## Zabczyk, Jerzy

Compute Distance To:
 Author ID: zabczyk.jerzy Published as: Zabczyk, Jerzy; Zabczyk, J. External Links: MGP · Wikidata · GND · IdRef
 Documents Indexed: 136 Publications since 1969, including 13 Books 4 Contributions as Editor Biographic References: 1 Publication Co-Authors: 43 Co-Authors with 83 Joint Publications 983 Co-Co-Authors
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### Co-Authors

 54 single-authored 21 Da Prato, Giuseppe 11 Priola, Enrico 10 Peszat, Szymon 7 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 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 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 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 Polonici Mathematici 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 Communications in Information and Systems 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

 101 Probability theory and stochastic processes (60-XX) 50 Systems theory; control (93-XX) 26 Operator theory (47-XX) 20 Partial differential equations (35-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 19 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)

### Citations contained in zbMATH Open

111 Publications have been cited 4,496 times in 3,320 Documents Cited by Year
Stochastic equations in infinite dimensions. Zbl 0761.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
1992
Ergodicity for infinite dimensional systems. Zbl 0849.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
1996
Stochastic equations in infinite dimensions. 2nd ed. Zbl 1317.60077
Da Prato, Giuseppe; Zabczyk, Jerzy
2014
Stochastic partial differential equations with Lévy noise. An evolution equation approach. Zbl 1205.60122
Peszat, S.; Zabczyk, J.
2007
Stochastic equations in infinite dimensions. Reprint of the 1992 hardback ed. Zbl 1140.60034
Da Prato, Giuseppe; Zabczyk, Jerzy
2008
Second order partial differential equations in Hilbert spaces. Zbl 1012.35001
Da Prato, Giuseppe; Zabczyk, Jerzy
2002
Mathematical control theory: an introduction. Zbl 1071.93500
Zabczyk, Jerzy
1992
Regularity of solutions of linear stochastic equations in Hilbert spaces. Zbl 0634.60053
da Prato, Guiseppe; Kwapień, S.; Zabczyk, J.
1987
Stability and stabilizability of infinite dimensional systems. Zbl 0452.93029
Pritchard, A. J.; Zabczyk, J.
1981
Strong Feller property and irreducibility for diffusions on Hilbert spaces. Zbl 0831.60083
Peszat, Szymon; Zabczyk, Jerzy
1995
Remarks on the control of discrete-time distributed parameter systems. Zbl 0254.93027
Zabczyk, J.
1974
Structural properties of semilinear SPDEs driven by cylindrical stable processes. Zbl 1231.60061
Priola, Enrico; Zabczyk, Jerzy
2011
Nonlinear stochastic wave and heat equations. Zbl 0959.60044
Peszat, Szymon; Zabczyk, Jerzy
2000
Stochastic evolution equations with a spatially homogeneous Wiener process. Zbl 0943.60048
Peszat, Szymon; Zabczyk, Jerzy
1997
Evolution equations with white-noise boundary conditions. Zbl 0814.60055
Da Prato, Giuseppe; Zabczyk, J.
1993
Controllability of stochastic linear systems. Zbl 0481.93054
Zabczyk, Jerzy
1981
Wong-Zakai approximations of stochastic evolution equations. Zbl 1123.35095
Tessitore, Gianmario; Zabczyk, Jerzy
2006
A note on $$C_0$$-semigroups. Zbl 0312.47037
Zabczyk, J.
1975
A note on stochastic convolution. Zbl 0758.60049
Da Prato, Giuseppe; Zabczyk, Jerzy
1992
Exponential ergodicity and regularity for equations with Lévy noise. Zbl 1239.60059
Priola, Enrico; Shirikyan, Armen; Xu, Lihu; Zabczyk, Jerzy
2012
Densities for Ornstein-Uhlenbeck processes with jumps. Zbl 1166.60034
Priola, Enrico; Zabczyk, Jerzy
2009
Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise. Zbl 1187.60048
Brzeźniak, Zdzisław; Zabczyk, Jerzy
2010
Liouville theorems for non-local operators. Zbl 1063.31003
Priola, Enrico; Zabczyk, Jerzy
2004
Some comments on stabilizability. Zbl 0654.93054
Zabczyk, J.
1989
Non-explosion, boundedness, and ergodicity for stochastic semilinear equations. Zbl 0762.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
1992
Invariant measures for semilinear stochastic equations. Zbl 0758.60057
Da Prato, Giuseppe; Gątarek, D.; Zabczyk, Jerzy
1992
Mathematical control theory: an introduction. Reprint of the 2nd corrected printing 1995. Zbl 1123.93003
Zabczyk, Jerzy
2008
Stochastic heat and wave equations driven by an impulsive noise. Zbl 1115.60320
Peszat, Szymon; Zabczyk, Jerzy
2006
Time regularity of solutions to linear equations with Lévy noise in infinite dimensions. Zbl 1262.60061
Peszat, S.; Zabczyk, J.
