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Author ID: zabczyk.jerzy Recent zbMATH articles by "Zabczyk, Jerzy"
Published as: Zabczyk, Jerzy; Zabczyk, J.
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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 Stochastics Monographs
1 SIAM Journal on Financial Mathematics
1 Modern Birkhäuser Classics

Publications by Year

Citations contained in zbMATH Open

115 Publications have been cited 5,905 times in 4,356 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
829
1996
Stochastic equations in infinite dimensions. 2nd ed. Zbl 1317.60077
Da Prato, Giuseppe; Zabczyk, Jerzy
751
2014
Stochastic partial differential equations with Lévy noise. An evolution equation approach. Zbl 1205.60122
Peszat, S.; Zabczyk, J.
404
2007
Stochastic equations in infinite dimensions. Reprint of the 1992 hardback ed. Zbl 1140.60034
Da Prato, Giuseppe; Zabczyk, Jerzy
208
2008
Second order partial differential equations in Hilbert spaces. Zbl 1012.35001
Da Prato, Giuseppe; Zabczyk, Jerzy
193
2002
Mathematical control theory: an introduction. Zbl 1071.93500
Zabczyk, Jerzy
144
1992
Regularity of solutions of linear stochastic equations in Hilbert spaces. Zbl 0634.60053
da Prato, Guiseppe; Kwapień, S.; Zabczyk, J.
81
1987
Stability and stabilizability of infinite dimensional systems. Zbl 0452.93029
Pritchard, A. J.; Zabczyk, J.
78
1981
Strong Feller property and irreducibility for diffusions on Hilbert spaces. Zbl 0831.60083
Peszat, Szymon; Zabczyk, Jerzy
74
1995
Structural properties of semilinear SPDEs driven by cylindrical stable processes. Zbl 1231.60061
Priola, Enrico; Zabczyk, Jerzy
69
2011
Remarks on the control of discrete-time distributed parameter systems. Zbl 0254.93027
Zabczyk, J.
62
1974
Nonlinear stochastic wave and heat equations. Zbl 0959.60044
Peszat, Szymon; Zabczyk, Jerzy
60
2000
Stochastic evolution equations with a spatially homogeneous Wiener process. Zbl 0943.60048
Peszat, Szymon; Zabczyk, Jerzy
57
1997
Evolution equations with white-noise boundary conditions. Zbl 0814.60055
Da Prato, Giuseppe; Zabczyk, J.
49
1993
Wong-Zakai approximations of stochastic evolution equations. Zbl 1123.35095
Tessitore, Gianmario; Zabczyk, Jerzy
47
2006
Controllability of stochastic linear systems. Zbl 0481.93054
Zabczyk, Jerzy
42
1981
Mathematical control theory: an introduction. Reprint of the 2nd corrected printing 1995. Zbl 1123.93003
Zabczyk, Jerzy
42
2008
A note on \(C_0\)-semigroups. Zbl 0312.47037
Zabczyk, J.
40
1975
Exponential ergodicity and regularity for equations with Lévy noise. Zbl 1239.60059
Priola, Enrico; Shirikyan, Armen; Xu, Lihu; Zabczyk, Jerzy
37
2012
A note on stochastic convolution. Zbl 0758.60049
Da Prato, Giuseppe; Zabczyk, Jerzy
33
1992
Densities for Ornstein-Uhlenbeck processes with jumps. Zbl 1166.60034
Priola, Enrico; Zabczyk, Jerzy
32
2009
Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise. Zbl 1187.60048
Brzeźniak, Zdzisław; Zabczyk, Jerzy
32
2010
Some comments on stabilizability. Zbl 0654.93054
Zabczyk, J.
