Edit Profile Zabczyk, Jerzy Compute Distance To: Compute Author ID: zabczyk.jerzy Published as: Zabczyk, J.; Zabczyk, Jerzy External Links: MGP · Wikidata · GND Documents Indexed: 138 Publications since 1969, including 17 Books Biographic References: 1 Publication all top 5 Co-Authors 53 single-authored 21 Da Prato, Giuseppe 11 Priola, Enrico 10 Peszat, Szymon 6 Barski, Michał 5 Tessitore, Gianmario 4 Stettner, Łukasz 3 Brzeźniak, Zdzisław 3 Goldys, Beniamin 3 Karczewska, Anna 3 Świȩch, Andrzej 2 Ahmed, Nasir Uddin 2 Cowan, Richard J. 2 Fuhrman, Marco 2 Mazziotto, Gerald 2 Olech, Czesław 2 Pritchard, Anthony J. 2 Sierociński, Andrzej 2 Szpirglas, Jacques 2 Twardowska, Krystyna 2 Xu, Lihu 1 Bojdecki, Tomasz 1 Ciesielski, Zbigniew 1 Cowan, Robert D. 1 Dolecki, Szymon 1 Elworthy, K. David 1 Engelbert, Hans Jürgen 1 Filipović, Damir 1 Föllmer, Hans 1 Gątarek, Dariusz 1 Imkeller, Peter 1 Jakubczyk, Bronisław 1 Jakubowski, Jacek 1 Krylov, Nicolaĭ Vladimirovich 1 Kwapień, Stanisław 1 Łoś, Jerzy 1 Palczewski, Jan 1 Pandolfi, Luciano 1 Rempała, Ryszarda 1 Röckner, Michael 1 Schmidt, Thorsten 1 Shirikyan, Armen R. 1 Skomorochin, Aleksander 1 Smoleński, Włodzimierz Henryk 1 Sztencel, Rafał 1 van Neerven, Jan M. A. M. 1 Yakubowski, Jacek all top 5 Serials 6 SIAM Journal on Control and Optimization 5 Encyclopedia of Mathematics and Its Applications 4 Journal of Functional Analysis 4 Probability and Mathematical Statistics 4 Stochastic Analysis and Applications 4 Stochastic Processes and their Applications 4 Bulletin de l’Académie Polonaise des Sciences, Série des Sciences Mathématiques, Astronomiques et Physiques 3 Kybernetika 3 Probability Theory and Related Fields 3 Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni 3 Bulletin of the Polish Academy of Sciences, Mathematics 3 Potential Analysis 2 Journal of Mathematical Analysis and Applications 2 Stochastics 2 Studia Mathematica 2 Journal of Differential Equations 2 Semigroup Forum 2 Systems & Control Letters 2 Stochastics and Stochastics Reports 2 Finance and Stochastics 2 International Journal of Theoretical and Applied Finance 2 SIAM Journal on Control 2 Banach Center Publications 2 London Mathematical Society Lecture Note Series 2 Systems & Control: Foundations & Applications 1 Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 Theory of Probability and its Applications 1 The Annals of Probability 1 Annales Universitatis Mariae Curie-Skłodowska. Sectio A. Mathematica 1 Applied Mathematics and Optimization 1 Bulletin of the London Mathematical Society 1 Colloquium Mathematicum 1 Czechoslovak Mathematical Journal 1 Journal of Optimization Theory and Applications 1 Proceedings of the American Mathematical Society 1 Transactions of the American Mathematical Society 1 Roczniki Polskiego Towarzystwa Matematycznego. Seria II. Wiadomości Matematyczne 1 CWI Quarterly 1 Differential and Integral Equations 1 The Annals of Applied Probability 1 Dynamic Systems and Applications 1 SIAM Review 1 Mathematical Finance 1 Comptes Rendus de l’Académie des Sciences. Série I. Mathématique 1 Journal of Evolution Equations 1 Comptes Rendus. Mathématique. Académie des Sciences, Paris 1 Stochastics and Dynamics 1 Lecture Notes in Control and Information Sciences 1 Lecture Notes in Mathematics 1 SIAM Journal on Financial Mathematics 1 Modern Birkhäuser Classics all top 5 Fields 100 Probability theory and stochastic processes (60-XX) 49 Systems theory; control (93-XX) 25 Operator theory (47-XX) 20 Partial differential equations (35-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 8 Ordinary differential equations (34-XX) 5 General and overarching topics; collections (00-XX) 5 Statistics (62-XX) 5 Operations research, mathematical programming (90-XX) 4 Potential theory (31-XX) 3 Functional analysis (46-XX) 1 History and biography (01-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Measure and integration (28-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral equations (45-XX) 1 Global analysis, analysis on manifolds (58-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 110 Publications have been cited 4,259 times in 3,031 Documents Cited by ▼ Year ▼ Stochastic equations in infinite dimensions. Zbl 0761.60052Da Prato, Giuseppe; Zabczyk, Jerzy 1,416 1992 Ergodicity for infinite dimensional systems. Zbl 0849.60052Da Prato, Giuseppe; Zabczyk, Jerzy 587 1996 Stochastic partial differential equations with Lévy noise. An evolution equation approach. Zbl 1205.60122Peszat, S.; Zabczyk, J. 290 2007 Stochastic equations in infinite dimensions. 