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Zabczyk, Jerzy

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Author ID: zabczyk.jerzy Recent zbMATH articles by "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
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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

Publications by Year

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 0761.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
1992
Ergodicity for infinite dimensional systems. Zbl 0849.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
587
1996
Stochastic partial differential equations with Lévy noise. An evolution equation approach. Zbl 1205.60122
Peszat, S.; Zabczyk, J.
290
2007
Stochastic equations in infinite dimensions. 2nd ed. Zbl 1317.60077
Da Prato, Giuseppe; Zabczyk, Jerzy
287
2014
Stochastic equations in infinite dimensions. Reprint of the 1992 hardback ed. Zbl 1140.60034
Da Prato, Giuseppe; Zabczyk, Jerzy
161
2008
Second order partial differential equations in Hilbert spaces. Zbl 1012.35001
Da Prato, Giuseppe; Zabczyk, Jerzy
138
2002
Mathematical control theory: an introduction. Zbl 1071.93500
Zabczyk, Jerzy
116
1992
Regularity of solutions of linear stochastic equations in Hilbert spaces. Zbl 0634.60053
da Prato, Guiseppe; Kwapień, S.; Zabczyk, J.
69
1987
Stability and stabilizability of infinite dimensional systems. Zbl 0452.93029
Pritchard, A. J.; Zabczyk, J.
66
1981
Strong Feller property and irreducibility for diffusions on Hilbert spaces. Zbl 0831.60083
Peszat, Szymon; Zabczyk, Jerzy
61
1995
Remarks on the control of discrete-time distributed parameter systems. Zbl 0254.93027
Zabczyk, J.
53
1974
Nonlinear stochastic wave and heat equations. Zbl 0959.60044
Peszat, Szymon; Zabczyk, Jerzy
49
2000
Structural properties of semilinear SPDEs driven by cylindrical stable processes. Zbl 1231.60061
Priola, Enrico; Zabczyk, Jerzy
45
2011
Stochastic evolution equations with a spatially homogeneous Wiener process. Zbl 0943.60048
Peszat, Szymon; Zabczyk, Jerzy
43
1997
Controllability of stochastic linear systems. Zbl 0481.93054
Zabczyk, Jerzy
37
1981
A note on \(C_0\)-semigroups. Zbl 0312.47037
Zabczyk, J.
36
1975
Evolution equations with white-noise boundary conditions. Zbl 0814.60055
Da Prato, Giuseppe; Zabczyk, J.
34
1993
A note on stochastic convolution. Zbl 0758.60049
Da Prato, Giuseppe; Zabczyk, Jerzy
31
1992
Wong-Zakai approximations of stochastic evolution equations. Zbl 1123.35095
Tessitore, Gianmario; Zabczyk, Jerzy
29
2006
Exponential ergodicity and regularity for equations with Lévy noise. Zbl 1239.60059
Priola, Enrico; Shirikyan, Armen; Xu, Lihu; Zabczyk, Jerzy
27
2012
Densities for Ornstein-Uhlenbeck processes with jumps. Zbl 1166.60034
Priola, Enrico; Zabczyk, Jerzy
26
2009
Some comments on stabilizability. Zbl 0654.93054
Zabczyk, J.
24
1989
Liouville theorems for non-local operators. Zbl 1063.31003
Priola, Enrico; Zabczyk, Jerzy
23
2004
Stochastic heat and wave equations driven by an impulsive noise. Zbl 1115.60320
Peszat, Szymon; Zabczyk, Jerzy
22
2006
Invariant measures for semilinear stochastic equations. Zbl 0758.60057
Da Prato, Giuseppe; Gątarek, D.; Zabczyk, Jerzy
22
1992
Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise. Zbl 1187.60048
Brzeźniak, Zdzisław; Zabczyk, Jerzy
21
2010
Non-explosion, boundedness, and ergodicity for stochastic semilinear equations. Zbl 0762.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
21
1992
Mathematical control theory: an introduction. Reprint of the 2nd corrected printing 1995. Zbl 1123.93003
Zabczyk, Jerzy
18
2008
Strong Feller property for stochastic semilinear equations. Zbl 0817.60081
Da Prato, Giuseppe; Elworthy, K. D.; Zabczyk, Jerzy
18
1995
Time regularity of solutions to linear equations with Lévy noise in infinite dimensions. Zbl 1262.60061
Peszat, S.; Zabczyk, J.