31
1989
Liouville theorems for non-local operators. Zbl 1063.31003
Priola, Enrico; Zabczyk, Jerzy
30
2004
Non-explosion, boundedness, and ergodicity for stochastic semilinear equations. Zbl 0762.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
26
1992
Invariant measures for semilinear stochastic equations. Zbl 0758.60057
Da Prato, Giuseppe; Gątarek, D.; Zabczyk, Jerzy
26
1992
Stochastic heat and wave equations driven by an impulsive noise. Zbl 1115.60320
Peszat, Szymon; Zabczyk, Jerzy
23
2006
Large deviations for stochastic PDE with Lévy noise. Zbl 1211.60024
Świȩch, Andrzej; Zabczyk, Jerzy
22
2011
Strong Feller property for stochastic semilinear equations. Zbl 0817.60081
Da Prato, Giuseppe; Elworthy, K. D.; Zabczyk, Jerzy
22
1995
Differentiability of the Feynman-Kac semigroup and a control application. Zbl 0910.93025
Da Prato, Giuseppe; Zabczyk, Jerzy
22
1997
Time regularity of solutions to linear equations with Lévy noise in infinite dimensions. Zbl 1262.60061
Peszat, S.; Zabczyk, J.
21
2013
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
20
2010
On decomposition of generators. Zbl 0393.93023
Zabczyk, Jerzy
18
1978
On the stability of infinite-dimensional linear stochastic systems. Zbl 0435.93047
Zabczyk, Jerzy
18
1979
Exponential mixing for some SPDEs with Lévy noise. Zbl 1239.60060
Priola, Enrico; Xu, Lihu; Zabczyk, Jerzy
16
2011
Stochastic PDE’s with function-valued solutions. Zbl 0990.60065
Karczewska, Anna; Zabczyk, Jerzy
16
2000
Invariant measures for stochastic heat equations. Zbl 0986.60057
Tessitore, Gianmario; Zabczyk, Jerzy
15
1998
Symmetric solutions of semilinear stochastic equations. Zbl 0701.60060
Zabczyk, J.
14
1989
On optimal stochastic control of discrete-time systems in Hilbert space. Zbl 0313.93067
Zabczyk, Jerzy
14
1975
Strict positivity for stochastic heat equations. Zbl 0933.60071
Tessitore, Gianmario; Zabczyk, Jerzy
14
1998
Mathematical control theory: an introduction. 2nd edition. Zbl 1437.93001
Zabczyk, Jerzy
13
2020
Strong envelopes of stochastic processes and a penalty method. Zbl 0467.60046
Stettner, L.; Zabczyk, J.
12
1981
A note on stochastic wave equations. Zbl 0978.60066
Karczewska, Anna; Zabczyk, Jerzy
12
2001
Parabolic equations on Hilbert spaces. Zbl 0942.35167
Zabczyk, J.
12
1999
Regular densities of invariant measures in Hilbert spaces. Zbl 0832.60069
Da Prato, Giuseppe; Zabczyk, Jerzy
12
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
11
2007
Null controllability with vanishing energy. Zbl 1050.93010
Priola, Enrico; Zabczyk, Jerzy
11
2003
On linear evolution equations for a class of cylindrical Lévy noises. Zbl 1278.60095
Priola, Enrico; Zabczyk, Jerzy
11
2010
An optimal selection problem associated with the Poisson process. Zbl 0426.62058
Cowan, R.; Zabczyk, J.
11
1979
Smoothing properties of transition semigroups in Hilbert spaces. Zbl 0726.60062
da Prato, Giuseppe; Zabczyk, Jerzy
10
1991
Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces. Zbl 0573.93076
Zabczyk, J.
10
1985
Stopping problems in stochastic control. Zbl 0567.93076
Zabczyk, J.
10
1984
Norm discontinuity of Ornstein-Uhlenbeck semigroups. Zbl 0960.47024
van Neerven, J. M. A. M.; Zabczyk, J.
10
1999
Convergence to equilibrium for classical and quantum spin systems. Zbl 0839.60083
Da Prato, Giuseppe; Zabczyk, Jerzy
9
1995
Introduction to the theory of optimal stopping. Zbl 0427.93052
Zabczyk, J.
9
1979
Continuity of stochastic convolutions. Zbl 1001.60056
Brzeźniak, Zdzisław; Peszat, Szymon; Zabczyk, Jerzy
8
2001
Markovian term structure models in discrete time. Zbl 1020.60060
Filipović, Damir; Zabczyk, Jerzy
8
2002
Bellman’s inclusions and excessive measures. Zbl 0992.60077
Zabczyk, J.