2nd ed. Zbl 1317.60077Da Prato, Giuseppe; Zabczyk, Jerzy 287 2014 Stochastic equations in infinite dimensions. Reprint of the 1992 hardback ed. Zbl 1140.60034Da Prato, Giuseppe; Zabczyk, Jerzy 161 2008 Second order partial differential equations in Hilbert spaces. Zbl 1012.35001Da Prato, Giuseppe; Zabczyk, Jerzy 138 2002 Mathematical control theory: an introduction. Zbl 1071.93500Zabczyk, Jerzy 116 1992 Regularity of solutions of linear stochastic equations in Hilbert spaces. Zbl 0634.60053da Prato, Guiseppe; Kwapień, S.; Zabczyk, J. 69 1987 Stability and stabilizability of infinite dimensional systems. Zbl 0452.93029Pritchard, A. J.; Zabczyk, J. 66 1981 Strong Feller property and irreducibility for diffusions on Hilbert spaces. Zbl 0831.60083Peszat, Szymon; Zabczyk, Jerzy 61 1995 Remarks on the control of discrete-time distributed parameter systems. Zbl 0254.93027Zabczyk, J. 53 1974 Nonlinear stochastic wave and heat equations. Zbl 0959.60044Peszat, Szymon; Zabczyk, Jerzy 49 2000 Structural properties of semilinear SPDEs driven by cylindrical stable processes. Zbl 1231.60061Priola, Enrico; Zabczyk, Jerzy 45 2011 Stochastic evolution equations with a spatially homogeneous Wiener process. Zbl 0943.60048Peszat, Szymon; Zabczyk, Jerzy 43 1997 Controllability of stochastic linear systems. Zbl 0481.93054Zabczyk, Jerzy 37 1981 A note on \(C_0\)-semigroups. Zbl 0312.47037Zabczyk, J. 36 1975 Evolution equations with white-noise boundary conditions. Zbl 0814.60055Da Prato, Giuseppe; Zabczyk, J. 34 1993 A note on stochastic convolution. Zbl 0758.60049Da Prato, Giuseppe; Zabczyk, Jerzy 31 1992 Wong-Zakai approximations of stochastic evolution equations. Zbl 1123.35095Tessitore, Gianmario; Zabczyk, Jerzy 29 2006 Exponential ergodicity and regularity for equations with Lévy noise. Zbl 1239.60059Priola, Enrico; Shirikyan, Armen; Xu, Lihu; Zabczyk, Jerzy 27 2012 Densities for Ornstein-Uhlenbeck processes with jumps. Zbl 1166.60034Priola, Enrico; Zabczyk, Jerzy 26 2009 Some comments on stabilizability. Zbl 0654.93054Zabczyk, J. 24 1989 Liouville theorems for non-local operators. Zbl 1063.31003Priola, Enrico; Zabczyk, Jerzy 23 2004 Stochastic heat and wave equations driven by an impulsive noise. Zbl 1115.60320Peszat, Szymon; Zabczyk, Jerzy 22 2006 Invariant measures for semilinear stochastic equations. Zbl 0758.60057Da Prato, Giuseppe; Gątarek, D.; Zabczyk, Jerzy 22 1992 Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise. Zbl 1187.60048Brzeźniak, Zdzisław; Zabczyk, Jerzy 21 2010 Non-explosion, boundedness, and ergodicity for stochastic semilinear equations. Zbl 0762.60052Da Prato, Giuseppe; Zabczyk, Jerzy 21 1992 Mathematical control theory: an introduction. Reprint of the 2nd corrected printing 1995. Zbl 1123.93003Zabczyk, Jerzy 18 2008 Strong Feller property for stochastic semilinear equations. Zbl 0817.60081Da Prato, Giuseppe; Elworthy, K. D.; Zabczyk, Jerzy 18 1995 Time regularity of solutions to linear equations with Lévy noise in infinite dimensions. Zbl 1262.60061Peszat, S.; Zabczyk, J. 16 2013 Time irregularity of generalized Ornstein-Uhlenbeck processes. Zbl 1205.60119Brzeźniak, Zdzisław; Goldys, Ben; Imkeller, Peter; Peszat, Szymon; Priola, Enrico; Zabczyk, Jerzy 16 2010 Differentiability of the Feynman-Kac semigroup and a control application. Zbl 0910.93025Da Prato, Giuseppe; Zabczyk, Jerzy 16 1997 On the stability of infinite-dimensional linear stochastic systems. Zbl 0435.93047Zabczyk, Jerzy 16 1979 On decomposition of generators. Zbl 0393.93023Zabczyk, Jerzy 16 1978 Large deviations for stochastic PDE with Lévy noise. Zbl 1211.60024Świȩch, Andrzej; Zabczyk, Jerzy 14 2011 On optimal stochastic control of discrete-time systems in Hilbert space. Zbl 0313.93067Zabczyk, Jerzy 14 1975 Exponential mixing for some SPDEs with Lévy noise. Zbl 1239.60060Priola, Enrico; Xu, Lihu; Zabczyk, Jerzy 12 2011 