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Zabczyk, Jerzy - MaRDI portal

Zabczyk, Jerzy

From MaRDI portal
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Person:162256

Available identifiers

zbMath Open zabczyk.jerzyWikidataQ55391476 ScholiaQ55391476MaRDI QIDQ162256

List of research outcomes





PublicationDate of PublicationType
Heath-Jarrow-Merton model with linear volatility2023-04-17Paper
Controllable systems with vanishing energy2022-02-11Paper
A note on generalized CIR equations2021-08-06Paper
Ergodicity of Burgers' system2020-06-17Paper
On CIR Equations with General Factors2020-05-29Paper
Mathematical control theory: an introduction2020-04-09Paper
Mathematics of the Bond Market: A Lévy Processes Approach2020-04-08Paper
On generalized CIR equations2019-02-24Paper
Integro-PDE in Hilbert spaces: existence of viscosity solutions2016-11-25Paper
Gauss-Markov processes on Hilbert spaces2015-11-03Paper
Time regularity for stochastic Volterra equations by the dilation theorem2015-03-02Paper
Stochastic Equations in Infinite Dimensions2014-07-09Paper
Linear Operator Inequality and Null Controllability with Vanishing Energy for Unbounded Control Systems2013-05-16Paper
On linear evolution equations with cylindrical L\'evy noise2013-04-03Paper
Time regularity of solutions to linear equations with Lévy noise in infinite dimensions2013-03-06Paper
Uniqueness for integro-PDE in Hilbert spaces2013-02-15Paper
Forward rate models with linear volatilities2012-11-15Paper
Heath-Jarrow-Morton-Musiela equation with Lévy perturbation2012-10-26Paper
CDO TERM STRUCTURE MODELLING WITH LÉVY PROCESSES AND THE RELATION TO MARKET MODELS2012-04-24Paper
Exponential ergodicity and regularity for equations with Lévy noise2012-01-04Paper
EXPONENTIAL MIXING FOR SOME SPDEs WITH LÉVY NOISE2011-10-11Paper
Structural properties of semilinear SPDEs driven by cylindrical stable processes2011-09-27Paper
https://portal.mardi4nfdi.de/entity/Q30119942011-06-29Paper
ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS2011-06-16Paper
Large deviations for stochastic PDE with Lévy noise2011-01-28Paper
Heath-Jarrow-Morton-Musiela equation with linear volatility2010-10-27Paper
COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS2010-09-16Paper
Time irregularity of generalized Ornstein-Uhlenbeck processes2010-03-29Paper
Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise2010-02-25Paper
Bonds with volatilities proportional to forward rates2009-11-05Paper
Densities for Ornstein-Uhlenbeck processes with jumps2009-03-20Paper
Exponential moments for HJM models with jumps2009-02-28Paper
Stochastic Equations in Infinite Dimensions2008-07-09Paper
Mathematical control theory: an introduction2007-11-14Paper
Stochastic Partial Differential Equations with Levy Noise2007-10-31Paper
Wong-Zakai approximations of stochastic evolution equations2007-03-20Paper
On bounded solutions to convolution equations2007-02-01Paper
https://portal.mardi4nfdi.de/entity/Q52902202006-04-28Paper
https://portal.mardi4nfdi.de/entity/Q33757092006-03-16Paper
https://portal.mardi4nfdi.de/entity/Q33757102006-03-16Paper
https://portal.mardi4nfdi.de/entity/Q33757152006-03-16Paper
Mathematical control theory: an introduction2005-10-21Paper
Regularity of solutions to stochastic Volterra equations2005-10-19Paper
Liouville theorems for non-local operators2005-02-16Paper
https://portal.mardi4nfdi.de/entity/Q31593462005-02-15Paper
A Note on Stochastic Burgers’ System of Equations2005-01-20Paper
Null Controllability with Vanishing Energy2004-01-08Paper
https://portal.mardi4nfdi.de/entity/Q47976262003-11-12Paper
Markovian term structure models in discrete time2003-05-06Paper
Continuity of Stochastic Convolutions2002-10-15Paper
https://portal.mardi4nfdi.de/entity/Q45430082002-10-14Paper
https://portal.mardi4nfdi.de/entity/Q27597412002-08-11Paper
https://portal.mardi4nfdi.de/entity/Q45449132002-08-05Paper
Trotter's formula for transition semigroups2002-06-18Paper
https://portal.mardi4nfdi.de/entity/Q27387042002-03-25Paper
https://portal.mardi4nfdi.de/entity/Q27719932002-02-18Paper
https://portal.mardi4nfdi.de/entity/Q27720682002-02-18Paper
Stochastic invariance and consistency of financial models2002-01-15Paper
https://portal.mardi4nfdi.de/entity/Q27085902002-01-15Paper
Nonlinear stochastic wave and heat equations2001-04-22Paper
Stochastic evolution equations with a spatially homogeneous Wiener process2000-03-01Paper
Stochastic PDE's and Kolmogorov equations in infinite dimensions. Lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (CIME) held in Cetraro, Italy, August 24 - September 1, 19981999-12-07Paper
https://portal.mardi4nfdi.de/entity/Q38364971999-12-07Paper
Norm discontinuity of Ornstein-Uhlenbeck semigroups1999-12-06Paper
Strict positivity for stochastic heat equations1999-11-18Paper
Infinite dimensional diffusions in modelling and analysis1999-09-07Paper