8
2001
On large deviations for stochastic evolution equations. Zbl 0696.60056
Zabczyk, J.
7
1989
A note on semilinear stochastic equations. Zbl 0721.60068
Da Prato, Giuseppe; Zabczyk, Jerzy
7
1988
Stabilization of boundary control systems. Zbl 0498.93046
Zabczyk, J.
7
1979
Heath-Jarrow-Morton-Musiela equation with Lévy perturbation. Zbl 1253.35185
Barski, Michał; Zabczyk, Jerzy
7
2012
On minimum energy problems. Zbl 0744.93098
Da Prato, Giuseppe; Pritchard, A. J.; Zabczyk, Jerzy
7
1991
On the maximum principle for deterministic impulse control problems. Zbl 0631.49010
Rempała, R.; Zabczyk, J.
7
1988
Sur la théorie semi-classique du potentiel pour les processus à accroissements indépendants. Zbl 0209.19202
Zabczyk, J.
7
1970
Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces. Zbl 0895.60083
Da Prato, Giuseppe; Goldys, Beniamin; Zabczyk, Jerzy
7
1997
On filtering equations in infinite dimensions. Zbl 0880.60043
Ahmed, Nasir Uddin; Fuhrman, Marco; Zabczyk, Jerzy
7
1997
Stationary distribution for linear equations driven by general noise. Zbl 0534.60049
Zabczyk, Jerzy
6
1983
Stopping games for symmetric Markov processes. Zbl 0561.60050
Zabczyk, J.
6
1984
Integro-PDE in Hilbert spaces: existence of viscosity solutions. Zbl 1352.49025
Świȩch, Andrzej; Zabczyk, Jerzy
6
2016
Optimal control by means of switchings. Zbl 0266.93068
Zabczyk, J.
6
1973
Harmonic functions for generalized Mehler semigroups. Zbl 1102.47030
Priola, Enrico; Zabczyk, Jerzy
6
2006
An optimal selection problem associated with the Poisson process. Zbl 0396.62063
Cowan, R.; Zabczyk, J.
6
1978
Stochastic invariance and consistency of financial models. Zbl 0978.60039
Zabczyk, Jerzy
5
2000
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.
5
1999
Pricing options for multinomial models. Zbl 0868.90010
Tessitore, Gianmario; Zabczyk, Jerzy
5
1996
Trotter’s formula for transition semigroups. Zbl 0987.47034
Tessitore, G.; Zabczyk, J.
5
2001
Regularity of solutions to stochastic Volterra equations. Zbl 1072.60051
Zabczyk, Jerzy; Karczewska, Anna
5
2000
Stochastic control of discrete-time systems. Zbl 0351.93027
Zabczyk, J.
5
1976
Controllability of stochastic systems. Zbl 0502.93062
Zabczyk, J.
4
1982
Time regularity for stochastic Volterra equations by the dilation theorem. Zbl 1322.60128
Peszat, S.; Zabczyk, J.
4
2014
On impulse control with partial observation. Zbl 0653.93072
Mazziotto, G.; Stettner, L.; Szpirglas, J.; Zabczyk, J.
4
1988
Stopping problems on Polish spaces. Zbl 0913.60039
Zabczyk, Jerzy
4
1997
Uniqueness for integro-PDE in Hilbert spaces. Zbl 1257.49026
Święch, Andrzej; Zabczyk, Jerzy
4
2013
An introduction to probability theory. Zbl 0353.60004
Zabczyk, J.
4
1976
Linear operator inequality and null controllability with vanishing energy for unbounded control systems. Zbl 1262.93004
Pandolfi, Luciano; Priola, Enrico; Zabczyk, Jerzy
4
2013
On incompleteness of bond markets with infinite number of random factors. Zbl 1229.91369
Barski, Michał; Jakubowski, Jacek; Zabczyk, Jerzy
3
2011
Linear stochastic systems in Hilbert spaces: Structural properties and limit behaviour. Zbl 0462.60062
Zabczyk, Jerzy
3
1981
Forward rate models with linear volatilities. Zbl 1252.91064
Barski, Michał; Zabczyk, Jerzy
3
2012
Law equivalence of Ornstein-Uhlenbeck processes. Zbl 0816.60060
Zabczyk, J.
