Edit Profile (opens in new tab) Zabczyk, Jerzy Compute Distance To: Compute 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 all top 5 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) Publications by Year all cited Publications top 5 cited Publications 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 0761.60052Da Prato, Giuseppe; Zabczyk, Jerzy 1,355 1992 Ergodicity for infinite dimensional systems. Zbl 0849.60052Da Prato, Giuseppe; Zabczyk, Jerzy 629 1996 Stochastic equations in infinite dimensions. 2nd ed. Zbl 1317.60077Da Prato, Giuseppe; Zabczyk, Jerzy 400 2014 Stochastic partial differential equations with Lévy noise. An evolution equation approach. Zbl 1205.60122Peszat, S.; Zabczyk, J. 321 2007 Stochastic equations in infinite dimensions. Reprint of the 1992 hardback ed. Zbl 1140.60034Da Prato, Giuseppe; Zabczyk, Jerzy 187 2008 Second order partial differential equations in Hilbert spaces. Zbl 1012.35001Da Prato, Giuseppe; Zabczyk, Jerzy 144 2002 Mathematical control theory: an introduction. Zbl 1071.93500Zabczyk, Jerzy 114 1992 Regularity of solutions of linear stochastic equations in Hilbert spaces. Zbl 0634.60053da Prato, Guiseppe; Kwapień, S.; Zabczyk, J. 72 1987 Stability and stabilizability of infinite dimensional systems. Zbl 0452.93029Pritchard, A. J.; Zabczyk, J. 67 1981 Strong Feller property and irreducibility for diffusions on Hilbert spaces. Zbl 0831.60083Peszat, Szymon; Zabczyk, Jerzy 64 1995 Remarks on the control of discrete-time distributed parameter systems. Zbl 0254.93027Zabczyk, J. 55 1974 Structural properties of semilinear SPDEs driven by cylindrical stable processes. Zbl 1231.60061Priola, Enrico; Zabczyk, Jerzy 55 2011 Nonlinear stochastic wave and heat equations. Zbl 0959.60044Peszat, Szymon; Zabczyk, Jerzy 53 2000 Stochastic evolution equations with a spatially homogeneous Wiener process. Zbl 0943.60048Peszat, Szymon; Zabczyk, Jerzy 49 1997 Evolution equations with white-noise boundary conditions. Zbl 0814.60055Da Prato, Giuseppe; Zabczyk, J. 39 1993 Controllability of stochastic linear systems. Zbl 0481.93054Zabczyk, Jerzy 38 1981 Wong-Zakai approximations of stochastic evolution equations. Zbl 1123.35095Tessitore, Gianmario; Zabczyk, Jerzy 36 2006 A note on \(C_0\)-semigroups. Zbl 0312.47037Zabczyk, J. 36 1975 A note on stochastic convolution. Zbl 0758.60049Da Prato, Giuseppe; Zabczyk, Jerzy 32 1992 Exponential ergodicity and regularity for equations with Lévy noise. Zbl 1239.60059Priola, Enrico; Shirikyan, Armen; Xu, Lihu; Zabczyk, Jerzy 32 2012 Densities for Ornstein-Uhlenbeck processes with jumps. Zbl 1166.60034Priola, Enrico; Zabczyk, Jerzy 28 2009 Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise. Zbl 1187.60048Brzeźniak, Zdzisław; Zabczyk, Jerzy 26 2010 Liouville theorems for non-local operators. Zbl 1063.31003Priola, Enrico; Zabczyk, Jerzy 26 2004 Some comments on stabilizability. Zbl 0654.93054Zabczyk, J. 25 1989 Non-explosion, boundedness, and ergodicity for stochastic semilinear equations. Zbl 0762.60052Da Prato, Giuseppe; Zabczyk, Jerzy 24 1992 Invariant measures for semilinear stochastic equations. Zbl 0758.60057Da Prato, Giuseppe; Gątarek, D.; Zabczyk, Jerzy 22 1992 Mathematical control theory: an introduction. Reprint of the 2nd corrected printing 1995. Zbl 1123.93003Zabczyk, Jerzy 22 2008 Stochastic heat and wave equations driven by an impulsive noise. Zbl 1115.60320Peszat, Szymon; Zabczyk, Jerzy 21 2006 Time regularity of solutions to linear