Invariant measures for stochastic heat equations. Zbl 0986.60057Tessitore, Gianmario; Zabczyk, Jerzy 12 1998 Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046Stettner, L.; Zabczyk, J. 12 1981 Strict positivity for stochastic heat equations. Zbl 0933.60071Tessitore, Gianmario; Zabczyk, Jerzy 11 1998 Regular densities of invariant measures in Hilbert spaces. Zbl 0832.60069Da Prato, Giuseppe; Zabczyk, Jerzy 11 1995 Exit problem and control theory. Zbl 0591.60050Zabczyk, J. 11 1985 Exponential moments for HJM models with jumps. Zbl 1164.60038Yakubowski, Jacek; Zabczyk, Jerzy 10 2007 A note on stochastic wave equations. Zbl 0978.60066Karczewska, Anna; Zabczyk, Jerzy 10 2001 Stochastic PDE’s with function-valued solutions. Zbl 0990.60065Karczewska, Anna; Zabczyk, Jerzy 10 2000 Null controllability with vanishing energy. Zbl 1050.93010Priola, Enrico; Zabczyk, Jerzy 9 2003 Parabolic equations on Hilbert spaces. Zbl 0942.35167Zabczyk, J. 9 1999 Convergence to equilibrium for classical and quantum spin systems. Zbl 0839.60083Da Prato, Giuseppe; Zabczyk, Jerzy 9 1995 Stopping problems in stochastic control. Zbl 0567.93076Zabczyk, J. 9 1984 Introduction to the theory of optimal stopping. Zbl 0427.93052Zabczyk, J. 9 1979 An optimal selection problem associated with the Poisson process. Zbl 0426.62058Cowan, R.; Zabczyk, J. 9 1979 Bellman’s inclusions and excessive measures. Zbl 0992.60077Zabczyk, J. 8 2001 Norm discontinuity of Ornstein-Uhlenbeck semigroups. Zbl 0960.47024van Neerven, J. M. A. M.; Zabczyk, J. 8 1999 Smoothing properties of transition semigroups in Hilbert spaces. Zbl 0726.60062da Prato, Giuseppe; Zabczyk, Jerzy 8 1991 Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces. Zbl 0573.93076Zabczyk, J. 8 1985 On linear evolution equations for a class of cylindrical Lévy noises. Zbl 1278.60095Priola, Enrico; Zabczyk, Jerzy 7 2010 Markovian term structure models in discrete time. Zbl 1020.60060Filipović, Damir; Zabczyk, Jerzy 7 2002 Continuity of stochastic convolutions. Zbl 1001.60056Brzeźniak, Zdzisław; Peszat, Szymon; Zabczyk, Jerzy 7 2001 On filtering equations in infinite dimensions. Zbl 0880.60043Ahmed, Nasir Uddin; Fuhrman, Marco; Zabczyk, Jerzy 7 1997 Symmetric solutions of semilinear stochastic equations. Zbl 0701.60060Zabczyk, J. 7 1989 Heath-Jarrow-Morton-Musiela equation with Lévy perturbation. Zbl 1253.35185Barski, Michał; Zabczyk, Jerzy 6 2012 Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces. Zbl 0895.60083Da Prato, Giuseppe; Goldys, Beniamin; Zabczyk, Jerzy 6 1997 Pricing options for multinomial models. Zbl 0868.90010Tessitore, Gianmario; Zabczyk, Jerzy 6 1996 On the maximum principle for deterministic impulse control problems. Zbl 0631.49010Rempała, R.; Zabczyk, J. 6 1988 Stationary distribution for linear equations driven by general noise. Zbl 0534.60049Zabczyk, Jerzy 6 1983 An optimal selection problem associated with the Poisson process. Zbl 0396.62063Cowan, R.; Zabczyk, J. 6 1978 Optimal control by means of switchings. Zbl 0266.93068Zabczyk, J. 6 1973 Sur la théorie semi-classique du potentiel pour les processus à accroissements indépendants. Zbl 0209.19202Zabczyk, J. 6 1970 Stochastic invariance and consistency of financial models. Zbl 0978.60039Zabczyk, Jerzy 5 2000 On minimum energy problems. Zbl 0744.93098Da Prato, Giuseppe; Pritchard, A. J.; Zabczyk, Jerzy 5 1991 A note on semilinear stochastic equations. Zbl 0721.60068Da Prato, Giuseppe; Zabczyk, Jerzy 5 1988 Stopping games for symmetric Markov processes. Zbl 0561.60050Zabczyk, J. 5 1984 Stabilization of boundary control systems. Zbl 0498.93046Zabczyk, J. 5 1979 An introduction to probability theory. Zbl 0353.60004Zabczyk, J. 5 1976 Stochastic control of discrete-time systems. Zbl 0351.93027Zabczyk, J. 5 1976 Time regularity for stochastic Volterra equations by the dilation theorem. Zbl 1322.60128Peszat, S.; Zabczyk, J. 4 2014 Harmonic functions for generalized Mehler semigroups. Zbl 1102.47030Priola, Enrico; Zabczyk, Jerzy 4 2006 Trotter’s formula for transition semigroups. Zbl 0987.47034Tessitore, G.; Zabczyk, J. 4 2001 Regularity of solutions to stochastic Volterra equations. Zbl 1072.60051Zabczyk, Jerzy; Karczewska, Anna 4 2000 On large deviations