3
1991
Exit problem for infinite dimensional systems. Zbl 0617.60057
Zabczyk, J.
3
1987
A note on stochastic Burgers’ system of equations. Zbl 1060.35170
Twardowska, Krystyna; Zabczyk, Jerzy
3
2004
Topics in stochastic processes. Zbl 1068.60006
Zabczyk, Jerzy
3
2004
Portfolio diversification with Markovian prices. Zbl 1152.93057
Palczewski, Jan; Zabczyk, Jerzy
3
2005
A semigroup approach to boundary value control. Zbl 0398.93028
Zabczyk, Jerzy
3
1978
Erratum: On decomposition of generators. Zbl 0437.93020
Zabczyk, Jerzy
3
1980
Stopping games and Dirichlet spaces. Zbl 0561.93052
Zabczyk, J.
2
1983
A mini course on stochastic partial differential equations. Zbl 0982.60056
Zabczyk, Jerzy
2
2001
A note on generalized CIR equations. Zbl 1492.60158
Barski, Michał; Zabczyk, Jerzy
1
2021
Mathematical control theory: an introduction. 2nd edition. Zbl 1437.93001
Zabczyk, Jerzy
13
2020
Mathematics of the bond market. A Lévy processes approach. Zbl 1498.91001
Barski, Michał; Zabczyk, Jerzy
1
2020
On CIR equations with general factors. Zbl 1443.91283
Barski, Michał; Zabczyk, Jerzy
1
2020
Integro-PDE in Hilbert spaces: existence of viscosity solutions. Zbl 1352.49025
Świȩch, Andrzej; Zabczyk, Jerzy
6
2016
Gauss-Markov processes on Hilbert spaces. Zbl 1337.60051
Goldys, Ben; Peszat, Szymon; Zabczyk, Jerzy
1
2016
Stochastic equations in infinite dimensions. 2nd ed. Zbl 1317.60077
Da Prato, Giuseppe; Zabczyk, Jerzy
751
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.
21
2013
Uniqueness for integro-PDE in Hilbert spaces. Zbl 1257.49026
Święch, Andrzej; Zabczyk, Jerzy
4
2013
Linear operator inequality and null controllability with vanishing energy for unbounded control systems. Zbl 1262.93004
Pandolfi, Luciano; Priola, Enrico; Zabczyk, Jerzy
4
2013
Exponential ergodicity and regularity for equations with Lévy noise. Zbl 1239.60059
Priola, Enrico; Shirikyan, Armen; Xu, Lihu; Zabczyk, Jerzy
37
2012
Heath-Jarrow-Morton-Musiela equation with Lévy perturbation. Zbl 1253.35185
Barski, Michał; Zabczyk, Jerzy
7
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
69
2011
Large deviations for stochastic PDE with Lévy noise. Zbl 1211.60024
Świȩch, Andrzej; Zabczyk, Jerzy
22
2011
Exponential mixing for some SPDEs with Lévy noise. Zbl 1239.60060
Priola, Enrico; Xu, Lihu; Zabczyk, Jerzy
16
2011
On incompleteness of bond markets with infinite number of random factors. Zbl 1229.91369
Barski, Michał; Jakubowski, Jacek; Zabczyk, Jerzy
3
2011
Regularity of Ornstein-Uhlenbeck processes driven by a Lévy white noise. Zbl 1187.60048
Brzeźniak, Zdzisław; Zabczyk, Jerzy
32
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
20
2010
On linear evolution equations for a class of cylindrical Lévy noises. Zbl 1278.60095
Priola, Enrico; Zabczyk, Jerzy
11
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
32
2009
Stochastic equations in infinite dimensions. Reprint of the 1992 hardback ed. Zbl 1140.60034
Da Prato, Giuseppe; Zabczyk, Jerzy
208
2008
Mathematical control theory: an introduction. Reprint of the 2nd corrected printing 1995. Zbl 1123.93003
Zabczyk, Jerzy
42
2008
Stochastic partial differential equations with Lévy noise. An evolution equation approach. Zbl 1205.60122
Peszat, S.; Zabczyk, J.