Differentiability of the Feynman-Kac semigroup and a control application1999-04-20Paper
https://portal.mardi4nfdi.de/entity/Q27115831999-01-01Paper
https://portal.mardi4nfdi.de/entity/Q43850701998-04-13Paper
On filtering equations in infinite dimensions1998-02-03Paper
Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces1997-09-29Paper
https://portal.mardi4nfdi.de/entity/Q27858581997-07-30Paper
https://portal.mardi4nfdi.de/entity/Q47182621997-06-10Paper
https://portal.mardi4nfdi.de/entity/Q43366951997-05-14Paper
Ergodicity for Infinite Dimensional Systems1996-06-10Paper
Convergence to equilibrium for classical and quantum spin systems1996-05-28Paper
Regular densities of invariant measures in Hilbert spaces1996-02-20Paper
Strong Feller property and irreducibility for diffusions on Hilbert spaces1996-01-25Paper
Evolution equations with white-noise boundary conditions1995-06-18Paper
https://portal.mardi4nfdi.de/entity/Q47645561995-05-04Paper
Strong feller property for stochastic semilinear equations1995-03-20Paper
https://portal.mardi4nfdi.de/entity/Q31391041994-05-19Paper
https://portal.mardi4nfdi.de/entity/Q40290121993-03-28Paper
Stochastic Equations in Infinite Dimensions1993-01-23Paper
Invariant measures for semilinear stochastic equations1993-01-16Paper
https://portal.mardi4nfdi.de/entity/Q40141281992-10-04Paper
A note on stochastic convolution1992-09-27Paper
Non-explosion, boundedness, and ergodicity for stochastic semilinear equations1992-08-13Paper
On Minimum Energy Problems1992-06-25Paper
Smoothing properties of transition semigroups in hilbert spaces1991-01-01Paper
Some comments on stabilizability1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34703741989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34729341989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34793221989-01-01Paper
On the maximum principle for deterministic impulse control problems1988-01-01Paper
A note on semilinear stochastic equations1988-01-01Paper
On Impulse Control with Partial Observation1988-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47271391987-01-01Paper
Stable dynamical systems under small perturbations1987-01-01Paper
Regularity of solutions of linear stochastic equations in hilbert spaces1987-01-01Paper
Exit problem and control theory1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32218621985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36915651985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51864921984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36840191984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q51871751983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33178361983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39688541982-01-01Paper
Controllability of stochastic linear systems1981-01-01Paper
Stability and Stabilizability of Infinite-Dimensional Systems1981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39118041981-01-01Paper
Strong envelopes of stochastic processes and a penalty method1981-01-01Paper
Erratum: On Decomposition of Generators1980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39080961980-01-01Paper
https://portal.mardi4nfdi.de/entity/Q32060531979-01-01Paper
An Optimal Selection Problem Associated with the Poisson Process1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38643881979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38758111979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39644161979-01-01Paper
On Decomposition of Generators1978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41797091978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41823461978-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41330551977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41659951977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41217941976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41240121976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41313771976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40698531975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40711341975-01-01Paper
On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40773191975-01-01Paper
Remarks on the Control of Discrete-Time Distributed Parameter Systems1974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40431081974-01-01Paper
https://portal.mardi4nfdi.de/entity/Q44018721973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56741921973-01-01Paper
Optimal control by means switchings1973-01-01Paper
An age-structured model to evaluate the potential of novel malaria-control interventions: a case study of fungal biopesticide sprays1972-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56579761972-01-01Paper
Sur la théorie semi-classique du potentiel pur les processus à accroissements indépendants1970-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56097791969-01-01Paper

Research outcomes over time

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