Reflected forward-backward SDEs and obstacle problems with boundary conditions.
Regularizing properties for transition semigroups and semilinear parabolic equations in Banach spaces.
Remarques sur le prix des actifs contingents
Representation formulae for (C₀) m-parameter operator semigroups
Some general representation formulae for (C₀) m-parameter operator semigroups with rates of convergence are obtained by the probabilistic approach and multiplier enlargement method. These cover all known representation formulae for (C₀) one- and m-parameter operator semigroups as special cases. When we consider special semigroups we recover well-known convergence theorems for multivariate approximation operators.
Research problems of Jerzy Zabczyk
In the paper we present a selected variety of problems studied by Professor Jerzy Zabczyk. Important part of Prof. Zabczyk's scientific activity was devoted to his PhD students. He has promoted 9 PhD students: Tomasz Bielecki, Jarosław Sobczyk, Łukasz Stettner and Gianmario Tessitore work mostly in control and its applications to mathematical finance, whereas the research of Anna Chojnowska-Michalik, Wojciech Jachimiak, Anna Milian, Szymon Peszat and Anna Rusinek is concentrated mostly on stochastic...
Retarded functional differential equations with white noise perturbations
Riesz transforms for symmetric diffusion operators on complete Riemannian manifolds.