16
2013
Time irregularity of generalized Ornstein-Uhlenbeck processes. Zbl 1205.60119
Brzeźniak, Zdzisław; Goldys, Ben; Imkeller, Peter; Peszat, Szymon; Priola, Enrico; Zabczyk, Jerzy
16
2010
Differentiability of the Feynman-Kac semigroup and a control application. Zbl 0910.93025
Da Prato, Giuseppe; Zabczyk, Jerzy
16
1997
On the stability of infinite-dimensional linear stochastic systems. Zbl 0435.93047
Zabczyk, Jerzy
16
1979
On decomposition of generators. Zbl 0393.93023
Zabczyk, Jerzy
16
1978
Large deviations for stochastic PDE with Lévy noise. Zbl 1211.60024
Świȩch, Andrzej; Zabczyk, Jerzy
14
2011
On optimal stochastic control of discrete-time systems in Hilbert space. Zbl 0313.93067
Zabczyk, Jerzy
14
1975
Exponential mixing for some SPDEs with Lévy noise. Zbl 1239.60060
Priola, Enrico; Xu, Lihu; Zabczyk, Jerzy
12
2011
Invariant measures for stochastic heat equations. Zbl 0986.60057
Tessitore, Gianmario; Zabczyk, Jerzy
12
1998
Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046
Stettner, L.; Zabczyk, J.
12
1981
Strict positivity for stochastic heat equations. Zbl 0933.60071
Tessitore, Gianmario; Zabczyk, Jerzy
11
1998
Regular densities of invariant measures in Hilbert spaces. Zbl 0832.60069
Da Prato, Giuseppe; Zabczyk, Jerzy
11
1995
Exit problem and control theory. Zbl 0591.60050
Zabczyk, J.
11
1985
Exponential moments for HJM models with jumps. Zbl 1164.60038
Yakubowski, Jacek; Zabczyk, Jerzy
10
2007
A note on stochastic wave equations. Zbl 0978.60066
Karczewska, Anna; Zabczyk, Jerzy
10
2001
Stochastic PDE’s with function-valued solutions. Zbl 0990.60065
Karczewska, Anna; Zabczyk, Jerzy
10
2000
Null controllability with vanishing energy. Zbl 1050.93010
Priola, Enrico; Zabczyk, Jerzy
9
2003
Parabolic equations on Hilbert spaces. Zbl 0942.35167
Zabczyk, J.
9
1999
Convergence to equilibrium for classical and quantum spin systems. Zbl 0839.60083
Da Prato, Giuseppe; Zabczyk, Jerzy
9
1995
Stopping problems in stochastic control. Zbl 0567.93076
Zabczyk, J.
9
1984
Introduction to the theory of optimal stopping. Zbl 0427.93052
Zabczyk, J.
9
1979
An optimal selection problem associated with the Poisson process. Zbl 0426.62058
Cowan, R.; Zabczyk, J.
9
1979
Bellman’s inclusions and excessive measures. Zbl 0992.60077
Zabczyk, J.
8
2001
Norm discontinuity of Ornstein-Uhlenbeck semigroups. Zbl 0960.47024
van Neerven, J. M. A. M.; Zabczyk, J.
8
1999
Smoothing properties of transition semigroups in Hilbert spaces. Zbl 0726.60062
da Prato, Giuseppe; Zabczyk, Jerzy
8
1991
Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces. Zbl 0573.93076
Zabczyk, J.
