Stochastic Analysis and Control. 50 years of scientific activities of Professor Jerzy Zabczyk


Stochastic Analysis and Control
50 years of scientific activities of Professor Jerzy Zabczyk

Sunday, May 5th
20.30 Library and Conference Lobby - Welcome party
Monday, May 6th
9.00- 9.10 Opening
chairman: Z. Brzeźniak
9.10- 10.10 Hans-Jürgen Engelbert, Stochastic differential equations for sticky reflecting Brownian motion
10.20- 11.05 Pao-Liu Chow, Unbounded solutions to some stochastic evolution equations
11.05- 11.30 break
11.30- 12.15 Andrzej Święch, An optimal control problem for a flow of Hamiltonian and gradient type in the space of probability measures
12.15- 13.00 Ben Gołdys, Characterization of Gauss-Markov processes on Hilbert spaces
chairman: H. Nagai
15.00- 15.30 Jordan Stoyanov, Moment (in)determinacy of distributions of random variables and stochastic processes
15.30- 16.00 Jolanta K. Misiewicz, Lévy processes in the sense of generalized convolutions
16.00- 16.30 break
16.30- 17.15 Thorsten Schmidt, Filtering: Numerical solutions and applications in finance
17.15- 17.45 Michał Barski, Shortfall constraints in risk minimizing problems
Tuesday, May 7th
chairman: H.J. Engelbert
9.00- 9.45 Giuseppe Da Prato, Some result on pathwise uniqueness for stochastic PDEs
10.00- 10.45 Zdzisław Brzeźniak, Invariant measures via bw-Feller property
11.00- 11.30 break
11.30- 12.15 Bohdan Maslowski, Stochastic PDEs with Gaussian Noise
12.15- 13.00 Francesco Russo, Stochastic calculus via regularization in Banach spaces and applications
chairman: P. Imkeller
15.00- 15.45 Armen Shirikyan, Large deviations from a stationary measure for a class of dissipative PDE's with random kicks
15.45- 16.30 Fausto Gozzi, Optimal investment/consumption in illiquid markets: random trading times and partial observation
16.30- 17.00 break
17.00- 17.30 Anna Rusinek, Forward rate models on L2
17.30 poster presentations:
17.30- 17.40 Mariusz Górajski, Ergodic properties of stochastic delay evolution equations in Banach spaces
17.40- 17.50 Wiesław Grygierzec, Necessary condition for optimal control of stochastic diffusion equation
17.50- 18.00 Elżbieta Motyl, Martingale solutions of the stochastic Navier - Stokes equations in 3D unbounded domains
18.00- 18.10 Mauro Rosestolato, Differentiability with respect to the present state variable of the semigroup associated to SDEs with delay
20.00 Poster session
Wednesday, May 8th
chairman: P.L. Chow
9.00- 9.45 Akira Ichikawa, Null controllability with vanishing energy and formation flying
10.00- 10.45 Hideo Nagai, Large deviation control arising from optimal investment
11.00- 11.30 break
11.30- 12.15 Adam Jakubowski, Functional convergence of linear processes with heavy tail innovations
12.15- 13.00 Markus Riedle, Ornstein-Uhlenbeck processes driven by cylindrical Lévy processes
chairman: J. Stoyanov
15.00- 15.45 Peter Imkeller, Fourier analytic approach of rough path analysis
15.45- 16.15 Adam Paszkiewicz, Conditional expectations and new results in geometry of orthogonal projections, measure theory and regularity of stochastic processes
16.15- 16.45 break
16.45- 18.15 Research problems of prof. Jerzy Zabczyk (Łukasz Stettner, Szymon Peszat)
19.00 Conference Dinner
Thursday, May 9th
chairman: G. Da Prato
9.00- 9.45 Tyrone Duncan, Some solvable stochastic control problems
10.00- 10.45 Anna Talarczyk, Second-order asymptotics for the block counting process in a class of regularly varying Lambda-coalescents
11.00- 11.30 break
11.30- 12.15 Jinqiao Duan, Perspectives in stochastic dynamics - modeling, analysis and computation
12.15- 13.00 Kurt Helmes, On two optimized inventory processes
chairman: T. Duncan
15.00- 15.45 Bozenna Pasik - Duncan, 30 years later: On discrete time linear quadratic control with arbitrary correlated noise
15.45- 16.30 László Gerencsér, Identification of finite dimensional linear stochastic system driven by Lévy processes
16.30- 17.00 break
17.00- 17.30 Jacek Jakubowski, Dependence between components of multivariate Markov chains - Markov consistency
17.30- 18.00 Krzysztof Szajowski, An apartment problem
19.00 Grill and bonfire
Friday, May 10th
chairman: J. Duan
9.00- 9.45 Jan van Neerven, Second quantisation for skew convolution products of measures in Banach spaces
9.45- 10.30 Enrico Priola, Null controllability with vanishing energy for boundary control systems
10.30- 11.00 Stanisław Kwapień, Subregularity and hypercontractivity of random variables. Applications to estimates of moments of order statistics
11.00- 11.30 John Noble, Generalised diffusions to meet a given marginal
12.00 Lunch