2013
Differentiability of the Feynman-Kac semigroup and a control application. Zbl 0910.93025
Da Prato, Giuseppe; Zabczyk, Jerzy
1997
Time irregularity of generalized Ornstein-Uhlenbeck processes. (Irrégularité en temps des processus Ornstein-Uhlenbeck généralisés.) Zbl 1205.60119
Brzeźniak, Zdzisław; Goldys, Ben; Imkeller, Peter; Peszat, Szymon; Priola, Enrico; Zabczyk, Jerzy
2010
Strong Feller property for stochastic semilinear equations. Zbl 0817.60081
Da Prato, Giuseppe; Elworthy, K. D.; Zabczyk, Jerzy
1995
Large deviations for stochastic PDE with Lévy noise. Zbl 1211.60024
Świȩch, Andrzej; Zabczyk, Jerzy
2011
On decomposition of generators. Zbl 0393.93023
Zabczyk, Jerzy
1978
Exponential mixing for some SPDEs with Lévy noise. Zbl 1239.60060
Priola, Enrico; Xu, Lihu; Zabczyk, Jerzy
2011
Invariant measures for stochastic heat equations. Zbl 0986.60057
Tessitore, Gianmario; Zabczyk, Jerzy
1998
On optimal stochastic control of discrete-time systems in Hilbert space. Zbl 0313.93067
Zabczyk, Jerzy
1975
Strict positivity for stochastic heat equations. Zbl 0933.60071
Tessitore, Gianmario; Zabczyk, Jerzy
1998
Stochastic PDE’s with function-valued solutions. Zbl 0990.60065
Karczewska, Anna; Zabczyk, Jerzy
2000
Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046
Stettner, L.; Zabczyk, J.
1981
A note on stochastic wave equations. Zbl 0978.60066
Karczewska, Anna; Zabczyk, Jerzy
2001
Null controllability with vanishing energy. Zbl 1050.93010
Priola, Enrico; Zabczyk, Jerzy
2003
Regular densities of invariant measures in Hilbert spaces. Zbl 0832.60069
Da Prato, Giuseppe; Zabczyk, Jerzy
1995
Exponential moments for HJM models with jumps. Zbl 1164.60038
Yakubowski, Jacek; Zabczyk, Jerzy
2007
An optimal selection problem associated with the Poisson process. Zbl 0426.62058
Cowan, R.; Zabczyk, J.
1979
Exit problem and control theory. Zbl 0591.60050
Zabczyk, J.
1985
Norm discontinuity of Ornstein-Uhlenbeck semigroups. Zbl 0960.47024
van Neerven, J. M. A. M.; Zabczyk, J.
1999
Parabolic equations on Hilbert spaces. Zbl 0942.35167
Zabczyk, J.
1999
Convergence to equilibrium for classical and quantum spin systems. Zbl 0839.60083
Da Prato, Giuseppe; Zabczyk, Jerzy
1995
Introduction to the theory of optimal stopping. Zbl 0427.93052
Zabczyk, J.
1979
On the stability of infinite-dimensional linear stochastic systems. Zbl 0435.93047
Zabczyk, Jerzy
1979
On linear evolution equations for a class of cylindrical Lévy noises. Zbl 1278.60095
Priola, Enrico; Zabczyk, Jerzy
2010
Continuity of stochastic convolutions. Zbl 1001.60056
Brzeźniak, Zdzisław; Peszat, Szymon; Zabczyk, Jerzy
2001
Bellman’s inclusions and excessive measures. Zbl 0992.60077
Zabczyk, J.
2001
Stopping problems in stochastic control. Zbl 0567.93076
Zabczyk, J.
1984
On minimum energy problems. Zbl 0744.93098
Da Prato, Giuseppe; Pritchard, A. J.; Zabczyk, Jerzy
1991
Markovian term structure models in discrete time. Zbl 1020.60060
Filipović, Damir; Zabczyk, Jerzy
2002
Symmetric solutions of semilinear stochastic equations. Zbl 0701.60060
Zabczyk, J.
1989
Smoothing properties of transition semigroups in Hilbert spaces. Zbl 0726.60062
da Prato, Giuseppe; Zabczyk, Jerzy
1991
On filtering equations in infinite dimensions. Zbl 0880.60043
Ahmed, Nasir Uddin; Fuhrman, Marco; Zabczyk, Jerzy
1997
Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces. Zbl 0573.93076
Zabczyk, J.
