Łukasz
Stettner, Professor Probability Section Institute of Mathematics, Polish Academy of Sciences Śniadeckich 8, Office 420, 00-656 Warsaw, Poland phone (office): +48 22 52 28 167 |
RESEARCH INTERESTS: Probability theory (stochastic processes, ergodic theory of Markov processes, filtering theory, large deviations) Stochastic control (ergodic cost functionals, partially observed control problems, adaptive control) Mathematics of finance |
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