for stochastic evolution equations. Zbl 0696.60056Zabczyk, J. 4 1989 On impulse control with partial observation. Zbl 0653.93072Mazziotto, G.; Stettner, L.; Szpirglas, J.; Zabczyk, J. 4 1988 Controllability of stochastic systems. Zbl 0502.93062Zabczyk, J. 4 1982 A semigroup approach to boundary value control. Zbl 0398.93028Zabczyk, Jerzy 4 1978 Forward rate models with linear volatilities. Zbl 1252.91064Barski, Michał; Zabczyk, Jerzy 3 2012 Portfolio diversification with Markovian prices. Zbl 1152.93057Palczewski, Jan; Zabczyk, Jerzy 3 2005 Topics in stochastic processes. Zbl 1068.60006Zabczyk, Jerzy 3 2004 Law equivalence of Ornstein-Uhlenbeck processes. Zbl 0816.60060Zabczyk, J. 3 1991 Stopping games and Dirichlet spaces. Zbl 0561.93052Zabczyk, J. 3 1983 Erratum: On decomposition of generators. Zbl 0437.93020Zabczyk, Jerzy 3 1980 Integro-PDE in Hilbert spaces: existence of viscosity solutions. Zbl 1352.49025Świȩch, Andrzej; Zabczyk, Jerzy 2 2016 Linear operator inequality and null controllability with vanishing energy for unbounded control systems. Zbl 1262.93004Pandolfi, Luciano; Priola, Enrico; Zabczyk, Jerzy 2 2013 A note on stochastic Burgers’ system of equations. Zbl 1060.35170Twardowska, Krystyna; Zabczyk, Jerzy 2 2004 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, 1998. Zbl 0927.00037Krylov, N. V.; Röckner, M.; Zabczyk, J.; Da Prato, G. (ed.) 2 1999 Stopping problems on Polish spaces. Zbl 0913.60039Zabczyk, Jerzy 2 1997 Exit problem for infinite dimensional systems. Zbl 0617.60057Zabczyk, J. 2 1987 Linear stochastic systems in Hilbert spaces: Structural properties and limit behaviour. Zbl 0462.60062Zabczyk, Jerzy 2 1981 Uniqueness for integro-PDE in Hilbert spaces. Zbl 1257.49026Święch, Andrzej; Zabczyk, Jerzy 1 2013 CDO term structure modelling with Lévy processes and the relation to market models. Zbl 1236.91139Schmidt, Thorsten; Zabczyk, Jerzy 1 2012 On incompleteness of bond markets with infinite number of random factors. Zbl 1229.91369Barski, Michał; Jakubowski, Jacek; Zabczyk, Jerzy 1 2011 Completeness of bond market driven by Lévy process. Zbl 1233.91101Barski, Michał; Zabczyk, Jerzy 1 2010 Integro-PDE in Hilbert spaces: existence of viscosity solutions. Zbl 1352.49025Świȩch, Andrzej; Zabczyk, Jerzy 2 2016 Stochastic equations in infinite dimensions. 2nd ed. Zbl 1317.60077Da Prato, Giuseppe; Zabczyk, Jerzy 287 2014 Time regularity for stochastic Volterra equations by the dilation theorem. Zbl 1322.60128Peszat, S.; Zabczyk, J. 4 2014 Time regularity of solutions to linear equations with Lévy noise in infinite dimensions. Zbl 1262.60061Peszat, S.; Zabczyk, J. 16 2013 Linear operator inequality and null controllability with vanishing energy for unbounded control systems. Zbl 1262.93004Pandolfi, Luciano; Priola, Enrico; Zabczyk, Jerzy 2 2013 Uniqueness for integro-PDE in Hilbert spaces. Zbl 1257.49026Święch, Andrzej; Zabczyk, Jerzy 1 2013 Exponential ergodicity and regularity for equations with Lévy noise. Zbl 1239.60059Priola, Enrico; Shirikyan, Armen; Xu, Lihu; Zabczyk, Jerzy 27 2012 Heath-Jarrow-Morton-Musiela equation with Lévy perturbation. Zbl 1253.35185Barski, Michał; Zabczyk, Jerzy 6 2012 Forward rate models with linear volatilities. Zbl 1252.91064Barski, Michał; Zabczyk, Jerzy 3 2012 CDO term structure modelling with Lévy processes and the relation to market models. Zbl 1236.91139Schmidt, Thorsten; Zabczyk, Jerzy 1 2012 Structural properties of semilinear SPDEs driven by cylindrical stable processes. Zbl 1231.60061Priola, Enrico; Zabczyk, Jerzy 45 2011 Large deviations for stochastic PDE with Lévy noise. Zbl 1211.60024Świȩch, Andrzej; Zabczyk, Jerzy 14 2011 Exponential mixing for some SPDEs with Lévy noise. Zbl 1239.60060Priola, Enrico; Xu, Lihu; Zabczyk, Jerzy 12 2011 On incompleteness of bond markets with infinite number of random factors. Zbl 1229.91369Barski, Michał; Jakubowski, Jacek; Zabczyk, Jerzy 1 2011 Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise. Zbl 1187.60048Brzeźniak, Zdzisław; Zabczyk, Jerzy 21 2010 Time irregularity of generalized Ornstein-Uhlenbeck processes. Zbl 1205.60119Brzeźniak, Zdzisław; Goldys, Ben; Imkeller, Peter; Peszat, Szymon; Priola, Enrico; Zabczyk, Jerzy 16 2010 On