1985
Sur la théorie semi-classique du potentiel pour les processus à accroissements indépendants. Zbl 0209.19202
Zabczyk, J.
1970
Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces. Zbl 0895.60083
Da Prato, Giuseppe; Goldys, Beniamin; Zabczyk, Jerzy
1997
An optimal selection problem associated with the Poisson process. Zbl 0396.62063
Cowan, R.; Zabczyk, J.
1978
Stationary distribution for linear equations driven by general noise. Zbl 0534.60049
Zabczyk, Jerzy
1983
Stopping games for symmetric Markov processes. Zbl 0561.60050
Zabczyk, J.
1984
On the maximum principle for deterministic impulse control problems. Zbl 0631.49010
Rempała, R.; Zabczyk, J.
1988
Heath-Jarrow-Morton-Musiela equation with Lévy perturbation. Zbl 1253.35185
Barski, Michał; Zabczyk, Jerzy
2012
Stochastic invariance and consistency of financial models. Zbl 0978.60039
Zabczyk, Jerzy
2000
Stabilization of boundary control systems. Zbl 0498.93046
Zabczyk, J.
1979
A note on semilinear stochastic equations. Zbl 0721.60068
Da Prato, Giuseppe; Zabczyk, Jerzy
1988
Pricing options for multinomial models. Zbl 0868.90010
Tessitore, Gianmario; Zabczyk, Jerzy
1996
Optimal control by means of switchings. Zbl 0266.93068
Zabczyk, J.
1973
Regularity of solutions to stochastic Volterra equations. Zbl 1072.60051
Zabczyk, Jerzy; Karczewska, Anna
2000
Trotter’s formula for transition semigroups. Zbl 0987.47034
Tessitore, G.; Zabczyk, J.
2001
Time regularity for stochastic Volterra equations by the dilation theorem. Zbl 1322.60128
Peszat, S.; Zabczyk, J.
2014
Integro-PDE in Hilbert spaces: existence of viscosity solutions. Zbl 1352.49025
Świȩch, Andrzej; Zabczyk, Jerzy
2016
Linear operator inequality and null controllability with vanishing energy for unbounded control systems. Zbl 1262.93004
Pandolfi, Luciano; Priola, Enrico; Zabczyk, Jerzy
2013
On large deviations for stochastic evolution equations. Zbl 0696.60056
Zabczyk, J.
1989
Harmonic functions for generalized Mehler semigroups. Zbl 1102.47030
Priola, Enrico; Zabczyk, Jerzy
2006
On impulse control with partial observation. Zbl 0653.93072
Mazziotto, G.; Stettner, L.; Szpirglas, J.; Zabczyk, J.
1988
Stochastic control of discrete-time systems. Zbl 0351.93027
Zabczyk, J.
1976
Stopping problems on Polish spaces. Zbl 0913.60039
Zabczyk, Jerzy
1997
Forward rate models with linear volatilities. Zbl 1252.91064
Barski, Michał; Zabczyk, Jerzy
2012
Topics in stochastic processes. Zbl 1068.60006
Zabczyk, Jerzy
2004
A semigroup approach to boundary value control. Zbl 0398.93028
Zabczyk, Jerzy
1978
Controllability of stochastic systems. Zbl 0502.93062
Zabczyk, J.
1982
Law equivalence of Ornstein-Uhlenbeck processes. Zbl 0816.60060
Zabczyk, J.
1991
Erratum: On decomposition of generators. Zbl 0437.93020
Zabczyk, Jerzy
1980
Uniqueness for integro-PDE in Hilbert spaces. Zbl 1257.49026
Święch, Andrzej; Zabczyk, Jerzy
2013
An introduction to probability theory. Zbl 0353.60004
Zabczyk, J.
1976
Portfolio diversification with Markovian prices. Zbl 1152.93057
Palczewski, Jan; Zabczyk, Jerzy
2005
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 0927.00037
Krylov, N. V.; Röckner, M.; Zabczyk, J.
1999
A note on stochastic Burgers’ system of equations. Zbl 1060.35170
Twardowska, Krystyna; Zabczyk, Jerzy
2004
Linear stochastic systems in Hilbert spaces: Structural properties and limit behaviour. Zbl 0462.60062
Zabczyk, Jerzy
1981
Stopping games and Dirichlet spaces. Zbl 0561.93052
Zabczyk, J.
1983
Exit problem for infinite dimensional systems. Zbl 0617.60057
Zabczyk, J.
