Projects funded by the NCN

Information on the principal investigator and host institution

Information of the project and the call

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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. 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
  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. 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
  5. 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
  6. 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

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