404
2007
Exponential moments for HJM models with jumps. Zbl 1164.60038
Yakubowski, Jacek; Zabczyk, Jerzy
11
2007
Wong-Zakai approximations of stochastic evolution equations. Zbl 1123.35095
Tessitore, Gianmario; Zabczyk, Jerzy
47
2006
Stochastic heat and wave equations driven by an impulsive noise. Zbl 1115.60320
Peszat, Szymon; Zabczyk, Jerzy
23
2006
Harmonic functions for generalized Mehler semigroups. Zbl 1102.47030
Priola, Enrico; Zabczyk, Jerzy
6
2006
Qualitative properties of solutions to stochastic Burgers’ systems of equations. Zbl 1093.60039
Twardowska, Krystyna; Zabczyk, Jerzy
1
2006
On bounded solutions to convolution equations. Zbl 1107.43006
Priola, Enrico; 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
30
2004
A note on stochastic Burgers’ system of equations. Zbl 1060.35170
Twardowska, Krystyna; Zabczyk, Jerzy
3
2004
Topics in stochastic processes. Zbl 1068.60006
Zabczyk, Jerzy
3
2004
Null controllability with vanishing energy. Zbl 1050.93010
Priola, Enrico; Zabczyk, Jerzy
11
2003
Second order partial differential equations in Hilbert spaces. Zbl 1012.35001
Da Prato, Giuseppe; Zabczyk, Jerzy
193
2002
Markovian term structure models in discrete time. Zbl 1020.60060
Filipović, Damir; Zabczyk, Jerzy
8
2002
A note on stochastic wave equations. Zbl 0978.60066
Karczewska, Anna; Zabczyk, Jerzy
12
2001
Continuity of stochastic convolutions. Zbl 1001.60056
Brzeźniak, Zdzisław; Peszat, Szymon; Zabczyk, Jerzy
8
2001
Bellman’s inclusions and excessive measures. Zbl 0992.60077
Zabczyk, J.
8
2001
Trotter’s formula for transition semigroups. Zbl 0987.47034
Tessitore, G.; Zabczyk, J.
5
2001
A mini course on stochastic partial differential equations. Zbl 0982.60056
Zabczyk, Jerzy
2
2001
Nonlinear stochastic wave and heat equations. Zbl 0959.60044
Peszat, Szymon; Zabczyk, Jerzy
60
2000
Stochastic PDE’s with function-valued solutions. Zbl 0990.60065
Karczewska, Anna; Zabczyk, Jerzy
16
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
5
2000
Parabolic equations on Hilbert spaces. Zbl 0942.35167
Zabczyk, J.
12
1999
Norm discontinuity of Ornstein-Uhlenbeck semigroups. Zbl 0960.47024
van Neerven, J. M. A. M.; Zabczyk, J.
10
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.
5
1999
Invariant measures for stochastic heat equations. Zbl 0986.60057
Tessitore, Gianmario; Zabczyk, Jerzy
15
1998
Strict positivity for stochastic heat equations. Zbl 0933.60071
Tessitore, Gianmario; Zabczyk, Jerzy
14
1998
Stochastic evolution equations with a spatially homogeneous Wiener process. Zbl 0943.60048
Peszat, Szymon; Zabczyk, Jerzy
57
1997
Differentiability of the Feynman-Kac semigroup and a control application. Zbl 0910.93025
Da Prato, Giuseppe; Zabczyk, Jerzy
22
1997
Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces. Zbl 0895.60083
Da Prato, Giuseppe; Goldys, Beniamin; Zabczyk, Jerzy
7
1997
On filtering equations in infinite dimensions. Zbl 0880.60043
Ahmed, Nasir Uddin; Fuhrman, Marco; Zabczyk, Jerzy
7
1997
Stopping problems on Polish spaces. Zbl 0913.60039
Zabczyk, Jerzy
4
1997
Ergodicity for infinite dimensional systems. Zbl 0849.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
829
1996
Pricing options for multinomial models. Zbl 0868.90010
Tessitore, Gianmario; Zabczyk, Jerzy
5
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
74
1995
Strong Feller property for stochastic semilinear equations. Zbl 0817.60081
Da Prato, Giuseppe; Elworthy, K. D.; Zabczyk, Jerzy
22
1995
Regular densities of invariant measures in Hilbert spaces. Zbl 0832.60069
Da Prato, Giuseppe; Zabczyk, Jerzy
12
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.
