Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

Delete all

Selected problems of stochastic partial and ordinary differential equations

2017/25/B/ST1/02584

Keywords:

Stochastic differential equations Markov processes Lévy processes

Descriptors:

  • ST1_13: Probability and statistics
  • ST1_11: Partial differential equations

Panel:

ST1 - Mathematics: all areas of mathematics, pure and applied, as well as mathematical foundations of computer science, physics and statistics

Host institution :

Uniwersytet Jagielloński, Wydział Matematyki i Informatyki

woj. małopolskie

Other projects carried out by the institution 

Principal investigator (from the host institution):

prof. Szymon Peszat 

Number of co-investigators in the project: 2

Call: OPUS 13 - announced on 2017-03-15

Amount awarded: 236 040 PLN

Project start date (Y-m-d): 2018-02-21

Project end date (Y-m-d): 2021-11-20

Project duration:: 45 months (the same as in the proposal)

Project status: Project settled

Project description

Download the project description in a pdf file

Note - project descriptions were prepared by the authors of the applications themselves and placed in the system in an unchanged form.

Information in the final report

  • Publication in academic press/journals (6)
  1. Ergodicity of Burgers' system
    Authors:
    S. Peszat, K. Twardowska, J. Zabczyk
    Academic press:
    J. Stoch. Anal. 2 (2021), no. 3, Art. 10, 16 pp. (rok: 2021, tom: 2, strony: 16 pp.), Wydawca: LSU Digital Commons
    Status:
    Published
    DOI:
    10.31390/josa.2.3.10 - link to the publication
  2. The investor problem based on the HJM model
    Authors:
    S. Peszat, D. Zawisza
    Academic press:
    Ann. Polon. Math. (rok: 2021, tom: 127, strony: 241--269), Wydawca: Institute of Mathematics, Polish Academy Sciences
    Status:
    Published
    DOI:
    10.4064/ap210429-12-11 - link to the publication
  3. Ergodicity for stochastic equation of Navier-Stokes type
    Authors:
    Z. Brzezniak, T. Komorowski, S. Peszat
    Academic press:
    Electron. Commun. Probab. (rok: 2022, tom: 27, strony: 45301), Wydawca: Institute of Mathematical Statistics (IMS) and the Bernoulli Society
    Status:
    Published
    DOI:
    10.1214/21-ECP443 - link to the publication
  4. Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Levy processes
    Authors:
    A. Kulik, S. Peszat, E. Priola,
    Academic press:
    Nonlinear Differential Equations Applications NoDEA , Wydawca: Springer
    Status:
    Submitted
    DOI:
    brak - link to the publication
  5. Linear parabolic equation with Dirichlet white noise boundary conditions
    Authors:
    B. Goldys, S. Peszat
    Academic press:
    J. Differential Equations , Wydawca: Elsevier B.V.
    Status:
    Submitted
    DOI:
    brak - link to the publication
  6. Stochastic flows for infinite dimensional stochastic linear systems
    Authors:
    B. Goldys, S. Peszat
    Academic press:
    Trans. Amer. Math. Soc. , Wydawca: American Mathematical Society
    Status:
    Accepted for publication
    DOI:
    brak - link to the publication

O Narodowym Centrum Nauki

Finansowanie nauki

Współpraca zagraniczna

Centrum prasowe

Deklaracja dostępności
Przetwarzanie danych osobowych
Polityka cookies

Partnerzy