linear evolution equations for a class of cylindrical Lévy noises. Zbl 1278.60095Priola, Enrico; Zabczyk, Jerzy 7 2010 Completeness of bond market driven by Lévy process. Zbl 1233.91101Barski, Michał; Zabczyk, Jerzy 1 2010 Densities for Ornstein-Uhlenbeck processes with jumps. Zbl 1166.60034Priola, Enrico; Zabczyk, Jerzy 26 2009 Stochastic equations in infinite dimensions. Reprint of the 1992 hardback ed. Zbl 1140.60034Da Prato, Giuseppe; Zabczyk, Jerzy 161 2008 Mathematical control theory: an introduction. Reprint of the 2nd corrected printing 1995. Zbl 1123.93003Zabczyk, Jerzy 18 2008 Stochastic partial differential equations with Lévy noise. An evolution equation approach. Zbl 1205.60122Peszat, S.; Zabczyk, J. 290 2007 Exponential moments for HJM models with jumps. Zbl 1164.60038Yakubowski, Jacek; Zabczyk, Jerzy 10 2007 Wong-Zakai approximations of stochastic evolution equations. Zbl 1123.35095Tessitore, Gianmario; Zabczyk, Jerzy 29 2006 Stochastic heat and wave equations driven by an impulsive noise. Zbl 1115.60320Peszat, Szymon; Zabczyk, Jerzy 22 2006 Harmonic functions for generalized Mehler semigroups. Zbl 1102.47030Priola, Enrico; Zabczyk, Jerzy 4 2006 On bounded solutions to convolution equations. Zbl 1107.43006Priola, Enrico; Zabczyk, Jerzy 1 2006 Qualitative properties of solutions to stochastic Burgers’ systems of equations. Zbl 1093.60039Twardowska, Krystyna; Zabczyk, Jerzy 1 2006 Portfolio diversification with Markovian prices. Zbl 1152.93057Palczewski, Jan; Zabczyk, Jerzy 3 2005 Liouville theorems for non-local operators. Zbl 1063.31003Priola, Enrico; Zabczyk, Jerzy 23 2004 Topics in stochastic processes. Zbl 1068.60006Zabczyk, Jerzy 3 2004 A note on stochastic Burgers’ system of equations. Zbl 1060.35170Twardowska, Krystyna; Zabczyk, Jerzy 2 2004 Null controllability with vanishing energy. Zbl 1050.93010Priola, Enrico; Zabczyk, Jerzy 9 2003 Second order partial differential equations in Hilbert spaces. Zbl 1012.35001Da Prato, Giuseppe; Zabczyk, Jerzy 138 2002 Markovian term structure models in discrete time. Zbl 1020.60060Filipović, Damir; Zabczyk, Jerzy 7 2002 A note on stochastic wave equations. Zbl 0978.60066Karczewska, Anna; Zabczyk, Jerzy 10 2001 Bellman’s inclusions and excessive measures. Zbl 0992.60077Zabczyk, J. 8 2001 Continuity of stochastic convolutions. Zbl 1001.60056Brzeźniak, Zdzisław; Peszat, Szymon; Zabczyk, Jerzy 7 2001 Trotter’s formula for transition semigroups. Zbl 0987.47034Tessitore, G.; Zabczyk, J. 4 2001 A mini course on stochastic partial differential equations. Zbl 0982.60056Zabczyk, Jerzy 1 2001 Nonlinear stochastic wave and heat equations. Zbl 0959.60044Peszat, Szymon; Zabczyk, Jerzy 49 2000 Stochastic PDE’s with function-valued solutions. Zbl 0990.60065Karczewska, Anna; Zabczyk, Jerzy 10 2000 Stochastic invariance and consistency of financial models. Zbl 0978.60039Zabczyk, Jerzy 5 2000 Regularity of solutions to stochastic Volterra equations. Zbl 1072.60051Zabczyk, Jerzy; Karczewska, Anna 4 2000 Parabolic equations on Hilbert spaces. Zbl 0942.35167Zabczyk, J. 9 1999 Norm discontinuity of Ornstein-Uhlenbeck semigroups. Zbl 0960.47024van Neerven, J. M. A. M.; Zabczyk, J. 8 1999 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, 1998. Zbl 0927.00037Krylov, N. V.; Röckner, M.; Zabczyk, J.; Da Prato, G. (ed.) 2 1999 Invariant measures for stochastic heat equations. Zbl 0986.60057Tessitore, Gianmario; Zabczyk, Jerzy 12 1998 Strict positivity for stochastic heat equations. Zbl 0933.60071Tessitore, Gianmario; Zabczyk, Jerzy 11 1998 Stochastic evolution equations with a spatially homogeneous Wiener process. Zbl 0943.60048Peszat, Szymon; Zabczyk, Jerzy 43 1997 Differentiability of the Feynman-Kac semigroup and a control application. Zbl 0910.93025Da Prato, Giuseppe; Zabczyk, Jerzy 16 1997 On filtering equations in infinite dimensions. Zbl 0880.60043Ahmed, Nasir Uddin; Fuhrman, Marco; Zabczyk, Jerzy 7 1997 Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces. Zbl 0895.60083Da Prato, Giuseppe; Goldys, Beniamin; Zabczyk, Jerzy 6 1997 Stopping problems on Polish spaces. Zbl 0913.60039Zabczyk, Jerzy 2 1997 Ergodicity for infinite dimensional systems. Zbl 0849.60052Da Prato, Giuseppe; Zabczyk, Jerzy 