equations with Lévy noise in infinite dimensions. Zbl 1262.60061Peszat, S.; Zabczyk, J. 19 2013 Differentiability of the Feynman-Kac semigroup and a control application. Zbl 0910.93025Da Prato, Giuseppe; Zabczyk, Jerzy 18 1997 Time irregularity of generalized Ornstein-Uhlenbeck processes. (Irrégularité en temps des processus Ornstein-Uhlenbeck généralisés.) Zbl 1205.60119Brzeźniak, Zdzisław; Goldys, Ben; Imkeller, Peter; Peszat, Szymon; Priola, Enrico; Zabczyk, Jerzy 18 2010 Strong Feller property for stochastic semilinear equations. Zbl 0817.60081Da Prato, Giuseppe; Elworthy, K. D.; Zabczyk, Jerzy 18 1995 Large deviations for stochastic PDE with Lévy noise. Zbl 1211.60024Świȩch, Andrzej; Zabczyk, Jerzy 16 2011 On decomposition of generators. Zbl 0393.93023Zabczyk, Jerzy 16 1978 Exponential mixing for some SPDEs with Lévy noise. Zbl 1239.60060Priola, Enrico; Xu, Lihu; Zabczyk, Jerzy 14 2011 Invariant measures for stochastic heat equations. Zbl 0986.60057Tessitore, Gianmario; Zabczyk, Jerzy 14 1998 On optimal stochastic control of discrete-time systems in Hilbert space. Zbl 0313.93067Zabczyk, Jerzy 14 1975 Strict positivity for stochastic heat equations. Zbl 0933.60071Tessitore, Gianmario; Zabczyk, Jerzy 13 1998 Stochastic PDE’s with function-valued solutions. Zbl 0990.60065Karczewska, Anna; Zabczyk, Jerzy 12 2000 Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046Stettner, L.; Zabczyk, J. 12 1981 A note on stochastic wave equations. Zbl 0978.60066Karczewska, Anna; Zabczyk, Jerzy 11 2001 Null controllability with vanishing energy. Zbl 1050.93010Priola, Enrico; Zabczyk, Jerzy 11 2003 Regular densities of invariant measures in Hilbert spaces. Zbl 0832.60069Da Prato, Giuseppe; Zabczyk, Jerzy 11 1995 Exponential moments for HJM models with jumps. Zbl 1164.60038Yakubowski, Jacek; Zabczyk, Jerzy 11 2007 An optimal selection problem associated with the Poisson process. Zbl 0426.62058Cowan, R.; Zabczyk, J. 10 1979 Exit problem and control theory. Zbl 0591.60050Zabczyk, J. 10 1985 Norm discontinuity of Ornstein-Uhlenbeck semigroups. Zbl 0960.47024van Neerven, J. M. A. M.; Zabczyk, J. 9 1999 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 Introduction to the theory of optimal stopping. Zbl 0427.93052Zabczyk, J. 9 1979 On the stability of infinite-dimensional linear stochastic systems. Zbl 0435.93047Zabczyk, Jerzy 9 1979 On linear evolution equations for a class of cylindrical Lévy noises. Zbl 1278.60095Priola, Enrico; Zabczyk, Jerzy 9 2010 Continuity of stochastic convolutions. Zbl 1001.60056Brzeźniak, Zdzisław; Peszat, Szymon; Zabczyk, Jerzy 8 2001 Bellman’s inclusions and excessive measures. Zbl 0992.60077Zabczyk, J. 8 2001 Stopping problems in stochastic control. Zbl 0567.93076Zabczyk, J. 8 1984 On minimum energy problems. Zbl 0744.93098Da Prato, Giuseppe; Pritchard, A. J.; Zabczyk, Jerzy 7 1991 Markovian term structure models in discrete time. Zbl 1020.60060Filipović, Damir; Zabczyk, Jerzy 7 2002 Symmetric solutions of semilinear stochastic equations. Zbl 0701.60060Zabczyk, J. 7 1989 Smoothing properties of transition semigroups in Hilbert spaces. Zbl 0726.60062da Prato, Giuseppe; Zabczyk, Jerzy 7 1991 On filtering equations in infinite dimensions. Zbl 0880.60043Ahmed, Nasir Uddin; Fuhrman, Marco; Zabczyk, Jerzy 7 1997 Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces. Zbl 0573.93076Zabczyk, J. 7 1985 Sur la théorie semi-classique du potentiel pour les processus à accroissements indépendants. Zbl 