Faculty

Institution

Unit

Venue

Jerzy Zabczyk

Illinois Institute of Technology

Affiliations

College of Computing

Applied Mathematics

NoneJerzy Zabczyk is currently serving as a Applied Mathematics faculty at Illinois Institute of Technology.

Honors

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Experiences

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Education

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Jerzy Zabczyk

Illinois Institute of Technology

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applied mathematics mathematics hilbert spaces mathematical analysis finance systems engineering control systems functional analysis probability theory mathematical finance mathematical control theory stochastic process automatic control stochastic calculus empirical finance levy noise mathematical optimization dynamical systems control engineering control science invariant measures semilinear stochastic equations topology mathematical sciences control optimization theoretical analysis transformation semigroups infinite dimensions strong feller property structural properties hilbert space stochastic evolution equations stochastic semilinear equations null controllability transition semigroups time regularity ornstein-uhlenbeck semigroups stochastic volterra equations spectral theory information technology evolution equations stability analysis system stability applied algebra stochastic control incompleteness measure theory linear control option pricing potential theory wave motion modern algebra portfolio optimization controllability observability state observer control design dynamic programming computational finance financial mathematics consumption system stochastic equations approximation theory numerical analysis computational complexity numerical mathematics numerical computation numerical treatment statistics

Notable Scholarly Works

Notable Federal Grants

Collaborators

Dynamic Programming. Apress eBooks (2022)

Richard Wiener

dynamic programmingelectrical engineeringengineeringcomputer engineering

A Note on Generalized Cir Equations. Communications in information and systems (2021)

Michał BarskiJerzy Zabczyk

generalized cir equationscommunications systemscomputer sciencecommunicationinformation technologyapplied mathematics

Ergodicity of Burgers' System. arXiv (Cornell University) (2020)

Peszat, SzymonTwardowska, KrystynaZabczyk, Jerzy

ergodic theorysystems engineeringfood systemsconsumption system

Mathematical Control Theory: An Introduction. (2020)

Jerzy Zabczyk

mathematical control theoryapplied mathematicsmathematics

On Cir Equations With General Factors. SIAM journal on financial mathematics (2020)

Michał BarskiJerzy Zabczyk

applied mathematicsasset pricingmathematicscomputational financefinancial mathematicscir equationsempirical financegeneral factorsfinancemathematical finance

A Note on Stochastic Wave Equations. CRC Press eBooks (2019)

Anna KarczewskaJerzy Zabczyk

stochastic wave equationswave motionfluid dynamicsapplied mathematics

The Maximum Principle. Cambridge University Press eBooks (2019)

Donald E. Marshall

philosophymagnetismmaximum principle

Integro-Pde in Hilbert Spaces: Existence of Viscosity Solutions. Potential Analysis (2016)

Andrzej ŚwięchJerzy Zabczyk

hilbert spacespotential theoryfunctional analysisviscosity solutions

Gauss-Markov Processes on Hilbert Spaces. Transactions of the American Mathematical Society (2015)

Ben GoldysSzymon PeszatJerzy Zabczyk

gauss-markov processeshilbert spacesmathematicsnumber theorymathematical analysismodern algebraapplied mathematics

Stochastic Equations in Infinite Dimensions. Mathematical surveys (2014)

Giuseppe Da PratoJerzy Zabczyk

mathematicsstochastic equationsinfinite dimensionsmathematical analysisapplied mathematics

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Jerzy Zabczyk

Illinois Institute of Technology

Affiliations

College of Computing

Applied Mathematics

NoneJerzy Zabczyk is currently serving as a Applied Mathematics faculty at Illinois Institute of Technology.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Jerzy Zabczyk

Illinois Institute of Technology

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Dynamic Programming. Apress eBooks (2022)

Richard Wiener

dynamic programmingelectrical engineeringengineeringcomputer engineering

A Note on Generalized Cir Equations. Communications in information and systems (2021)

Michał BarskiJerzy Zabczyk

generalized cir equationscommunications systemscomputer sciencecommunicationinformation technologyapplied mathematics

Ergodicity of Burgers' System. arXiv (Cornell University) (2020)

Peszat, SzymonTwardowska, KrystynaZabczyk, Jerzy

ergodic theorysystems engineeringfood systemsconsumption system

Mathematical Control Theory: An Introduction. (2020)

Jerzy Zabczyk

mathematical control theoryapplied mathematicsmathematics

On Cir Equations With General Factors. SIAM journal on financial mathematics (2020)

Michał BarskiJerzy Zabczyk

applied mathematicsasset pricingmathematicscomputational financefinancial mathematicscir equationsempirical financegeneral factorsfinancemathematical finance

A Note on Stochastic Wave Equations. CRC Press eBooks (2019)

Anna KarczewskaJerzy Zabczyk

stochastic wave equationswave motionfluid dynamicsapplied mathematics

The Maximum Principle. Cambridge University Press eBooks (2019)

Donald E. Marshall

philosophymagnetismmaximum principle

Integro-Pde in Hilbert Spaces: Existence of Viscosity Solutions. Potential Analysis (2016)

Andrzej ŚwięchJerzy Zabczyk

hilbert spacespotential theoryfunctional analysisviscosity solutions

Gauss-Markov Processes on Hilbert Spaces. Transactions of the American Mathematical Society (2015)

Ben GoldysSzymon PeszatJerzy Zabczyk

gauss-markov processeshilbert spacesmathematicsnumber theorymathematical analysismodern algebraapplied mathematics

Stochastic Equations in Infinite Dimensions. Mathematical surveys (2014)

Giuseppe Da PratoJerzy Zabczyk

mathematicsstochastic equationsinfinite dimensionsmathematical analysisapplied mathematics

1
2
3
4
5
8
10 / page

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