49
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
144
1992
A note on stochastic convolution. Zbl 0758.60049
Da Prato, Giuseppe; Zabczyk, Jerzy
33
1992
Non-explosion, boundedness, and ergodicity for stochastic semilinear equations. Zbl 0762.60052
Da Prato, Giuseppe; Zabczyk, Jerzy
26
1992
Invariant measures for semilinear stochastic equations. Zbl 0758.60057
Da Prato, Giuseppe; Gątarek, D.; Zabczyk, Jerzy
26
1992
Smoothing properties of transition semigroups in Hilbert spaces. Zbl 0726.60062
da Prato, Giuseppe; Zabczyk, Jerzy
10
1991
On minimum energy problems. Zbl 0744.93098
Da Prato, Giuseppe; Pritchard, A. J.; Zabczyk, Jerzy
7
1991
Law equivalence of Ornstein-Uhlenbeck processes. Zbl 0816.60060
Zabczyk, J.
3
1991
Some comments on stabilizability. Zbl 0654.93054
Zabczyk, J.
31
1989
Symmetric solutions of semilinear stochastic equations. Zbl 0701.60060
Zabczyk, J.
14
1989
On large deviations for stochastic evolution equations. Zbl 0696.60056
Zabczyk, J.
7
1989
A note on semilinear stochastic equations. Zbl 0721.60068
Da Prato, Giuseppe; Zabczyk, Jerzy
7
1988
On the maximum principle for deterministic impulse control problems. Zbl 0631.49010
Rempała, R.; Zabczyk, J.
7
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.
81
1987
Exit problem for infinite dimensional systems. Zbl 0617.60057
Zabczyk, J.
3
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.
10
1985
Stopping problems in stochastic control. Zbl 0567.93076
Zabczyk, J.
10
1984
Stopping games for symmetric Markov processes. Zbl 0561.60050
Zabczyk, J.
6
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.
2
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.
78
1981
Controllability of stochastic linear systems. Zbl 0481.93054
Zabczyk, Jerzy
42
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
3
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
18
1979
An optimal selection problem associated with the Poisson process. Zbl 0426.62058
Cowan, R.; Zabczyk, J.
11
1979
Introduction to the theory of optimal stopping. Zbl 0427.93052
Zabczyk, J.
9
1979
...and 15 more Documents
all top 5

Cited by 3,699 Authors

74 Da Prato, Giuseppe
68 Röckner, Michael
56 Brzeźniak, Zdzisław
51 Flandoli, Franco
47 Duan, Jinqiao
39 Barbu, Viorel
38 Debussche, Arnaud
36 Jentzen, Arnulf
34 Blömker, Dirk
34 Priola, Enrico
34 Zabczyk, Jerzy
32 Zhang, Tusheng S.
30 Wang, Feng-Yu
29 Goldys, Beniamin
29 Hairer, Martin
29 Mohan, Manil Thankamani
28 Caraballo Garrido, Tomás
28 Huang, Jianhua
27 Yan, Zuomao
26 Cerrai, Sandra
26 Gao, Hongjun
26 Hausenblas, Erika
26 Maslowski, Bohdan
25 Albeverio, Sergio A.
25 Guo, Boling
25 Liu, Wei
23 Hofmanová, Martina
23 Liu, Kai
23 Veraar, Mark C.
21 Deugoue, Gabriel
21 Glatt-Holtz, Nathan E.
21 van Neerven, Jan M. A. M.