587 1996 Pricing options for multinomial models. Zbl 0868.90010Tessitore, Gianmario; Zabczyk, Jerzy 6 1996 Pricing options by dynamic programming. Zbl 0863.90017Zabczyk, Jerzy 1 1996 Strong Feller property and irreducibility for diffusions on Hilbert spaces. Zbl 0831.60083Peszat, Szymon; Zabczyk, Jerzy 61 1995 Strong Feller property for stochastic semilinear equations. Zbl 0817.60081Da Prato, Giuseppe; Elworthy, K. D.; Zabczyk, Jerzy 18 1995 Regular densities of invariant measures in Hilbert spaces. Zbl 0832.60069Da Prato, Giuseppe; Zabczyk, Jerzy 11 1995 Convergence to equilibrium for classical and quantum spin systems. Zbl 0839.60083Da Prato, Giuseppe; Zabczyk, Jerzy 9 1995 Evolution equations with white-noise boundary conditions. Zbl 0814.60055Da Prato, Giuseppe; Zabczyk, J. 34 1993 The fractional calculus and stochastic evolution equations. Zbl 0787.60073Zabczyk, J. 1 1993 Stochastic equations in infinite dimensions. Zbl 0761.60052Da Prato, Giuseppe; Zabczyk, Jerzy 1,416 1992 Mathematical control theory: an introduction. Zbl 1071.93500Zabczyk, Jerzy 116 1992 A note on stochastic convolution. Zbl 0758.60049Da Prato, Giuseppe; Zabczyk, Jerzy 31 1992 Invariant measures for semilinear stochastic equations. Zbl 0758.60057Da Prato, Giuseppe; Gątarek, D.; Zabczyk, Jerzy 22 1992 Non-explosion, boundedness, and ergodicity for stochastic semilinear equations. Zbl 0762.60052Da Prato, Giuseppe; Zabczyk, Jerzy 21 1992 On invariant measure for semilinear equations with dissipative nonlinearities. Zbl 0779.60053Da Prato, Giuseppe; Zabczyk, Jerzy 1 1992 Smoothing properties of transition semigroups in Hilbert spaces. Zbl 0726.60062da Prato, Giuseppe; Zabczyk, Jerzy 8 1991 On minimum energy problems. Zbl 0744.93098Da Prato, Giuseppe; Pritchard, A. J.; Zabczyk, Jerzy 5 1991 Law equivalence of Ornstein-Uhlenbeck processes. Zbl 0816.60060Zabczyk, J. 3 1991 Some comments on stabilizability. Zbl 0654.93054Zabczyk, J. 24 1989 Symmetric solutions of semilinear stochastic equations. Zbl 0701.60060Zabczyk, J. 7 1989 On large deviations for stochastic evolution equations. Zbl 0696.60056Zabczyk, J. 4 1989 On the maximum principle for deterministic impulse control problems. Zbl 0631.49010Rempała, R.; Zabczyk, J. 6 1988 A note on semilinear stochastic equations. Zbl 0721.60068Da Prato, Giuseppe; Zabczyk, Jerzy 5 1988 On impulse control with partial observation. Zbl 0653.93072Mazziotto, G.; Stettner, L.; Szpirglas, J.; Zabczyk, J. 4 1988 Regularity of solutions of linear stochastic equations in Hilbert spaces. Zbl 0634.60053da Prato, Guiseppe; Kwapień, S.; Zabczyk, J. 69 1987 Exit problem for infinite dimensional systems. Zbl 0617.60057Zabczyk, J. 2 1987 Large deviations estimates for semilinear stochastic equations. Zbl 0651.60035Smoleński, W.; Sztencel, R.; Zabczyk, J. 1 1987 Exit problem and control theory. Zbl 0591.60050Zabczyk, J. 11 1985 Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces. Zbl 0573.93076Zabczyk, J. 8 1985 Stopping problems in stochastic control. Zbl 0567.93076Zabczyk, J. 9 1984 Stopping games for symmetric Markov processes. Zbl 0561.60050Zabczyk, J. 5 1984 Stationary distribution for linear equations driven by general noise. Zbl 0534.60049Zabczyk, Jerzy 6 1983 Stopping games and Dirichlet spaces. Zbl 0561.93052Zabczyk, J. 3 1983 Controllability of stochastic systems. Zbl 0502.93062Zabczyk, J. 4 1982 Stability and stabilizability of infinite dimensional systems. Zbl 0452.93029Pritchard, A. J.; Zabczyk, J. 66 1981 Controllability of stochastic linear systems. Zbl 0481.93054Zabczyk, Jerzy 37 1981 Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046Stettner, L.; Zabczyk, J. 12 1981 Linear stochastic systems in Hilbert spaces: Structural properties and limit behaviour. Zbl 0462.60062Zabczyk, Jerzy 2 1981 Erratum: On decomposition of generators. Zbl 0437.93020Zabczyk, Jerzy 3 1980 On the stability of infinite-dimensional linear stochastic systems. Zbl 0435.93047Zabczyk, Jerzy 16 1979 Introduction to the theory of optimal stopping. Zbl 0427.93052Zabczyk, J. 9 1979 An optimal selection problem associated with the Poisson process. Zbl 0426.62058Cowan, R.; Zabczyk, J. 9 1979 Stabilization of boundary control systems. Zbl 0498.93046Zabczyk, J. 