Projects funded by the NCN


Information on the principal investigator and host institution

Information of the project and the call

Keywords

Equipment

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Stochastic analysis and evolution equations

2013/09/B/ST1/03658

Keywords:

stochastic analysis stochastic partial differential equations equtions of Mathematical Physics large deviations

Descriptors:

  • ST1_13: Probability and statistics

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

woj. mazowieckie

Other projects carried out by the institution 

Principal investigator (from the host institution):

prof. Szymon Peszat 

Number of co-investigators in the project: 4

Call: OPUS 5 - announced on 2013-03-15

Amount awarded: 136 200 PLN

Project start date (Y-m-d): 2014-02-20

Project end date (Y-m-d): 2017-02-19

Project duration:: 36 months (the same as in the proposal)

Project status: Project settled

Equipment purchased [PL]

  1. Laptop z systemem Mac OS oraz niezbędny softwer (7 500 PLN)

Information in the final report

  • Publication in academic press/journals (4)
  • Book publications / chapters in book publications (1)
  1. Gauss-Markov processes on Hilbert spaces
    Authors:
    B. Goldys, S. Peszat, J. Zabczyk
    Academic press:
    Trans. Amer. Math. Soc. (rok: 2016, tom: 368, strony: 89-108), Wydawca: American Mathematical Society
    Status:
    Published
    DOI:
    10.1090/tran/6329 - link to the publication
  2. 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. (rok: 2016, tom: 434, strony: 1566-1580), Wydawca: ELSEVIER
    Status:
    Published
  3. Second order PDEs with Dirichlet white noise boundary conditions
    Authors:
    Z. Brzezniak, B. Goldys, S. Peszat, F. Russo,
    Academic press:
    J. Evol. Equ. (rok: 2015, tom: 15, strony: 45317), Wydawca: Springer
    Status:
    Published
    DOI:
    10.1007/s00028-014-0246-2 - link to the publication
  4. Inverse problem for stochastic transport equations
    Authors:
    D. Crisan, Y. Otobe, S. Peszat
    Academic press:
    Inverse Problems (rok: 2015, tom: 31, strony: 20 pp), Wydawca: IOP Publishing
    Status:
    Published
    DOI:
    10.1088/0266-5611/31/1/015005 - link to the publication
  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 (rok: 2015, tom: 68, strony: 333-357), Wydawca: Birkhauser
    Status:
    Published