1987
A mini course on stochastic partial differential equations. Zbl 0982.60056
Zabczyk, Jerzy
2001
On bounded solutions to convolution equations. Zbl 1107.43006
Priola, Enrico; Zabczyk, Jerzy
2006
On invariant measure for semilinear equations with dissipative nonlinearities. Zbl 0779.60053
Da Prato, Giuseppe; Zabczyk, Jerzy
1992
On CIR equations with general factors. Zbl 1443.91283
Barski, Michał; Zabczyk, Jerzy
2020
Integro-PDE in Hilbert spaces: existence of viscosity solutions. Zbl 1352.49025
Świȩch, Andrzej; Zabczyk, Jerzy
2016
Stochastic equations in infinite dimensions. 2nd ed. Zbl 1317.60077
Da Prato, Giuseppe; Zabczyk, Jerzy
2014
Time regularity for stochastic Volterra equations by the dilation theorem. Zbl 1322.60128
Peszat, S.; Zabczyk, J.
2014
Time regularity of solutions to linear equations with Lévy noise in infinite dimensions. Zbl 1262.60061
Peszat, S.; Zabczyk, J.
2013
Linear operator inequality and null controllability with vanishing energy for unbounded control systems. Zbl 1262.93004
Pandolfi, Luciano; Priola, Enrico; Zabczyk, Jerzy
2013
Uniqueness for integro-PDE in Hilbert spaces. Zbl 1257.49026
Święch, Andrzej; Zabczyk, Jerzy
2013
Exponential ergodicity and regularity for equations with Lévy noise. Zbl 1239.60059
Priola, Enrico; Shirikyan, Armen; Xu, Lihu; Zabczyk, Jerzy
2012
Heath-Jarrow-Morton-Musiela equation with Lévy perturbation. Zbl 1253.35185
Barski, Michał; Zabczyk, Jerzy
2012
Forward rate models with linear volatilities. Zbl 1252.91064
Barski, Michał; Zabczyk, Jerzy
2012
CDO term structure modelling with Lévy processes and the relation to market models. Zbl 1236.91139
Schmidt, Thorsten; Zabczyk, Jerzy
2012
Structural properties of semilinear SPDEs driven by cylindrical stable processes. Zbl 1231.60061
Priola, Enrico; Zabczyk, Jerzy
2011
Large deviations for stochastic PDE with Lévy noise. Zbl 1211.60024
Świȩch, Andrzej; Zabczyk, Jerzy
2011
Exponential mixing for some SPDEs with Lévy noise. Zbl 1239.60060
Priola, Enrico; Xu, Lihu; Zabczyk, Jerzy
2011
On incompleteness of bond markets with infinite number of random factors. Zbl 1229.91369
Barski, Michał; Jakubowski, Jacek; Zabczyk, Jerzy
2011
Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise. Zbl 1187.60048
Brzeźniak, Zdzisław; Zabczyk, Jerzy
2010
Time irregularity of generalized Ornstein-Uhlenbeck processes. (Irrégularité en temps des processus Ornstein-Uhlenbeck généralisés.) Zbl 1205.60119
Brzeźniak, Zdzisław; Goldys, Ben; Imkeller, Peter; Peszat, Szymon; Priola, Enrico; Zabczyk, Jerzy
2010
On linear evolution equations for a class of cylindrical Lévy noises. Zbl 1278.60095
Priola, Enrico; Zabczyk, Jerzy
2010
Completeness of bond market driven by Lévy process. Zbl 1233.91101
Barski, Michał; Zabczyk, Jerzy
2010
Densities for Ornstein-Uhlenbeck processes with jumps. Zbl 1166.60034
Priola, Enrico; Zabczyk, Jerzy
2009
Stochastic equations in infinite dimensions. Reprint of the 1992 hardback ed. Zbl 1140.60034
Da Prato, Giuseppe; Zabczyk, Jerzy
2008
Mathematical control theory: an introduction. Reprint of the 2nd corrected printing 1995. Zbl 1123.93003
Zabczyk, Jerzy
2008
Stochastic partial differential equations with Lévy noise. An evolution equation approach. Zbl 1205.60122
Peszat, S.; Zabczyk, J.
