SZYMON PESZAT Curriculum vitae

General information: Last name: Peszat. First name: Szymon. Born: 26.11.1961 in Cracow, Poland. Polish citizen.

Addresses:

Telephone: (+48)126647525

FAX: (+48)126646675

E-mail address: napeszat[AT]cyf-kr.edu.pl

Education:

Qualifications:

Topics of theses:

Employment:

Visiting positions:

Short term research visits:

Ph.D students:

Research interests: Stochastic PDEs, stochastic fluid mechanics, statistical mechanics, Lévy processes, large deviations, stochastic control.

List of publications:

Books:

  • S. Peszat and J. Zabczyk, Stochastic Partial Differential Equations with Lévy Noise (evolution equation approach), Cambridge University Press, Cambridge, 2007.
  • S. Peszat and J. Zabczyk, Stochastic Evolution Equations, ICM Publishers, Warsaw, 2004, (in Polish).

Books edited:

  • Stochastic Analysis, Special volume in honour of Jerzy Zabczyk, Banach Center Publications vol. 105, Warszawa, 2015, Anna Chojnowska-Michalik, Szymon Peszat, and Łukasz Stettner (eds.)

Most important international conferences (with the title of the talk):

  • One Day Workshop on SPDEs, University of Pavia, Pavia, Italy, 16 June 2025, Ergodicity of a Navier-Stokes equation with degenerate random perturbation.
  • New Developments and Challenges in Stochastic Partial Differential Equations, Bernoulli Center, Lozanna, Swiss, 22 - 26 July 2024, Differentiability of transition semigroup of generalized Ornstein-Uhlenbeck process; a probabilistic approach.
  • KinMAT, Warsaw Universwity, Warsaw, Poland, 3 - 6 June 2024, Second order PDE with rough boundary conditions.
  • Dynamics and Thermodynamics of Large Interacting Systems, Warsaw, 18 - 22 March 2024, Heat equation with Dirichlet white noise boundary conditions.
  • 43rd Conference on Stochastic Processes and their Applications, Lisbon, Portugal, 24 -28 July 2023, Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes.
  • Stochastic Modeling and Control, Będlewo, 8 - 13 May 2023, Gradient formulae, degenerate diffusions, and heat equation with white noise boundary conditions.
  • Durham Symposium: Stochastic Dynamics, Nonlinear Probability, and Ergodicity, Durham (UK), 22 - 26 August 2022, On linear stochastic flows.
  • Harmonic analysis, stochastics and PDEs in honour of Nicolai Krylov's 80th birthday ICMS, Bayes Centre Edinburgh, 20 June - 24 June 2022, Heat equation with Dirichlet white noise boundary conditions.
  • Online Workshop ``Stochastic Analysis and Hermite Sobolev spaces'', 26 - 31 June 2021, Heat equation with Dirichlet white noise boundary conditions.
  • 12th AIMS Conference on Dynamical Systems, Differential Equations and Applications, Taipei (Taiwan) 5 - 9 July 2018, On some smoothening effects of transition semigroups.
  • RTG 1845 Berlin - Potsdam Stochastic Analysis, Summer School Hejnice (Czech Republic) 22 - 27 August 2016, five 90 minutes lectures on Gradient formulae and SPDEs.
  • Stochastic Partial Differential Equations and Applications - X, Levico, T. 30 May - 4 June 2016, On some smoothening effects of transition semigroups.
  • Workshop on Random Dynamical Systems and Ergodicity, 7-10 July 2015, Loughborough University, On some smoothening effects of transition semigroups.
  • Workshop: Random Dynamical Systems and Multiplicative Ergodic Theorems, Banff International Research Station for Mathematical Innovation and Discovery, Banff, Alberta, Canada, 18 - 23 January 2015, Time regularity of solutions to SPDEs.
  • Joint Meeting of the German Mathematical Society (DMV) and the Polish Mathematical Society (PTM), Poznań, 17 - 20 September 2014, Gauss-Markov processes on Hilbert spaces.
  • Stochastic Processes and Differential Equations in Infinite Dimensional Spaces, King’s College, London, 31 March - April 2014, Time regularity of the solution to a stochastic Volterra equation by dilation theorem.
  • Infinite Dimensional Stochastic Systems: Theory and Applications, Wittenberg, Germany, 13 - 16 January 2014, Second order PDEs with Dirichlet white noise boundary conditions.
  • Stochastic Partial Differential Equations and Applications - IX, Levico, T. 6 - 11 January 2014, Gauss-Markov processes on Hilbert spaces.
  • The first workshop on SDEs and SPDEs, University of Science and Technology of China, Hefei 29 July - 2 August 2013, Passive tracer in a flow corresponding to two dimensional stochastic Navier--Stokes equations.
  • Analysis and Control of Stochastic Partial Differential Equations, Fudan University and Tongji University, Shanghai 3 - 6 December 2012, Time regularity of the solution to a stochastic Volterra equation by dilation theorem.