0209.19202Zabczyk, J. 6 1970 Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces. Zbl 0895.60083Da Prato, Giuseppe; Goldys, Beniamin; Zabczyk, Jerzy 6 1997 An optimal selection problem associated with the Poisson process. Zbl 0396.62063Cowan, R.; Zabczyk, J. 6 1978 Stationary distribution for linear equations driven by general noise. Zbl 0534.60049Zabczyk, Jerzy 6 1983 Stopping games for symmetric Markov processes. Zbl 0561.60050Zabczyk, J. 6 1984 On the maximum principle for deterministic impulse control problems. Zbl 0631.49010Rempała, R.; Zabczyk, J. 6 1988 Heath-Jarrow-Morton-Musiela equation with Lévy perturbation. Zbl 1253.35185Barski, Michał; Zabczyk, Jerzy 5 2012 Stochastic invariance and consistency of financial models. Zbl 0978.60039Zabczyk, Jerzy 5 2000 Stabilization of boundary control systems. Zbl 0498.93046Zabczyk, J. 5 1979 A note on semilinear stochastic equations. Zbl 0721.60068Da Prato, Giuseppe; Zabczyk, Jerzy 5 1988 Pricing options for multinomial models. Zbl 0868.90010Tessitore, Gianmario; Zabczyk, Jerzy 5 1996 Optimal control by means of switchings. Zbl 0266.93068Zabczyk, J. 5 1973 Regularity of solutions to stochastic Volterra equations. Zbl 1072.60051Zabczyk, Jerzy; Karczewska, Anna 4 2000 Trotter’s formula for transition semigroups. Zbl 0987.47034Tessitore, G.; Zabczyk, J. 4 2001 Time regularity for stochastic Volterra equations by the dilation theorem. Zbl 1322.60128Peszat, S.; Zabczyk, J. 4 2014 Integro-PDE in Hilbert spaces: existence of viscosity solutions. Zbl 1352.49025Świȩch, Andrzej; Zabczyk, Jerzy 4 2016 Linear operator inequality and null controllability with vanishing energy for unbounded control systems. Zbl 1262.93004Pandolfi, Luciano; Priola, Enrico; Zabczyk, Jerzy 4 2013 On large deviations for stochastic evolution equations. Zbl 0696.60056Zabczyk, J. 4 1989 Harmonic functions for generalized Mehler semigroups. Zbl 1102.47030Priola, Enrico; Zabczyk, Jerzy 4 2006 On impulse control with partial observation. Zbl 0653.93072Mazziotto, G.; Stettner, L.; Szpirglas, J.; Zabczyk, J. 4 1988 Stochastic control of discrete-time systems. Zbl 0351.93027Zabczyk, J. 4 1976 Stopping problems on Polish spaces. Zbl 0913.60039Zabczyk, Jerzy 3 1997 Forward rate models with linear volatilities. Zbl 1252.91064Barski, Michał; Zabczyk, Jerzy 3 2012 Topics in stochastic processes. Zbl 1068.60006Zabczyk, Jerzy 3 2004 A semigroup approach to boundary value control. Zbl 0398.93028Zabczyk, Jerzy 3 1978 Controllability of stochastic systems. Zbl 0502.93062Zabczyk, J. 3 1982 Law equivalence of Ornstein-Uhlenbeck processes. Zbl 0816.60060Zabczyk, J. 3 1991 Erratum: On decomposition of generators. Zbl 0437.93020Zabczyk, Jerzy 3 1980 Uniqueness for integro-PDE in Hilbert spaces. Zbl 1257.49026Święch, Andrzej; Zabczyk, Jerzy 3 2013 An introduction to probability theory. Zbl 0353.60004Zabczyk, J. 3 1976 Portfolio diversification with Markovian prices. Zbl 1152.93057Palczewski, Jan; Zabczyk, Jerzy 3 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 0927.00037Krylov, N. V.; Röckner, M.; Zabczyk, J. 2 1999 A note on stochastic Burgers’ system of equations. Zbl 1060.35170Twardowska, Krystyna; Zabczyk, Jerzy 2 2004 Linear stochastic systems in Hilbert spaces: Structural properties and limit behaviour. Zbl 0462.60062Zabczyk, Jerzy 2 1981 Stopping games and Dirichlet spaces. Zbl 0561.93052Zabczyk, J. 2 1983 Exit problem for infinite dimensional systems. Zbl 0617.60057Zabczyk, J. 2 1987 A mini course on stochastic