20 Balachandran, Krishnan
20 Gozzi, Fausto
20 Kovács, Mihály
20 Peszat, Szymon
20 Zhai, Jianliang
19 Benth, Fred Espen
19 Dong, Zhao
19 Ferrario, Benedetta
19 Kloeden, Peter Eris
19 Razafimandimby, Paul André
19 Stuart, Andrew M.
19 Zhang, Xicheng
18 Bessaih, Hakima
18 Xu, Lihu
18 Yuan, Chenggui
18 Zhu, RongChan
17 Bao, Jianhai
17 Diop, Mamadou Abdoul
17 Kühn, Christian
17 Salins, Michael
17 Wang, Bixiang
17 Wang, Xiaojie
17 Zhu, Xiang-Chan
16 Lang, Annika
16 Liu, Meng
16 Riedle, Markus
16 Temam, Roger Meyer
16 Tessitore, Gianmario
16 Wu, Jianglun
16 Xie, Yingchao
15 Breit, Dominic
15 Hong, Jialin
15 Khoshnevisan, Davar
15 Larsson, Stig
15 Manna, Utpal
15 Masiero, Federica
15 Ondreját, Martin
15 Pandey, Dwijendra Narain
15 Romito, Marco
15 Russo, Francesco
15 Sun, Xiaobin
15 Tappe, Stefan
15 Wang, Ran
15 Wang, Wei
14 Bonaccorsi, Stefano
14 Fuhrman, Marco
14 Gess, Benjamin
14 Kim, Jong Uhn
14 Lunardi, Alessandra
14 Marinelli, Carlo
14 Millet, Annie
14 Oh, Tadahiro
14 Schwab, Christoph
14 Triggiani, Roberto
14 Yamazaki, Kazuo
14 Zhao, Huaizhong
13 Anguraj, Annamalai
13 Balasubramaniam, Pagavathigounder
13 Di Persio, Luca
13 Hutzenthaler, Martin
13 Komorowski, Tomasz
13 Liu, Jicheng
13 Nualart, David
13 Redmann, Martin
13 Stannat, Wilhelm
13 Tachim Medjo, Theodore
13 Tindel, Samy
13 Wang, Yongjin
...and 3,599 more Authors
all top 5

Cited in 481 Serials

213 Stochastic Processes and their Applications
182 Journal of Differential Equations
177 Journal of Mathematical Analysis and Applications
128 Journal of Functional Analysis
120 Stochastic Analysis and Applications
112 Stochastic and Partial Differential Equations. Analysis and Computations
82 The Annals of Probability
79 Stochastics and Dynamics
76 Applied Mathematics and Optimization
69 Potential Analysis
65 Journal of Evolution Equations
63 Probability Theory and Related Fields
59 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
59 The Annals of Applied Probability
52 Journal of Theoretical Probability
51 Discrete and Continuous Dynamical Systems. Series B
50 Systems & Control Letters
49 Applied Mathematics and Computation
48 Statistics & Probability Letters
46 Journal of Mathematical Physics
46 SIAM Journal on Control and Optimization
43 Stochastics
42 Electronic Journal of Probability
40 Communications in Mathematical Physics
38 Journal of Statistical Physics
37 NoDEA. Nonlinear Differential Equations and Applications
37 Infinite Dimensional Analysis, Quantum Probability and Related Topics
37 Advances in Difference Equations
36 SIAM Journal on Mathematical Analysis
34 International Journal of Control
32 Journal of Computational and Applied Mathematics
32 Abstract and Applied Analysis
31 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
30 Discrete and Continuous Dynamical Systems
28 Automatica
27 Transactions of the American Mathematical Society
27 Bernoulli
25 Journal of Dynamics and Differential Equations
25 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
22 Nonlinearity
22 Journal of Optimization Theory and Applications
21 SIAM Journal on Numerical Analysis
21 Physica D
20 Computers & Mathematics with Applications
20 Acta Applicandae Mathematicae
20 SIAM/ASA Journal on Uncertainty Quantification
19 Journal of Nonlinear Science
19 Journal of Mathematical Fluid Mechanics
19 Nonlinear Analysis. Real World Applications
19 Communications on Pure and Applied Analysis
18 Journal of Computational Physics
18 Physica A
18 Proceedings of the American Mathematical Society
18 Applied Mathematics Letters
18 MCSS. Mathematics of Control, Signals, and Systems
18 Bulletin des Sciences Mathématiques
18 Science China. Mathematics
18 Evolution Equations and Control Theory
17 Archive for Rational Mechanics and Analysis
17 Chaos, Solitons and Fractals
17 Communications in Nonlinear Science and Numerical Simulation