2007
Exponential moments for HJM models with jumps. Zbl 1164.60038
Yakubowski, Jacek; Zabczyk, Jerzy
2007
Wong-Zakai approximations of stochastic evolution equations. Zbl 1123.35095
Tessitore, Gianmario; Zabczyk, Jerzy
2006
Stochastic heat and wave equations driven by an impulsive noise. Zbl 1115.60320
Peszat, Szymon; Zabczyk, Jerzy
2006
Harmonic functions for generalized Mehler semigroups. Zbl 1102.47030
Priola, Enrico; Zabczyk, Jerzy
2006
On bounded solutions to convolution equations. Zbl 1107.43006
Priola, Enrico; Zabczyk, Jerzy
2006
Qualitative properties of solutions to stochastic Burgers’ systems of equations. Zbl 1093.60039
Twardowska, Krystyna; Zabczyk, Jerzy
2006
Portfolio diversification with Markovian prices. Zbl 1152.93057
Palczewski, Jan; Zabczyk, Jerzy
2005
Liouville theorems for non-local operators. Zbl 1063.31003
Priola, Enrico; Zabczyk, Jerzy
2004
Topics in stochastic processes. Zbl 1068.60006
Zabczyk, Jerzy
2004
A note on stochastic Burgers’ system of equations. Zbl 1060.35170
Twardowska, Krystyna; Zabczyk, Jerzy
2004
Null controllability with vanishing energy. Zbl 1050.93010
Priola, Enrico; Zabczyk, Jerzy
2003
Second order partial differential equations in Hilbert spaces. Zbl 1012.35001
Da Prato, Giuseppe; Zabczyk, Jerzy
2002
Markovian term structure models in discrete time. Zbl 1020.60060
Filipović, Damir; Zabczyk, Jerzy
2002
A note on stochastic wave equations. Zbl 0978.60066
Karczewska, Anna; Zabczyk, Jerzy
2001
Continuity of stochastic convolutions. Zbl 1001.60056
Brzeźniak, Zdzisław; Peszat, Szymon; Zabczyk, Jerzy
2001
Bellman’s inclusions and excessive measures. Zbl 0992.60077
Zabczyk, J.
2001
Trotter’s formula for transition semigroups. Zbl 0987.47034
Tessitore, G.; Zabczyk, J.
2001
A mini course on stochastic partial differential equations. Zbl 0982.60056
Zabczyk, Jerzy
2001
Nonlinear stochastic wave and heat equations. Zbl 0959.60044
Peszat, Szymon; Zabczyk, Jerzy
2000
Stochastic PDE’s with function-valued solutions. Zbl 0990.60065
Karczewska, Anna; Zabczyk, Jerzy
2000
Stochastic invariance and consistency of financial models. Zbl 0978.60039
Zabczyk, Jerzy
2000
Regularity of solutions to stochastic Volterra equations. Zbl 1072.60051
Zabczyk, Jerzy; Karczewska, Anna
2000
Norm discontinuity of Ornstein-Uhlenbeck semigroups. Zbl 0960.47024
van Neerven, J. M. A. M.; Zabczyk, J.
1999
Parabolic equations on Hilbert spaces. Zbl 0942.35167
Zabczyk, J.
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 0927.00037
Krylov, N. V.; Röckner, M.; Zabczyk, J.
1999
Invariant measures for stochastic heat equations. Zbl 0986.60057
Tessitore, Gianmario; Zabczyk, Jerzy
1998
Strict positivity for stochastic heat equations. Zbl 0933.60071
Tessitore, Gianmario; Zabczyk, Jerzy
1998
Stochastic evolution equations with a spatially homogeneous Wiener process. Zbl 0943.60048
Peszat, Szymon; Zabczyk, Jerzy
1997
Differentiability of the Feynman-Kac semigroup and a control application. Zbl 0910.93025
Da Prato, Giuseppe; Zabczyk, Jerzy
1997
On filtering equations in infinite dimensions. Zbl 0880.60043
Ahmed, Nasir Uddin; Fuhrman, Marco; Zabczyk, Jerzy
1997
Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces. Zbl 0895.60083
Da Prato, Giuseppe; Goldys, Beniamin; Zabczyk, Jerzy
1997
Stopping problems on Polish spaces. Zbl 0913.60039
Zabczyk, Jerzy
1997
Ergodicity for infinite dimensional systems. Zbl 0849.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
1996
Pricing options for multinomial models. Zbl 0868.90010
Tessitore, Gianmario; Zabczyk, Jerzy
1996
Pricing options by dynamic programming. Zbl 0863.90017
Zabczyk, Jerzy
1996
Strong Feller property and irreducibility for diffusions on Hilbert spaces. Zbl 0831.60083
Peszat, Szymon; Zabczyk, Jerzy
1995
Strong Feller property for stochastic semilinear equations. Zbl 0817.60081
Da Prato, Giuseppe; Elworthy, K. D.; Zabczyk, Jerzy
1995
Regular densities of invariant measures in Hilbert spaces. Zbl 0832.60069
Da Prato, Giuseppe; Zabczyk, Jerzy
1995
Convergence to equilibrium for classical and quantum spin systems. Zbl 0839.60083
Da Prato, Giuseppe; Zabczyk, Jerzy
1995
Evolution equations with white-noise boundary conditions. Zbl 0814.60055
Da Prato, Giuseppe; Zabczyk, J.