partial differential equations. Zbl 0982.60056Zabczyk, Jerzy 1 2001 On bounded solutions to convolution equations. Zbl 1107.43006Priola, Enrico; Zabczyk, Jerzy 1 2006 On invariant measure for semilinear equations with dissipative nonlinearities. Zbl 0779.60053Da Prato, Giuseppe; Zabczyk, Jerzy 1 1992 On CIR equations with general factors. Zbl 1443.91283Barski, Michał; Zabczyk, Jerzy 1 2020 Integro-PDE in Hilbert spaces: existence of viscosity solutions. Zbl 1352.49025Świȩch, Andrzej; Zabczyk, Jerzy 4 2016 Stochastic equations in infinite dimensions. 2nd ed. Zbl 1317.60077Da Prato, Giuseppe; Zabczyk, Jerzy 400 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. 19 2013 Linear operator inequality and null controllability with vanishing energy for unbounded control systems. Zbl 1262.93004Pandolfi, Luciano; Priola, Enrico; Zabczyk, Jerzy 4 2013 Uniqueness for integro-PDE in Hilbert spaces. Zbl 1257.49026Święch, Andrzej; Zabczyk, Jerzy 3 2013 Exponential ergodicity and regularity for equations with Lévy noise. Zbl 1239.60059Priola, Enrico; Shirikyan, Armen; Xu, Lihu; Zabczyk, Jerzy 32 2012 Heath-Jarrow-Morton-Musiela equation with Lévy perturbation. Zbl 1253.35185Barski, Michał; Zabczyk, Jerzy 5 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 55 2011 Large deviations for stochastic PDE with Lévy noise. Zbl 1211.60024Świȩch, Andrzej; Zabczyk, Jerzy 16 2011 Exponential mixing for some SPDEs with Lévy noise. Zbl 1239.60060Priola, Enrico; Xu, Lihu; Zabczyk, Jerzy 14 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 26 2010 Time irregularity of generalized Ornstein-Uhlenbeck processes. (Irrégularité en temps des processus Ornstein-Uhlenbeck généralisés.) Zbl 1205.60119Brzeźniak, Zdzisław; Goldys, Ben; Imkeller, Peter; Peszat, Szymon; Priola, Enrico; Zabczyk, Jerzy 18 2010 On linear evolution equations for a class of cylindrical Lévy noises. Zbl 1278.60095Priola, Enrico; Zabczyk, Jerzy 9 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 28 2009 Stochastic equations in infinite dimensions. Reprint of the 1992 hardback ed. Zbl 1140.60034Da Prato, Giuseppe; Zabczyk, Jerzy 187 2008 Mathematical control theory: an introduction. Reprint of the 2nd corrected printing 1995. Zbl 1123.93003Zabczyk, Jerzy 22 2008 Stochastic partial differential equations with Lévy noise. An evolution equation approach. Zbl 1205.60122Peszat, S.; Zabczyk, J. 321 2007 Exponential moments for HJM models with jumps. Zbl 1164.60038Yakubowski, Jacek; Zabczyk, Jerzy 11 2007 Wong-Zakai approximations of stochastic evolution equations. Zbl 1123.35095Tessitore, Gianmario; Zabczyk, Jerzy 36 2006 Stochastic heat and wave equations driven by an impulsive noise. Zbl 1115.60320Peszat, Szymon; Zabczyk, Jerzy 21 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 26 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 11 2003 Second order partial differential equations in Hilbert spaces. Zbl 1012.35001Da Prato, Giuseppe; Zabczyk, Jerzy 144 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 11 2001 Continuity of stochastic convolutions. Zbl 1001.60056Brzeźniak, Zdzisław; Peszat, Szymon; Zabczyk, Jerzy 8 2001 Bellman’s inclusions and excessive measures. Zbl 0992.60077Zabczyk, J. 8 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 53 2000 Stochastic PDE’s with function-valued solutions. Zbl 0990.60065Karczewska, Anna; Zabczyk, Jerzy 12 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 Norm discontinuity of Ornstein-Uhlenbeck semigroups. Zbl 0960.47024van Neerven, J. M. A. M.; Zabczyk, J. 9 1999 Parabolic equations on Hilbert spaces. Zbl 0942.35167Zabczyk, J. 9 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. 