  • LUH-Kolloquium "Versicherungs- und Finanzmathematik", University of Hannover, Hannover, 8 November 2012, Regularity of solutions to linear SPDEs driven by Lévy process.
  • Stochastic Partial Differential Equations (SPDEs) Follow-up Meeting, Isaac Newton Institute for Mathematical Sciences, Cambridge 10 - 14 September 2012, Passive tracer in a flow corresponding to two dimensional stochastic Navier-Stokes equations.
  • Research School of Controllability of Deterministic and Stochastic Systems and its Applications, Iasi (Romania) 18 - 30 June 2012, a series of three invited 90 min. lectures on Long time behaviour of SDEs and SPDEs.
  • Recent Developments in Stochastic Analysis, Lausanne, 30 January - 3 February 2012, Strong and weak càdlàg version of an infinite-dimensional Ornstein-Uhlenbeck process driven by Lévy noise.
  • Stochastic Analysis, Lévy Processes and (B)SDEs, Innsbruck, 3 - 7 October 2011, Strong and weak càdlàg version of an infinitely dimensional Ornstein-Uhlenbeck process driven by Lévy noise.
  • Workshop on High-dimensional Aspects of Stochastic PDEs, Hausdorff Center for Mathematics, Bonn, 8 - 12 August 2011, Strong and weak càdlàg solutions for stochastic linear evolution equations.
  • Workshop on Analysis and Stochastic Analysis, Cracow, 11 - 15 July 2011, Inverse problem for stochastic transport equation.
  • Summer School: Stochastic Control and Related PDEs, Milano, 27 June - 8 July 2011, Inverse problem for stochastic transport equation.
  • Differential Equations: Stochastic and Deterministic. In Honour of Ivo Vrkoc's 80th Birthday, Prague, 13 - 14 June 2011, Regularity of transition semigroup by second quantization.
  • Stochastic Partial Differential Equations and Related Topics, Chern Institute of Mathematics, Nankai University, Tianjin, 25 - 30 April 2011, Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator.
  • 6th International Conference on Lévy Processes: Theory and Applications, Dresden 26 - 30 July 2010, Lévy-Ornstein-Uhlenbeck processes in Hilbert spaces.
  • Summer School on Lévy Processes: Theory and Applications, Braunschweig 22 - 24 July 2010, Stochastic Partial Differential Equations with Lévy Noise, (a series of 5 invited lectures).
  • Workshop on Stochastic Partial Differential Equations, University of York, York 1 - 4 June 2010, Lévy-Ornstein-Uhlenbeck semigroup as second quantized operator.
  • Workshop on Evolution Equations and Functional Inequalities, Hammamet (Tunis), 3 - 8 May 2010, On Lévy-Ornstein-Uhlenbeck processes.
  • Stochastic Partial Diffential Equations, Isaac Newton Institute for Mathematical Sciences, Cambrigde 4 - 8 January 2010, Regularity of solutions to linear SPDEs driven by Lévy process.
  • International Workshop Choise and Calibration of Models of Natural Phenomena, Berlin 4 - 5 December 2009, Some aspects of the passive tracer dynamics.
  • Workshop on Stochastic Partial Differential Equations: Modelling, Analysis, and Approximations, Darmstadt 24 - 28 August 2009, Regularity of solutions to linear SPDEs with Lévy noise.
  • SPA 2009, 33rd Conference on Stochastic Processes and Their Applications, Berlin 27 - 31 July 2009, Stochastic PDEs with spatially homogeneous noise (special session invited speaker).
  • Workshop on Stochastic Analysis and Related Fields, Cracow 20 - 22 July 2009, Regularity of Ornstein-Uhlenbeck processes.
  • International Conference on Infinite Particle Systems and Complex Systems, Kazimierz Dolny (Poland) 22 - 26 September 2008, Regularity of stochastic convolutions.
  • The Fifth World Congress of Nonlinear Analysts, Orlando (Florida, USA) 2 - 9 July 2008, Stochastic evolution equations of the bond market.
  • International Conference on Stochastic Analysis and Related Fields, Huazhong University of Science and Technology, Wuhan (China) 7 - 11 April 2008, Heat equation with white noise Dirichlet boundary conditions.
  • Conference on Stochastic Partial Differential Equations and Applications VIII, Levico, T. 6 - 12 January 2008, Law of large numbers for passive tracer.
  • ESF PESC Exploratory Workshop on Computational Aspects of Stochastic Partial Differential Equations, Salzburg 17 - 21 September 2006, Solutions to the Heath-Jarrow-Morton equation.
  • Workshop on Stochastic Fluid Mechanics and SPDEs, CRM Ennio De Giorgi, Pisa 24 - 28 July 2006, Passive tracer dynamics.
  • Approximation and Probability, Conference on the occasion of the 70th anniversary of Professor Zbigniew Ciesielski, Będlewo 20 - 24 September 2004, Continuity of stochastic convolutions.