1993
The fractional calculus and stochastic evolution equations. Zbl 0787.60073
Zabczyk, J.
1993
Stochastic equations in infinite dimensions. Zbl 0761.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
1992
Mathematical control theory: an introduction. Zbl 1071.93500
Zabczyk, Jerzy
1992
A note on stochastic convolution. Zbl 0758.60049
Da Prato, Giuseppe; Zabczyk, Jerzy
1992
Non-explosion, boundedness, and ergodicity for stochastic semilinear equations. Zbl 0762.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
1992
Invariant measures for semilinear stochastic equations. Zbl 0758.60057
Da Prato, Giuseppe; Gątarek, D.; Zabczyk, Jerzy
1992
On invariant measure for semilinear equations with dissipative nonlinearities. Zbl 0779.60053
Da Prato, Giuseppe; Zabczyk, Jerzy
1992
On minimum energy problems. Zbl 0744.93098
Da Prato, Giuseppe; Pritchard, A. J.; Zabczyk, Jerzy
1991
Smoothing properties of transition semigroups in Hilbert spaces. Zbl 0726.60062
da Prato, Giuseppe; Zabczyk, Jerzy
1991
Law equivalence of Ornstein-Uhlenbeck processes. Zbl 0816.60060
Zabczyk, J.
1991
Some comments on stabilizability. Zbl 0654.93054
Zabczyk, J.
1989
Symmetric solutions of semilinear stochastic equations. Zbl 0701.60060
Zabczyk, J.
1989
On large deviations for stochastic evolution equations. Zbl 0696.60056
Zabczyk, J.
1989
On the maximum principle for deterministic impulse control problems. Zbl 0631.49010
Rempała, R.; Zabczyk, J.
1988
A note on semilinear stochastic equations. Zbl 0721.60068
Da Prato, Giuseppe; Zabczyk, Jerzy
1988
On impulse control with partial observation. Zbl 0653.93072
Mazziotto, G.; Stettner, L.; Szpirglas, J.; Zabczyk, J.
1988
Regularity of solutions of linear stochastic equations in Hilbert spaces. Zbl 0634.60053
da Prato, Guiseppe; Kwapień, S.; Zabczyk, J.
1987
Exit problem for infinite dimensional systems. Zbl 0617.60057
Zabczyk, J.
1987
Large deviations estimates for semilinear stochastic equations. Zbl 0651.60035
Smoleński, W.; Sztencel, R.; Zabczyk, J.
1987
Exit problem and control theory. Zbl 0591.60050
Zabczyk, J.
1985
Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces. Zbl 0573.93076
Zabczyk, J.
1985
Stopping problems in stochastic control. Zbl 0567.93076
Zabczyk, J.
1984
Stopping games for symmetric Markov processes. Zbl 0561.60050
Zabczyk, J.
1984
Stationary distribution for linear equations driven by general noise. Zbl 0534.60049
Zabczyk, Jerzy
1983
Stopping games and Dirichlet spaces. Zbl 0561.93052
Zabczyk, J.
1983
Controllability of stochastic systems. Zbl 0502.93062
Zabczyk, J.
1982
Stability and stabilizability of infinite dimensional systems. Zbl 0452.93029
Pritchard, A. J.; Zabczyk, J.
1981
Controllability of stochastic linear systems. Zbl 0481.93054
Zabczyk, Jerzy
1981
Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046
Stettner, L.; Zabczyk, J.
1981
Linear stochastic systems in Hilbert spaces: Structural properties and limit behaviour. Zbl 0462.60062
Zabczyk, Jerzy
1981
Erratum: On decomposition of generators. Zbl 0437.93020
Zabczyk, Jerzy
1980
An optimal selection problem associated with the Poisson process. Zbl 0426.62058
Cowan, R.; Zabczyk, J.
1979
Introduction to the theory of optimal stopping. Zbl 0427.93052
Zabczyk, J.
1979
On the stability of infinite-dimensional linear stochastic systems. Zbl 0435.93047
Zabczyk, Jerzy
1979
Stabilization of boundary control systems. Zbl 0498.93046
Zabczyk, J.
1979
On decomposition of generators. Zbl 0393.93023
Zabczyk, Jerzy
1978
An optimal selection problem associated with the Poisson process. Zbl 0396.62063
Cowan, R.; Zabczyk, J.
