Research problems of Jerzy Zabczyk

Szymon Peszat, and Łukasz Stettner. "Research problems of Jerzy Zabczyk." Banach Center Publications 105.1 (2015): 9-32. <http://eudml.org/doc/281916>.

@article{SzymonPeszat2015,
abstract = {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 evolution equations. Description of research problems of Prof. Jerzy Zabczyk starts from infinite-dimensional (deterministic) control problems, stochastic control problems: optimal choice problems, stopping time problems, to come first to mathematics of finance and then to stochastic analysis: stochastic evolution and partial differential equations. We show main results and point out their importance. The paper is based on the presentation of the authors during a special session at the conference.},
author = {Szymon Peszat, Łukasz Stettner},
journal = {Banach Center Publications},
language = {eng},
number = {1},
pages = {9-32},
title = {Research problems of Jerzy Zabczyk},
url = {http://eudml.org/doc/281916},
volume = {105},
year = {2015},
}

TY - JOUR
AU - Szymon Peszat
AU - Łukasz Stettner
TI - Research problems of Jerzy Zabczyk
JO - Banach Center Publications
PY - 2015
VL - 105
IS - 1
SP - 9
EP - 32
AB - 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 evolution equations. Description of research problems of Prof. Jerzy Zabczyk starts from infinite-dimensional (deterministic) control problems, stochastic control problems: optimal choice problems, stopping time problems, to come first to mathematics of finance and then to stochastic analysis: stochastic evolution and partial differential equations. We show main results and point out their importance. The paper is based on the presentation of the authors during a special session at the conference.
LA - eng
UR - http://eudml.org/doc/281916
ER -