Pisa 29 - 30 June 1995, Stochastic partial
differential equations with homogeneous random
perturbations.
- Workshop on Parabolic Equations,
Cortona (Italy) 19 - 24 September 1994, Stochastic reaction
diffusion equations.
- Conference on Stochastic Partial
Differential Equations and Random Media, Marseille-Luminy 30 May - 5
June 1994, Strong Feller property and irreducibility for
diffusions on Hilbert spaces.
- 10th Winterschool on Stochastic
Processes, Siegmundsburg (Germany) 13 - 20 March 1994, Stochastic
evolution equations on Banach spaces.
- Workshop on Stochastic Evolution
Equations, Warsaw, Banach Center 7 - 15 December 1993, Compactness
of embeddings of some Sobolev spaces.
- Conference on Stochastic Partial
Differential Equations, Marseille-Luminy 13 - 17 April 1992,
Large deviation principle for stochastic evolution
equations.
Selected talks:
Beside of talks on workshops and international conferences I have been
given seminars in the following universities: University of Macau,
Xuzhou Normal University, Institute of Applied Mathematics,
Academy of Mathematics and System Science, Chinese Academy of Sciences,
Beijing, Centre Interfacultaire Bernoulli, EPF Lausanne, Swiss (a series
of two lectures), University of Hull*, Imperial College* (London probability
seminars and London analysis seminars), University of Warwick, University of
York, University of Loughborough* (Stochastic analysis seminar and East
Midlands stochastic analysis seminar), University of Sydney, University of
New South Wales* (Sydney),
University of Swansea, Humboldt University (Berlin), University of Paris 1
(Sorbona), University of Paris 13*, University of Nancy*, University of
Basel, Institute of Mathematics of the Czech Academy of Sciences*
(Prague), Nanjing Normal University (China), Huazhong University of
Science and Technology (Wuhan, China), Tsinghua University (Beijing), Brown University (Providnce, USA), University of Warsaw*,
University of Torun, University of Lublin, Jagiellonian University*,
Technical University of Wrocław.
*several times
my home
page
Faculty of
Mathematics and Computer Sciences, Jagiellonian University
Faculty of Applied Mathematics, AGH
University of Science and Technology
Institute of Mathematics, Polish
Academy of Sciences