1978
...and 11 more Documents
all top 5

### Cited by 2,870 Authors

 73 Da Prato, Giuseppe 65 Röckner, Michael 48 Brzeźniak, Zdzisław 41 Duan, Jinqiao 40 Flandoli, Franco 37 Barbu, Viorel 34 Zabczyk, Jerzy 33 Jentzen, Arnulf 32 Debussche, Arnaud 28 Priola, Enrico 28 Zhang, Tusheng S. 27 Hairer, Martin 25 Maslowski, Bohdan 24 Cerrai, Sandra 24 Goldys, Beniamin 23 Huang, Jianhua 23 Wang, Feng-Yu 22 Albeverio, Sergio A. 22 Blömker, Dirk 22 Gao, Hongjun 22 Guo, Boling 22 Hausenblas, Erika 19 van Neerven, Jan M. A. M. 19 Yan, Zuomao 18 Liu, Kai 18 Liu, Wei 17 Balachandran, Krishnan 17 Bao, Jianhai 17 Glatt-Holtz, Nathan E. 17 Hofmanová, Martina 17 Kloeden, Peter Eris 17 Peszat, Szymon 17 Yuan, Chenggui 16 Benth, Fred Espen 16 Dong, Zhao 16 Gozzi, Fausto 16 Tachim Medjo, Theodore 16 Veraar, Mark C. 16 Zhai, Jianliang 15 Kovács, Mihály 15 Razafimandimby, Paul André 15 Russo, Francesco 15 Stuart, Andrew M. 15 Tappe, Stefan 15 Temam, Roger Meyer 15 Wang, Wei 15 Xu, Lihu 15 Zhang, Xicheng 14 Bonaccorsi, Stefano 14 Caraballo Garrido, Tomás 14 Kim, Jong Uhn 14 Kühn, Christian 14 Mohan, Manil Thankamani 14 Ondreját, Martin 14 Riedle, Markus 14 Tessitore, Gianmario 14 Wang, Xiaojie 13 Fuhrman, Marco 13 Larsson, Stig 13 Liu, Meng 13 Manna, Utpal 13 Masiero, Federica 13 Pandey, Dwijendra Narain 13 Romito, Marco 13 Wang, Bixiang 12 Bessaih, Hakima 12 Diop, Mamadou Abdoul 12 Gess, Benjamin 12 Komorowski, Tomasz 12 Lang, Annika 12 Liu, Jicheng 12 Lunardi, Alessandra 12 Marinelli, Carlo 12 Schwab, Christoph 12 Triggiani, Roberto 12 Wang, Ran 12 Xie, Bin 12 Zhao, Huaizhong 12 Zhu, RongChan 11 Balasubramaniam, Pagavathigounder 11 Breit, Dominic 11 Hong, Jialin 11 Liu, Xianming 11 Melnikova, Irina V. 11 Millet, Annie 11 Oh, Tadahiro 11 Salins, Michael 11 Scheutzow, Michael K. R. 11 Stannat, Wilhelm 11 Wang, Yongjin 10 Ahmed, Nasir Uddin 10 Bogachev, Vladimir Igorevich 10 Dalang, Robert C. 10 Deugoue, Gabriel 10 Ferrario, Benedetta 10 Govindan, T. E. 10 Lu, Kening 10 Luo, Jiaowan 10 Lv, Yan 10 Mattingly, Jonathan Christopher ...and 2,770 more Authors
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### Cited in 411 Serials

 161 Stochastic Processes and their Applications 152 Journal of Mathematical Analysis and Applications 142 Journal of Differential Equations 107 Journal of Functional Analysis 94 Stochastic Analysis and Applications 79 The Annals of Probability 74 Stochastic and Partial Differential Equations. Analysis and Computations 64 Applied Mathematics and Optimization 61 Journal of Evolution Equations 58 Probability Theory and Related Fields 57 Potential Analysis 49 Stochastics and Dynamics 48 The Annals of Applied Probability 47 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 43 Systems & Control Letters 43 Statistics & Probability Letters 42 Discrete and Continuous Dynamical Systems. Series B 40 Journal of Theoretical Probability 35 Applied Mathematics and Computation 35 SIAM Journal on Control and Optimization 35 Infinite Dimensional Analysis, Quantum Probability and Related Topics 34 Communications in Mathematical Physics 33 Journal of Statistical Physics 33 Advances in Difference Equations 32 NoDEA. Nonlinear Differential Equations and Applications 31 Abstract and Applied Analysis 29 Journal of Mathematical Physics 28 International Journal of Control 27 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 27 Discrete and Continuous Dynamical Systems 25 SIAM Journal on Mathematical Analysis 25 Electronic Journal of Probability 21 Automatica 21 Transactions of the American Mathematical Society 20 Journal of Computational and Applied Mathematics 19 Journal of Optimization Theory and Applications 19 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 19 SIAM/ASA Journal on Uncertainty Quantification 18 Acta Applicandae Mathematicae 18 Bernoulli 17 SIAM Journal on Numerical Analysis 17 MCSS. Mathematics of Control, Signals, and Systems 16 Archive for Rational Mechanics and Analysis 16 Czechoslovak Mathematical Journal 16 Journal of Dynamics and Differential