8
1985
On linear evolution equations for a class of cylindrical Lévy noises. Zbl 1278.60095
Priola, Enrico; Zabczyk, Jerzy
7
2010
Markovian term structure models in discrete time. Zbl 1020.60060
Filipović, Damir; Zabczyk, Jerzy
7
2002
Continuity of stochastic convolutions. Zbl 1001.60056
Brzeźniak, Zdzisław; Peszat, Szymon; Zabczyk, Jerzy
7
2001
On filtering equations in infinite dimensions. Zbl 0880.60043
Ahmed, Nasir Uddin; Fuhrman, Marco; Zabczyk, Jerzy
7
1997
Symmetric solutions of semilinear stochastic equations. Zbl 0701.60060
Zabczyk, J.
7
1989
Heath-Jarrow-Morton-Musiela equation with Lévy perturbation. Zbl 1253.35185
Barski, Michał; Zabczyk, Jerzy
6
2012
Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces. Zbl 0895.60083
Da Prato, Giuseppe; Goldys, Beniamin; Zabczyk, Jerzy
6
1997
Pricing options for multinomial models. Zbl 0868.90010
Tessitore, Gianmario; Zabczyk, Jerzy
6
1996
On the maximum principle for deterministic impulse control problems. Zbl 0631.49010
Rempała, R.; Zabczyk, J.
6
1988
Stationary distribution for linear equations driven by general noise. Zbl 0534.60049
Zabczyk, Jerzy
6
1983
An optimal selection problem associated with the Poisson process. Zbl 0396.62063
Cowan, R.; Zabczyk, J.
6
1978
Optimal control by means of switchings. Zbl 0266.93068
Zabczyk, J.
6
1973
Sur la théorie semi-classique du potentiel pour les processus à accroissements indépendants. Zbl 0209.19202
Zabczyk, J.
6
1970
Stochastic invariance and consistency of financial models. Zbl 0978.60039
Zabczyk, Jerzy
5
2000
On minimum energy problems. Zbl 0744.93098
Da Prato, Giuseppe; Pritchard, A. J.; Zabczyk, Jerzy
5
1991
A note on semilinear stochastic equations. Zbl 0721.60068
Da Prato, Giuseppe; Zabczyk, Jerzy
5
1988
Stopping games for symmetric Markov processes. Zbl 0561.60050
Zabczyk, J.
5
1984
Stabilization of boundary control systems. Zbl 0498.93046
Zabczyk, J.
5
1979
An introduction to probability theory. Zbl 0353.60004
Zabczyk, J.
5
1976
Stochastic control of discrete-time systems. Zbl 0351.93027
Zabczyk, J.
5
1976
Time regularity for stochastic Volterra equations by the dilation theorem. Zbl 1322.60128
Peszat, S.; Zabczyk, J.
4
2014
Harmonic functions for generalized Mehler semigroups. Zbl 1102.47030
Priola, Enrico; Zabczyk, Jerzy
4
2006
Trotter’s formula for transition semigroups. Zbl 0987.47034
Tessitore, G.; Zabczyk, J.
4
2001
Regularity of solutions to stochastic Volterra equations. Zbl 1072.60051
Zabczyk, Jerzy; Karczewska, Anna
4
2000
On large deviations for stochastic evolution equations. Zbl 0696.60056
Zabczyk, J.
4
1989
On impulse control with partial observation. Zbl 0653.93072
Mazziotto, G.; Stettner, L.; Szpirglas, J.; Zabczyk, J.
4
1988
Controllability of stochastic systems. Zbl 0502.93062
Zabczyk, J.
4
1982
A semigroup approach to boundary value control. Zbl 0398.93028
Zabczyk, Jerzy
4
1978
Forward rate models with linear volatilities. Zbl 1252.91064
Barski, Michał; Zabczyk, Jerzy
3
2012
Portfolio diversification with Markovian prices. Zbl 1152.93057
Palczewski, Jan; Zabczyk, Jerzy
3
2005
Topics in stochastic processes. Zbl 1068.60006
Zabczyk, Jerzy
3
2004
Law equivalence of Ornstein-Uhlenbeck processes. Zbl 0816.60060
Zabczyk, J.
