Stochastic analysis and evolution equations
2013/09/B/ST1/03658
Keywords
Descriptors
- ST1_13: Rachunek prawdopodobieństwa i statystyka matematyczna
Panel
ST1 – Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics
Host institution
Instytut Matematyczny Polskiej Akademii Nauk
Voivodeship: mazowieckie
Principal investigator (from the host institution)
Number of co-investigators in the project: 4
Call
OPUS 5 – announced on 2013-03-15
- Amount awarded
- 136 200 PLN
- Project start date
- 2014-02-20
- Project end date
- 2017-02-19
- Project duration
- 36 months (the same as in the proposal)
- Project status
- Project settled
Equipment purchased [PL]
- Laptop z systemem Mac OS oraz niezbędny softwer. Cost: 7 500 PLN
Information in the final report
Publication in academic press/journals (4)
-
On some smoothening effects of the trans- ition semigroup of a Levy process
- Authors:
- Z. Dong, S. Peszat, L. Xu
- Academic press:
- J. Math. Anal. Appl. (year: 2016, volume: 434, pages: 1566-1580), Publisher: ELSEVIER
- Status:
- Published
- DOI:
- 10.1016/j.jmaa.2015.10.003 – link to the publication
-
Gauss-Markov processes on Hilbert spaces
- Authors:
- B. Goldys, S. Peszat, J. Zabczyk
- Academic press:
- Trans. Amer. Math. Soc. (year: 2016, volume: 368, pages: 89-108), Publisher: American Mathematical Society
- Status:
- Published
- DOI:
- 10.1090/tran/6329 – link to the publication
-
Second order PDEs with Dirichlet white noise boundary conditions
- Authors:
- Z. Brzezniak, B. Goldys, S. Peszat, F. Russo,
- Academic press:
- J. Evol. Equ. (year: 2015, volume: 15, pages: 46048), Publisher: Springer
- Status:
- Published
- DOI:
- 10.1007/s00028-014-0246-2 – link to the publication
-
Inverse problem for stochastic transport equations
- Authors:
- D. Crisan, Y. Otobe, S. Peszat
- Academic press:
- Inverse Problems (year: 2015, volume: 31, pages: 20 pp), Publisher: IOP Publishing
- Status:
- Published
- DOI:
- 10.1088/0266-5611/31/1/015005 – link to the publication
Book publications / chapters in book publications (1)
-
Stochastic partial differential equations with Levy noise (a few aspects)
- Authors:
- S. Peszat
- Book:
- Stochastic Analysis: A Series of Lectures ( Robert C. Da- lang, Marco Dozzi and Francesco Russo, eds.) Progress in Probability (year: 2015, volume: 68, pages: 333-357), Publisher: Birkhauser
- Status:
- Published