5 1979 On decomposition of generators. Zbl 0393.93023Zabczyk, Jerzy 16 1978 An optimal selection problem associated with the Poisson process. Zbl 0396.62063Cowan, R.; Zabczyk, J. 6 1978 A semigroup approach to boundary value control. Zbl 0398.93028Zabczyk, Jerzy 4 1978 ...and 10 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 2,733 Authors 72 Da Prato, Giuseppe 63 Röckner, Michael 44 Brzeźniak, Zdzisław 41 Duan, Jinqiao 39 Barbu, Viorel 38 Flandoli, Franco 34 Debussche, Arnaud 33 Zabczyk, Jerzy 27 Hairer, Martin 27 Zhang, Tusheng S. 26 Jentzen, Arnulf 26 Priola, Enrico 26 Wang, Feng-Yu 25 Blömker, Dirk 24 Maslowski, Bohdan 23 Goldys, Beniamin 22 Cerrai, Sandra 21 Albeverio, Sergio A. 20 Guo, Boling 19 Hausenblas, Erika 19 Huang, Jianhua 19 Liu, Kai 19 van Neerven, Jan M. A. M. 18 Gao, Hongjun 18 Stuart, Andrew M. 16 Bao, Jianhai 16 Dong, Zhao 16 Glatt-Holtz, Nathan E. 16 Kloeden, Peter Eris 16 Razafimandimby, Paul André 16 Veraar, Mark C. 16 Yuan, Chenggui 16 Zhang, Xicheng 15 Balachandran, Krishnan 15 Peszat, Szymon 15 Temam, Roger Meyer 15 Wang, Wei 14 Bonaccorsi, Stefano 14 Fuhrman, Marco 14 Hofmanová, Martina 14 Kim, Jong Uhn 14 Kovács, Mihály 14 Larsson, Stig 14 Liu, Wei 14 Romito, Marco 14 Tappe, Stefan 14 Xu, Lihu 14 Yan, Zuomao 14 Zhai, Jianliang 13 Benth, Fred Espen 13 Caraballo Garrido, Tomás 13 Manna, Utpal 13 Marinelli, Carlo 13 Russo, Francesco 13 Schwab, Christoph 13 Wang, Xiaojie 12 Diop, Mamadou Abdoul 12 Gess, Benjamin 12 Kühn, Christian 12 Lang, Annika 12 Liu, Meng 12 Ondreját, Martin 12 Pandey, Dwijendra Narain 12 Riedle, Markus 12 Tessitore, Gianmario 11 Ahmed, Nasir Uddin 11 Bessaih, Hakima 11 Komorowski, Tomasz 11 Lunardi, Alessandra 11 Luo, Jiaowan 11 Mattingly, Jonathan C. 11 Melnikova, Irina V. 11 Tachim Medjo, Theodore 11 van Gaans, Onno Ward 11 Wang, Yongjin 11 Wu, Jianglun 11 Xie, Bin 11 Zhao, Huaizhong 10 Balasubramaniam, Pagavathigounder 10 Bogachev, Vladimir Igorevich 10 Ferrario, Benedetta 10 Gozzi, Fausto 10 Hong, Jialin 10 Ichikawa, Akira 10 Liu, Jicheng 10 Lu, Kening 10 Lv, Yan 10 Masiero, Federica 10 Millet, Annie 10 Schmalfuß, Björn 10 Tindel, Samy 10 Tubaro, Luciano 10 Vallet, Guy 10 Xie, Yingchao 10 Yang, Desheng 10 Zhu, RongChan 9 Chen, Huabin 9 Chen, Yong 9 Chow, Pao-Liu 9 Dalang, Robert C. ...and 2,633 more Authors all top 5 Cited in 385 Serials 166 Stochastic Processes and their Applications 155 Journal of Mathematical Analysis and Applications 136 Journal of Differential Equations 106 Journal of Functional Analysis 89 Stochastic Analysis and Applications 68 The Annals of Probability 63 Stochastic and Partial Differential Equations. Analysis and Computations 58 Probability Theory and Related Fields 52 Applied Mathematics and Optimization 52 Potential Analysis 51 Journal of Evolution Equations 50 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 47 Systems & Control Letters 45 Stochastics and Dynamics 42 Statistics & Probability Letters 42 The Annals of Applied Probability 37 Journal of Theoretical Probability 36 Discrete and Continuous Dynamical Systems. Series B 34 Applied Mathematics and Computation 33 Communications in Mathematical Physics 32 Journal of Statistical Physics 31 Abstract and Applied Analysis 30 Infinite Dimensional Analysis, Quantum Probability and Related Topics 29 Advances in Difference Equations 28 NoDEA. Nonlinear Differential Equations and Applications 27 International Journal of Control 25 Journal of Mathematical Physics 25 Journal of Computational and Applied Mathematics 24 SIAM Journal on Control and Optimization 24 Discrete and Continuous Dynamical Systems 23 Automatica 22 SIAM Journal on Mathematical Analysis 22 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 21 Transactions of the American Mathematical Society 19 Journal of Optimization Theory and Applications 17 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 16 Czechoslovak Mathematical Journal 16 Acta Applicandae Mathematicae 16 Applied Mathematics Letters 16 MCSS. Mathematics of Control, Signals, and Systems 16 Electronic Journal of Probability 15 Proceedings of the American Mathematical Society 15 Physica D 15 Nonlinear Analysis. Real World Applications 15 SIAM/ASA Journal on Uncertainty