16 Mathematics of Computation
16 Czechoslovak Mathematical Journal
16 Random Operators and Stochastic Equations
16 Finance and Stochastics
16 Acta Mathematica Sinica. English Series
15 Mathematical Methods in the Applied Sciences
15 Journal of Inequalities and Applications
14 BIT
14 Journal of Scientific Computing
13 Applied Numerical Mathematics
13 Journal de Mathématiques Pures et Appliquées. Neuvième Série
13 Theory of Probability and Mathematical Statistics
13 Journal of Mathematical Sciences (New York)
13 Differential Equations
13 Nonlinear Analysis. Hybrid Systems
12 Applicable Analysis
12 Comptes Rendus. Mathématique. Académie des Sciences, Paris
11 Journal of the Franklin Institute
11 ZAMP. Zeitschrift für angewandte Mathematik und Physik
11 Mathematische Nachrichten
11 Semigroup Forum
11 Atti della Accademia Nazionale dei Lincei. Classe di Scienze Fisiche, Matematiche e Naturali. Serie IX. Rendiconti Lincei. Matematica e Applicazioni
11 SIAM Journal on Applied Dynamical Systems
11 Boundary Value Problems
11 Frontiers of Mathematics in China
10 Journal of Mathematical Biology
10 Stochastics
10 Integral Equations and Operator Theory
10 Acta Mathematicae Applicatae Sinica. English Series
10 Electronic Communications in Probability
10 Mathematical Problems in Engineering
10 Mathematical Finance
10 Journal of Dynamical and Control Systems
10 Qualitative Theory of Dynamical Systems
10 Acta Mathematica Scientia. Series B. (English Edition)
10 Mathematical Control and Related Fields
10 Nonlinear Analysis. Theory, Methods & Applications
9 Stochastics and Stochastics Reports
9 SIAM Journal on Scientific Computing
...and 381 more Serials
all top 5

Cited in 50 Fields

3,208 Probability theory and stochastic processes (60-XX)
1,839 Partial differential equations (35-XX)
755 Systems theory; control (93-XX)
507 Operator theory (47-XX)
463 Ordinary differential equations (34-XX)
436 Numerical analysis (65-XX)
431 Dynamical systems and ergodic theory (37-XX)
404 Fluid mechanics (76-XX)
250 Calculus of variations and optimal control; optimization (49-XX)
163 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
160 Biology and other natural sciences (92-XX)
136 Functional analysis (46-XX)
131 Statistical mechanics, structure of matter (82-XX)
112 Statistics (62-XX)
92 Real functions (26-XX)
92 Integral equations (45-XX)
62 Geophysics (86-XX)
51 Measure and integration (28-XX)
51 Global analysis, analysis on manifolds (58-XX)
50 Quantum theory (81-XX)
48 Operations research, mathematical programming (90-XX)
45 Mechanics of deformable solids (74-XX)
32 Mechanics of particles and systems (70-XX)
30 Harmonic analysis on Euclidean spaces (42-XX)
28 Potential theory (31-XX)
24 Linear and multilinear algebra; matrix theory (15-XX)
19 Abstract harmonic analysis (43-XX)
18 Difference and functional equations (39-XX)
17 Computer science (68-XX)
14 Functions of a complex variable (30-XX)
12 Classical thermodynamics, heat transfer (80-XX)
10 Approximations and expansions (41-XX)
10 Information and communication theory, circuits (94-XX)
7 Special functions (33-XX)
6 Integral transforms, operational calculus (44-XX)
6 Optics, electromagnetic theory (78-XX)
5 Topological groups, Lie groups (22-XX)
5 Several complex variables and analytic spaces (32-XX)
5 Differential geometry (53-XX)
4 Mathematical logic and foundations (03-XX)
4 Number theory (11-XX)
3 General and overarching topics; collections (00-XX)
2 Combinatorics (05-XX)
2 Algebraic geometry (14-XX)
2 Group theory and generalizations (20-XX)
2 General topology (54-XX)
2 Astronomy and astrophysics (85-XX)
1 Nonassociative rings and algebras (17-XX)
1 Geometry (51-XX)
1 Manifolds and cell complexes (57-XX)

Citations by Year

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