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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.
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Kategorie tematyczne
Czasopismo
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Tom
Numer
Strony
9-32
Opis fizyczny
Daty
wydano
2015
Twórcy
autor
- Institute of Mathematics of the Jagiellonian University, St. Łojasiewicza 6, 30-348 Kraków, Poland
- Institute of Mathematics, Polish Academy of Sciences, Śniadeckich 8, 00-656 Warszawa, Poland
autor
- Institute of Mathematics, Polish Academy of Sciences, Śniadeckich 8, 00-656 Warszawa, Poland
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bwmeta1.element.bwnjournal-article-doi-10_4064-bc105-0-1