  • Conference on Stochastic Partial Differential Equations and Applications - VII, Levico, T. 4 - 10 January 2004, Stochastic heat and wave equations driven by Poisson noise.
  • Probabilistic Problems in Atmospheric and Water Sciences, Będlewo 16 - 18 December 2002, Stochastic Navier-Stokes equations.
  • Probabilistic Methods in Fluids, Swansea 14 - 19 April 2002, Passive tracer in an irregular velocity field.
  • Conference on Stochastic Partial Differential Equations and Applications - VI, Levico, T. 6 - 12 January 2002, Transport of a passive tracer by an irregular velocity field.
  • Stochastic Evolution Equations and Applications, Oberwolfach 30 September - 6 October 2001, Dynamics of a passive tracer.
  • Workshop on Infinite Dimensional Stochastic Systems, Prague 11 - 15 September 2000, Regularity of stochastic convolutions.
  • Analyse Stochastique à l'ENST, Ecole Nationale Supérieure des Télécommunications, Paris 18 April 2000, Continuity of stochastic convolutions.
  • Conference on Stochastic Partial Differential Equations and Applications - V, Levico, T. 10 - 16 January 2000, The Cauchy problem for a nonlinear wave equation in any dimension.
  • Symposium on Stochastic Control and Infinite Dimensional Systems, Warsaw, Banach Center 8 - 12 June 1998, Stochastic heat and wave equations.
  • Workshop on Infinite Dimensional Stochastic Systems, Prague 8 - 12 September 1997, Stochastic Navier-Stokes and Euler equations.
  • Workshop on Deterministic and Stochastic Evolutionary Systems, Pisa, Scuola Normale Superiore de Pisa 16 - 18 July 1997, On stochastic Euler equation.
  • Conference on Stochastic Partial Differential Equations and Applications - IV, Levico, T. 6 - 11 January 1997, Stochastic Navier-Stokes equations on the whole space.
  • Workshop on Deterministic and Stochastic Evolutionary Systems, Pisa, Scuola Normale Superiore de Pisa 16 - 17 July 1996, Random evolutions on the whole space.
  • 11th Winterschool on Stochastic Processes, Siegmundsburg (Germany) 17 - 23 March 1996, Law equivalence of stochastic linear systems.
  • Conference on Dynamical Systems and Applications of Stochastic Differential Equations, Pisa, Scuola Normale Superiore de Pisa 29 - 30 June 1995, Stochastic partial differential equations with homogeneous random perturbations.
  • Workshop on Parabolic Equations, Cortona (Italy) 19 - 24 September 1994, Stochastic reaction diffusion equations.
  • Conference on Stochastic Partial Differential Equations and Random Media, Marseille-Luminy 30 May - 5 June 1994, Strong Feller property and irreducibility for diffusions on Hilbert spaces.
  • 10th Winterschool on Stochastic Processes, Siegmundsburg (Germany) 13 - 20 March 1994, Stochastic evolution equations on Banach spaces.
  • Workshop on Stochastic Evolution Equations, Warsaw, Banach Center 7 - 15 December 1993, Compactness of embeddings of some Sobolev spaces.
  • Conference on Stochastic Partial Differential Equations, Marseille-Luminy 13 - 17 April 1992, Large deviation principle for stochastic evolution equations.

Selected talks:

Beside of talks on workshops and international conferences I have been given seminars in the following universities: University of Macau, Xuzhou Normal University, Institute of Applied Mathematics, Academy of Mathematics and System Science, Chinese Academy of Sciences, Beijing, Centre Interfacultaire Bernoulli, EPF Lausanne, Swiss (a series of two lectures), University of Hull*, Imperial College* (London probability seminars and London analysis seminars), University of Warwick, University of York, University of Loughborough* (Stochastic analysis seminar and East Midlands stochastic analysis seminar), University of Sydney, University of New South Wales* (Sydney), University of Swansea, Humboldt University (Berlin), University of Paris 1 (Sorbona), University of Paris 13*, University of Nancy*, University of Basel, Institute of Mathematics of the Czech Academy of Sciences* (Prague), Nanjing Normal University (China), Huazhong University of Science and Technology (Wuhan, China), Tsinghua University (Beijing), Brown University (Providnce, USA), University of Warsaw*, University of Torun, University of Lublin, Jagiellonian University*, Technical University of Wrocław.

   *several times  

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        Faculty of Applied Mathematics, AGH University of Science and Technology              Institute of Mathematics, Polish Academy of Sciences