2 1999 Invariant measures for stochastic heat equations. Zbl 0986.60057Tessitore, Gianmario; Zabczyk, Jerzy 14 1998 Strict positivity for stochastic heat equations. Zbl 0933.60071Tessitore, Gianmario; Zabczyk, Jerzy 13 1998 Stochastic evolution equations with a spatially homogeneous Wiener process. Zbl 0943.60048Peszat, Szymon; Zabczyk, Jerzy 49 1997 Differentiability of the Feynman-Kac semigroup and a control application. Zbl 0910.93025Da Prato, Giuseppe; Zabczyk, Jerzy 18 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 3 1997 Ergodicity for infinite dimensional systems. Zbl 0849.60052Da Prato, Giuseppe; Zabczyk, Jerzy 629 1996 Pricing options for multinomial models. Zbl 0868.90010Tessitore, Gianmario; Zabczyk, Jerzy 5 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 64 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. 39 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 1,355 1992 Mathematical control theory: an introduction. Zbl 1071.93500Zabczyk, Jerzy 114 1992 A note on stochastic convolution. Zbl 0758.60049Da Prato, Giuseppe; Zabczyk, Jerzy 32 1992 Non-explosion, boundedness, and ergodicity for stochastic semilinear equations. Zbl 0762.60052Da Prato, Giuseppe; Zabczyk, Jerzy 24 1992 Invariant measures for semilinear stochastic equations. Zbl 0758.60057Da Prato, Giuseppe; Gątarek, D.; Zabczyk, Jerzy 22 1992 On invariant measure for semilinear equations with dissipative nonlinearities. Zbl 0779.60053Da Prato, Giuseppe; Zabczyk, Jerzy 1 1992 On minimum energy problems. Zbl 0744.93098Da Prato, Giuseppe; Pritchard, A. J.; Zabczyk, Jerzy 7 1991 Smoothing properties of transition semigroups in Hilbert spaces. Zbl 0726.60062da Prato, Giuseppe; Zabczyk, Jerzy 7 1991 Law equivalence of Ornstein-Uhlenbeck processes. Zbl 0816.60060Zabczyk, J. 3 1991 Some comments on stabilizability. Zbl 0654.93054Zabczyk, J. 25 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. 72 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. 10 1985 Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces. Zbl 0573.93076Zabczyk, J. 7 1985 Stopping problems in stochastic control. Zbl 0567.93076Zabczyk, J. 8 1984 Stopping games for symmetric Markov processes. Zbl 0561.60050Zabczyk, J. 6 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. 2 1983 Controllability of stochastic systems. Zbl 0502.93062Zabczyk, J. 3 1982 Stability and stabilizability of infinite dimensional systems. Zbl 0452.93029Pritchard, A. J.; Zabczyk, J. 67 1981 Controllability of stochastic linear systems. Zbl 0481.93054Zabczyk, Jerzy 38 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 An optimal selection problem associated with the Poisson process. Zbl 0426.62058Cowan, R.; Zabczyk, J. 10 1979 Introduction to the theory of optimal stopping. Zbl 0427.93052Zabczyk, J. 9 1979 On the stability of infinite-dimensional linear stochastic systems. Zbl 0435.93047Zabczyk, Jerzy 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 ...and 11 more Documents all cited Publications top 5 cited Publications 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 all top 5 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. 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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. 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