3
1991
Stopping games and Dirichlet spaces. Zbl 0561.93052
Zabczyk, J.
3
1983
Erratum: On decomposition of generators. Zbl 0437.93020
Zabczyk, Jerzy
3
1980
Integro-PDE in Hilbert spaces: existence of viscosity solutions. Zbl 1352.49025
Świȩch, Andrzej; Zabczyk, Jerzy
2
2016
Linear operator inequality and null controllability with vanishing energy for unbounded control systems. Zbl 1262.93004
Pandolfi, Luciano; Priola, Enrico; Zabczyk, Jerzy
2
2013
A note on stochastic Burgers’ system of equations. Zbl 1060.35170
Twardowska, 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 0927.00037
Krylov, N. V.; Röckner, M.; Zabczyk, J.; Da Prato, G. (ed.)
2
1999
Stopping problems on Polish spaces. Zbl 0913.60039
Zabczyk, Jerzy
2
1997
Exit problem for infinite dimensional systems. Zbl 0617.60057
Zabczyk, J.
2
1987
Linear stochastic systems in Hilbert spaces: Structural properties and limit behaviour. Zbl 0462.60062
Zabczyk, Jerzy
2
1981
Uniqueness for integro-PDE in Hilbert spaces. Zbl 1257.49026
Święch, Andrzej; Zabczyk, Jerzy
1
2013
CDO term structure modelling with Lévy processes and the relation to market models. Zbl 1236.91139
Schmidt, Thorsten; Zabczyk, Jerzy
1
2012
On incompleteness of bond markets with infinite number of random factors. Zbl 1229.91369
Barski, Michał; Jakubowski, Jacek; Zabczyk, Jerzy
1
2011
Completeness of bond market driven by Lévy process. Zbl 1233.91101
Barski, Michał; Zabczyk, Jerzy
1
2010
Integro-PDE in Hilbert spaces: existence of viscosity solutions. Zbl 1352.49025
Świȩch, Andrzej; Zabczyk, Jerzy
2
2016
Stochastic equations in infinite dimensions. 2nd ed. Zbl 1317.60077
Da Prato, Giuseppe; Zabczyk, Jerzy
287
2014
Time regularity for stochastic Volterra equations by the dilation theorem. Zbl 1322.60128
Peszat, S.; Zabczyk, J.
4
2014
Time regularity of solutions to linear equations with Lévy noise in infinite dimensions. Zbl 1262.60061
Peszat, S.; Zabczyk, J.