Equations 16 Communications on Pure and Applied Analysis 15 Proceedings of the American Mathematical Society 15 Applied Mathematics Letters 15 Nonlinear Analysis. Real World Applications 14 Mathematics of Computation 14 Bulletin des Sciences Mathématiques 14 Finance and Stochastics 13 Computers & Mathematics with Applications 13 Physica D 13 Journal of Nonlinear Science 13 Journal of Inequalities and Applications 13 Differential Equations 13 Stochastics 13 Science China. Mathematics 12 BIT 12 Acta Mathematica Sinica. English Series 12 Comptes Rendus. Mathématique. Académie des Sciences, Paris 12 Nonlinear Analysis. Hybrid Systems 11 Nonlinearity 11 Semigroup Forum 11 Journal de Mathématiques Pures et Appliquées. Neuvième Série 11 Journal of Mathematical Sciences (New York) 11 Random Operators and Stochastic Equations 11 Journal of Mathematical Fluid Mechanics 10 Journal of the Franklin Institute 10 Stochastics 10 Journal of Scientific Computing 10 Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni 10 Mathematical Problems in Engineering 10 Frontiers of Mathematics in China 10 Mathematical Control and Related Fields 9 Applicable Analysis 9 Journal of Computational Physics 9 Journal of Mathematical Biology 9 Stochastics and Stochastics Reports 9 Theory of Probability and Mathematical Statistics 9 International Journal of Stochastic Analysis 9 Evolution Equations and Control Theory 8 Advances in Applied Probability 8 Communications on Pure and Applied Mathematics 8 ZAMP. Zeitschrift für angewandte Mathematik und Physik 8 Integral Equations and Operator Theory 8 Acta Mathematicae Applicatae Sinica. English Series 8 SIAM Journal on Scientific Computing 8 Electronic Communications in Probability 8 Mathematical Finance 8 Discrete Dynamics in Nature and Society 8 Journal of Dynamical and Control Systems 8 Boundary Value Problems 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 Mathematische Nachrichten 7 Mathematische Zeitschrift 7 Numerische Mathematik ...and 311 more Serials
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### Cited in 46 Fields

 2,491 Probability theory and stochastic processes (60-XX) 1,352 Partial differential equations (35-XX) 581 Systems theory; control (93-XX) 403 Operator theory (47-XX) 331 Ordinary differential equations (34-XX) 308 Dynamical systems and ergodic theory (37-XX) 305 Numerical analysis (65-XX) 270 Fluid mechanics (76-XX) 196 Calculus of variations and optimal control; optimization (49-XX) 138 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 113 Biology and other natural sciences (92-XX) 110 Functional analysis (46-XX) 104 Statistical mechanics, structure of matter (82-XX) 72 Statistics (62-XX) 59 Integral equations (45-XX) 55 Real functions (26-XX) 38 Quantum theory (81-XX) 38 Operations research, mathematical programming (90-XX) 37 Measure and integration (28-XX) 36 Global analysis, analysis on manifolds (58-XX) 32 Geophysics (86-XX) 29 Mechanics of deformable solids (74-XX) 26 Potential theory (31-XX) 22 Mechanics of particles and systems (70-XX) 21 Linear and multilinear algebra; matrix theory (15-XX) 20 Harmonic analysis on Euclidean spaces (42-XX) 17 Abstract harmonic analysis (43-XX) 15 Difference and functional equations (39-XX) 9 Classical thermodynamics, heat transfer (80-XX) 8 Functions of a complex variable (30-XX) 7 Approximations and expansions (41-XX) 7 Computer science (68-XX) 7 Information and communication theory, circuits (94-XX) 5 Optics, electromagnetic theory (78-XX) 4 Several complex variables and analytic spaces (32-XX) 4 Integral transforms, operational calculus (44-XX) 4 Differential geometry (53-XX) 3 Mathematical logic and foundations (03-XX) 3 Topological groups, Lie groups (22-XX) 3 Special functions (33-XX) 2 Combinatorics (05-XX) 2 Number theory (11-XX) 2 Astronomy and astrophysics (85-XX) 1 General and overarching topics; collections (00-XX) 1 Nonassociative rings and algebras (17-XX) 1 Group theory and generalizations (20-XX)

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