Most significant publications
- Zhao Dong, Szymon Peszat, Lihu Xu, On some smoothening effects of the transition semigroup of a Levy process, Journal of Mathematical Analysis and Applications 434 (2016), 1566-1580
- Ben Goldys, Szymon Peszat, Jerzy Zabczyk, Gauss-Markov processes on Hilbert spaces, Transactions of the American Mathematical Society 368 (2016), 89-108
- Zdzisław Brzeźniak, Ben Goldys, Szymon Peszat, Francesco Russo, Second order PDEs with Dirichlet white noise boundary conditions, Journal of Evolution Equations 15 (2015), 1-26
- Szymon Peszat, Lévy-Ornstein-Uhlenbeck transition semigroup as second quantized operator, Journal of Functional Analysis 260 (2011), 3457-3475
- Tomasz Komorowski, Szymon Peszat, Tomasz Szarek, On ergodicity of some Markov processes, Annals of Probability 38 (2010), 1401-1443
Recent publications
- Szymon Peszat, Ben Goldys, Differentiability of transition semigroup of generalized Ornstein-Uhlenbeck process: a probabilistic approach, Annali della Scuola normale superiore di Pisa - Classe di scienze (2026),
- Szymon Peszat, Ben Goldys, On linear stochastic flows, Transactions of the American Mathematical Society 377 (2024), 753-774
- Szymon Peszat, Ben Goldys, Linear parabolic equation with Dirichlet white noise boundary conditions, Journal of Differential Equations 362 (2023), 382-437
- Szymon Peszat, Enrico Priola, Alexei M. Kulik, Gradient formula for transition semigroup corresponding to stochastic equation driven by a system of independent Lévy processes, Nonlinear Differential Equations and Applications 30 (2023), 27 pp.
- Zdzisław Brzeźniak, Tomasz Komorowski, Szymon Peszat, Ergodicity for stochastic equation of Navier-Stokes type, Electronic Communications in Probability 27 (2022), 10 pp.
Interests
Stochastic analysis, in particular, stochastic PDEs, stochastic fluid mechanics, statistical mechanics, large deviation, stochastic control and mathematical finance.
Szymon Peszat
academic degree/title Professor positionresearch and faculty staff member group, professor
unit
- Department of Financial Mathematics
- Institute of Mathematics
szymon.peszat@uj.edu.pl
www