16
2013
Linear operator inequality and null controllability with vanishing energy for unbounded control systems. Zbl 1262.93004
Pandolfi, Luciano; Priola, Enrico; Zabczyk, Jerzy
2
2013
Uniqueness for integro-PDE in Hilbert spaces. Zbl 1257.49026
Święch, Andrzej; Zabczyk, Jerzy
1
2013
Exponential ergodicity and regularity for equations with Lévy noise. Zbl 1239.60059
Priola, Enrico; Shirikyan, Armen; Xu, Lihu; Zabczyk, Jerzy
27
2012
Heath-Jarrow-Morton-Musiela equation with Lévy perturbation. Zbl 1253.35185
Barski, Michał; Zabczyk, Jerzy
6
2012
Forward rate models with linear volatilities. Zbl 1252.91064
Barski, Michał; Zabczyk, Jerzy
3
2012
CDO term structure modelling with Lévy processes and the relation to market models. Zbl 1236.91139
Schmidt, Thorsten; Zabczyk, Jerzy
1
2012
Structural properties of semilinear SPDEs driven by cylindrical stable processes. Zbl 1231.60061
Priola, Enrico; Zabczyk, Jerzy
45
2011
Large deviations for stochastic PDE with Lévy noise. Zbl 1211.60024
Świȩch, Andrzej; Zabczyk, Jerzy
14
2011
Exponential mixing for some SPDEs with Lévy noise. Zbl 1239.60060
Priola, Enrico; Xu, Lihu; Zabczyk, Jerzy
12
2011
On incompleteness of bond markets with infinite number of random factors. Zbl 1229.91369
Barski, Michał; Jakubowski, Jacek; Zabczyk, Jerzy
1
2011
Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise. Zbl 1187.60048
Brzeźniak, Zdzisław; Zabczyk, Jerzy
21
2010
Time irregularity of generalized Ornstein-Uhlenbeck processes. Zbl 1205.60119
Brzeźniak, 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 1278.60095
Priola, Enrico; Zabczyk, Jerzy
7
2010
Completeness of bond market driven by Lévy process. Zbl 1233.91101
Barski, Michał; Zabczyk, Jerzy
1
2010
Densities for Ornstein-Uhlenbeck processes with jumps. Zbl 1166.60034
Priola, Enrico; Zabczyk, Jerzy
26
2009
Stochastic equations in infinite dimensions. Reprint of the 1992 hardback ed. Zbl 1140.60034
Da Prato, Giuseppe; Zabczyk, Jerzy
161
2008
Mathematical control theory: an introduction. Reprint of the 2nd corrected printing 1995. Zbl 1123.93003
Zabczyk, Jerzy
18
2008
Stochastic partial differential equations with Lévy noise. An evolution equation approach. Zbl 1205.60122
Peszat, S.; Zabczyk, J.
290
2007
Exponential moments for HJM models with jumps. Zbl 1164.60038
Yakubowski, Jacek; Zabczyk, Jerzy
10
2007
Wong-Zakai approximations of stochastic evolution equations. Zbl 1123.35095
Tessitore, Gianmario; Zabczyk, Jerzy
29
2006
Stochastic heat and wave equations driven by an impulsive noise. Zbl 1115.60320
Peszat, Szymon; Zabczyk, Jerzy
22
2006
Harmonic functions for generalized Mehler semigroups. Zbl 1102.47030
Priola, Enrico; Zabczyk, Jerzy
4
2006
On bounded solutions to convolution equations. Zbl 1107.43006
Priola, Enrico; Zabczyk, Jerzy
1
2006
Qualitative properties of solutions to stochastic Burgers’ systems of equations. Zbl 1093.60039
Twardowska, Krystyna; Zabczyk, Jerzy
1
2006
Portfolio diversification with Markovian prices. Zbl 1152.93057
Palczewski, Jan; Zabczyk, Jerzy
3
2005
Liouville theorems for non-local operators. Zbl 1063.31003
Priola, Enrico; Zabczyk, Jerzy
23
2004
Topics in stochastic processes. Zbl 1068.60006
Zabczyk, Jerzy
3
2004
A note on stochastic Burgers’ system of equations. Zbl 1060.35170
Twardowska, Krystyna; Zabczyk, Jerzy
2
2004
Null controllability with vanishing energy. Zbl 1050.93010
Priola, Enrico; Zabczyk, Jerzy
9
2003
Second order partial differential equations in Hilbert spaces. Zbl 1012.35001
Da Prato, Giuseppe; Zabczyk, Jerzy
138
2002
Markovian term structure models in discrete time. Zbl 1020.60060
Filipović, Damir; Zabczyk, Jerzy
7
2002
A note on stochastic wave equations. Zbl 0978.60066
Karczewska, Anna; Zabczyk, Jerzy
10
2001
Bellman’s inclusions and excessive measures. Zbl 0992.60077
Zabczyk, J.
8
2001
Continuity of stochastic convolutions. Zbl 1001.60056
Brzeźniak, Zdzisław; Peszat, Szymon; Zabczyk, Jerzy
7
2001
Trotter’s formula for transition semigroups. Zbl 0987.47034
Tessitore, G.; Zabczyk, J.