Quantification 14 Mathematics of Computation 14 Bulletin des Sciences Mathématiques 14 Bernoulli 14 Communications on Pure and Applied Analysis 13 Computers & Mathematics with Applications 13 SIAM Journal on Numerical Analysis 13 Journal of Dynamics and Differential Equations 13 Random Operators and Stochastic Equations 13 Finance and Stochastics 13 Differential Equations 13 Stochastics 12 BIT 12 Comptes Rendus. Mathématique. Académie des Sciences, Paris 11 Archive for Rational Mechanics and Analysis 11 Journal of Computational Physics 11 Journal de Mathématiques Pures et Appliquées. Neuvième Série 11 Journal of Mathematical Sciences (New York) 11 Nonlinear Analysis. Hybrid Systems 10 Journal of the Franklin Institute 10 Stochastics 10 Semigroup Forum 10 Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni 10 Journal of Nonlinear Science 10 Mathematical Problems in Engineering 10 Science China. Mathematics 9 Journal of Mathematical Biology 9 Stochastics and Stochastics Reports 9 Acta Mathematica Sinica. English Series 9 International Journal of Stochastic Analysis 9 Mathematical Control and Related Fields 8 Advances in Applied Probability 8 Communications on Pure and Applied Mathematics 8 ZAMP. Zeitschrift für angewandte Mathematik und Physik 8 SIAM Journal on Scientific Computing 8 Mathematical Finance 8 Journal of Inequalities and Applications 8 Discrete Dynamics in Nature and Society 8 Journal of Dynamical and Control Systems 8 Frontiers of Mathematics in China 8 Nonlinear Analysis. Theory, Methods & Applications 7 Mathematical Methods in the Applied Sciences 7 Chaos, Solitons and Fractals 7 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV 7 Integral Equations and Operator Theory 7 Mathematische Nachrichten 7 Mathematische Zeitschrift 7 Numerische Mathematik 7 Osaka Journal of Mathematics 7 Journal of Scientific Computing 7 Journal of Mathematical Fluid Mechanics 7 SIAM Journal on Applied Dynamical Systems 7 Evolution Equations and Control Theory 6 International Journal of Systems Science 6 Annali di Matematica Pura ed Applicata. Serie Quarta 6 Numerical Functional Analysis and Optimization ...and 285 more Serials all top 5 Cited in 49 Fields 2,250 Probability theory and stochastic processes (60-XX) 1,200 Partial differential equations (35-XX) 549 Systems theory; control (93-XX) 360 Operator theory (47-XX) 298 Ordinary differential equations (34-XX) 280 Numerical analysis (65-XX) 266 Dynamical systems and ergodic theory (37-XX) 235 Fluid mechanics (76-XX) 185 Calculus of variations and optimal control; optimization (49-XX) 120 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 99 Functional analysis (46-XX) 94 Statistical mechanics, structure of matter (82-XX) 93 Biology and other natural sciences (92-XX) 70 Statistics (62-XX) 48 Integral equations (45-XX) 40 Real functions (26-XX) 39 Operations research, mathematical programming (90-XX) 35 Measure and integration (28-XX) 35 Global analysis, analysis on manifolds (58-XX) 31 Quantum theory (81-XX) 28 Mechanics of deformable solids (74-XX) 25 Geophysics (86-XX) 23 Potential theory (31-XX) 20 Linear and multilinear algebra; matrix theory (15-XX) 18 Mechanics of particles and systems (70-XX) 17 Harmonic analysis on Euclidean spaces (42-XX) 16 Abstract harmonic analysis (43-XX) 13 Difference and functional equations (39-XX) 9 Functions of a complex variable (30-XX) 7 Approximations and expansions (41-XX) 7 Classical thermodynamics, heat transfer (80-XX) 7 Information and communication theory, circuits (94-XX) 6 Differential geometry (53-XX) 6 Optics, electromagnetic theory (78-XX) 4 Number theory (11-XX) 4 Integral transforms, operational calculus (44-XX) 4 Computer science (68-XX) 3 Mathematical logic and foundations (03-XX) 3 Topological groups, Lie groups (22-XX) 3 Several complex variables and analytic spaces (32-XX) 3 Special functions (33-XX) 2 Combinatorics (05-XX) 1 General and overarching topics; collections (00-XX) 1 Nonassociative rings and algebras (17-XX) 1 Group theory and generalizations (20-XX) 1 General topology (54-XX) 1 Manifolds and cell complexes (57-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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