Szymon Peszat (Associate Professor)

• E-Mail Address: napeszat[AT]cyf-kr.edu.pl
• Address: Institute of Mathematics, Polish Academy of Sciences, Sw. Tomasza 30/7, 31-027 Cracow, Poland.

Research Interests: Stochastic partial differential equations, stochastic fluid mechanics, statistical mechanics, Lévy processes, large deviations, stochastic control.

The most recent publications and pre-publications:

• Z. Brzezniak and S. Peszat, Hyperbolic equations with random boundary conditions, submitted. (pdf-file)
  
  
• S. Peszat and A. Talarczyk, Functional central limit theorem for additive functionals of $\alpha$-stable processes, submitted. (pdf-file)
  
  
• T. Komorowski, S. Peszat, and L. Ryzhik, Limit of fluctuations of solutions of Wigner equations, submitted. (pdf-file)
  
  
• T. Komorowski, S. Peszat, and T. Szarek, On ergodicity of some Markov processes, submitted. (pdf-file)
  
  
• S. Peszat, A. Rusinek, and J. Zabczyk, On a stochastic partial differential equation of bond market, submitted. (pdf-file)
  
  
• S. Peszat and J. Zabczyk, Heath-Jarrow-Morton-Musiela equation of bond market, Preprint IMPAN 669, Warsaw. (pdf-file)
  
  
• S. Peszat and S. Tindel, Stochastic heat and wave equations on a Lie group, submitted. (ps-file)
  
  
• S. Peszat and J. Zabczyk, Stochastic heat and wave equations driven by an impulsive noise, Stochastic Partial Differential Equations and Applications - VII, (G. Da Prato and L. Tubaro, eds.) Lect. Notes Pure Appl. Math., 245, Chapman & Hall/CRC, Boca Raton, 2006, pp. 229-242.
  
  
• S. Peszat and F. Russo, Large noise asymptotics for one-dimensional diffusions, Bernoulli 11 (2005), 247-262.
  
  
• T. Komorowski and S. Peszat, Transport of a passive tracer by an irregular velocity field, J. Statist. Phys. 115 (2004), 1383-1410.