4
2001
A mini course on stochastic partial differential equations. Zbl 0982.60056
Zabczyk, Jerzy
1
2001
Nonlinear stochastic wave and heat equations. Zbl 0959.60044
Peszat, Szymon; Zabczyk, Jerzy
49
2000
Stochastic PDE’s with function-valued solutions. Zbl 0990.60065
Karczewska, Anna; Zabczyk, Jerzy
10
2000
Stochastic invariance and consistency of financial models. Zbl 0978.60039
Zabczyk, Jerzy
5
2000
Regularity of solutions to stochastic Volterra equations. Zbl 1072.60051
Zabczyk, Jerzy; Karczewska, Anna
4
2000
Parabolic equations on Hilbert spaces. Zbl 0942.35167
Zabczyk, J.
9
1999
Norm discontinuity of Ornstein-Uhlenbeck semigroups. Zbl 0960.47024
van 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 0927.00037
Krylov, N. V.; Röckner, M.; Zabczyk, J.; Da Prato, G. (ed.)
2
1999
Invariant measures for stochastic heat equations. Zbl 0986.60057
Tessitore, Gianmario; Zabczyk, Jerzy
12
1998
Strict positivity for stochastic heat equations. Zbl 0933.60071
Tessitore, Gianmario; Zabczyk, Jerzy
11
1998
Stochastic evolution equations with a spatially homogeneous Wiener process. Zbl 0943.60048
Peszat, Szymon; Zabczyk, Jerzy
43
1997
Differentiability of the Feynman-Kac semigroup and a control application. Zbl 0910.93025
Da Prato, Giuseppe; Zabczyk, Jerzy
16
1997
On filtering equations in infinite dimensions. Zbl 0880.60043
Ahmed, Nasir Uddin; Fuhrman, Marco; Zabczyk, Jerzy
7
1997
Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces. Zbl 0895.60083
Da Prato, Giuseppe; Goldys, Beniamin; Zabczyk, Jerzy
6
1997
Stopping problems on Polish spaces. Zbl 0913.60039
Zabczyk, Jerzy
2
1997
Ergodicity for infinite dimensional systems. Zbl 0849.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
587
1996
Pricing options for multinomial models. Zbl 0868.90010
Tessitore, Gianmario; Zabczyk, Jerzy
6
1996
Pricing options by dynamic programming. Zbl 0863.90017
Zabczyk, Jerzy
1
1996
Strong Feller property and irreducibility for diffusions on Hilbert spaces. Zbl 0831.60083
Peszat, Szymon; Zabczyk, Jerzy
61
1995
Strong Feller property for stochastic semilinear equations. Zbl 0817.60081
Da Prato, Giuseppe; Elworthy, K. D.; Zabczyk, Jerzy
18
1995
Regular densities of invariant measures in Hilbert spaces. Zbl 0832.60069
Da Prato, Giuseppe; Zabczyk, Jerzy
11
1995
Convergence to equilibrium for classical and quantum spin systems. Zbl 0839.60083
Da Prato, Giuseppe; Zabczyk, Jerzy
9
1995
Evolution equations with white-noise boundary conditions. Zbl 0814.60055
Da Prato, Giuseppe; Zabczyk, J.
34
1993
The fractional calculus and stochastic evolution equations. Zbl 0787.60073
Zabczyk, J.
1
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
116
1992
A note on stochastic convolution. Zbl 0758.60049
Da Prato, Giuseppe; Zabczyk, Jerzy
31
1992
Invariant measures for semilinear stochastic equations. Zbl 0758.60057
Da Prato, Giuseppe; Gątarek, D.; Zabczyk, Jerzy
22
1992
Non-explosion, boundedness, and ergodicity for stochastic semilinear equations. Zbl 0762.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
21
1992
On invariant measure for semilinear equations with dissipative nonlinearities. Zbl 0779.60053
Da Prato, Giuseppe; Zabczyk, Jerzy
1
1992
Smoothing properties of transition semigroups in Hilbert spaces. Zbl 0726.60062
da Prato, Giuseppe; Zabczyk, Jerzy
8
1991
On minimum energy problems. Zbl 0744.93098
Da Prato, Giuseppe; Pritchard, A. J.; Zabczyk, Jerzy
5
1991
Law equivalence of Ornstein-Uhlenbeck processes. Zbl 0816.60060
Zabczyk, J.
3
1991
Some comments on stabilizability. Zbl 0654.93054
Zabczyk, J.
24
1989
Symmetric solutions of semilinear stochastic equations. Zbl 0701.60060
Zabczyk, J.
7
1989
On large deviations for stochastic evolution equations. Zbl 0696.60056
Zabczyk, J.
4
1989
On the maximum principle for deterministic impulse control problems. Zbl 0631.49010
Rempała, R.; Zabczyk, J.
6
1988
A note on semilinear stochastic equations. Zbl 0721.60068
Da Prato, Giuseppe; Zabczyk, Jerzy
5
1988
On impulse control with partial observation. Zbl 0653.93072
Mazziotto, G.; Stettner, L.; Szpirglas, J.; Zabczyk, J.
4
1988
Regularity of solutions of linear stochastic equations in Hilbert spaces. Zbl 0634.60053
da Prato, Guiseppe; Kwapień, S.; Zabczyk, J.
69
1987
Exit problem for infinite dimensional systems. Zbl 0617.60057
Zabczyk, J.
2
1987
Large deviations estimates for semilinear stochastic equations. Zbl 0651.60035
Smoleński, W.; Sztencel, R.; Zabczyk, J.
1
1987
Exit problem and control theory. Zbl 0591.60050
Zabczyk, J.
11
1985
Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces. Zbl 0573.93076
Zabczyk, J.
8
1985
Stopping problems in stochastic control. Zbl 0567.93076
Zabczyk, J.
9
1984
Stopping games for symmetric Markov processes. Zbl 0561.60050
Zabczyk, J.
5
1984
Stationary distribution for linear equations driven by general noise. Zbl 0534.60049
Zabczyk, Jerzy
6
1983
Stopping games and Dirichlet spaces. Zbl 0561.93052
Zabczyk, J.
3
1983
Controllability of stochastic systems. Zbl 0502.93062
Zabczyk, J.
4
1982
Stability and stabilizability of infinite dimensional systems. Zbl 0452.93029
Pritchard, A. J.; Zabczyk, J.
66
1981
Controllability of stochastic linear systems. Zbl 0481.93054
Zabczyk, Jerzy
37
1981
Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046
Stettner, L.; Zabczyk, J.
12
1981
Linear stochastic systems in Hilbert spaces: Structural properties and limit behaviour. Zbl 0462.60062
Zabczyk, Jerzy
2
1981
Erratum: On decomposition of generators. Zbl 0437.93020
Zabczyk, Jerzy
3
1980
On the stability of infinite-dimensional linear stochastic systems. Zbl 0435.93047
Zabczyk, Jerzy
16
1979
Introduction to the theory of optimal stopping. Zbl 0427.93052
Zabczyk, J.
9
1979
An optimal selection problem associated with the Poisson process. Zbl 0426.62058
Cowan, R.; Zabczyk, J.
9
1979
Stabilization of boundary control systems. Zbl 0498.93046
Zabczyk, J.
5
1979
On decomposition of generators. Zbl 0393.93023
Zabczyk, Jerzy
16
1978
An optimal selection problem associated with the Poisson process. Zbl 0396.62063
Cowan, R.; Zabczyk, J.
6
1978
A semigroup approach to boundary value control. Zbl 0398.93028
Zabczyk, Jerzy
4
1978
...and 10 more Documents
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)

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