Study programme
Classes
- Applied Stochastic AnalysisNMTP533 | Faculty of Mathematics and Physics
- Probability for Finance and Insurance +1NMFM408 | Faculty of Mathematics and Physics
- Differential Equations for ProbabilityNMTP462 | Faculty of Mathematics and Physics
- Advanced Theory of Stochastic Differential EquationsNMTP604 | Faculty of Mathematics and Physics
- Seminar on Probability for Ph.D. Students IINMTP614 | Faculty of Mathematics and Physics
Publications
- ERGODIC BOUNDARY AND POINT CONTROL FOR LINEAR STOCHASTIC PDES DRIVEN BY A CYLINDRICAL LEVY PROCESS2020 | Faculty of Mathematics and Physics
- Linear Stochastic Differential Equations Driven by Gauss-Volterra Processes and Related Linear-Quadratic Control Problems2019 | Faculty of Mathematics and Physics
- Ergodic Control for Levy-Driven Linear Stochastic Equations in Hilbert Spaces2019 | Faculty of Mathematics and Physics
- An Infinite Time Horizon Linear-Quadratic Control Problem with a Rosenblatt Process2018 | Faculty of Mathematics and Physics
- Ergodic control of linear stochastic equations in a Hilbert space with fractional Brownian motion2015 | Faculty of Mathematics and Physics
- Sufficient Stochastic Maximum Principle for Discounted Control Problem2014 | Faculty of Mathematics and Physics
- Some ergodic control problems for linear stochastic equations in a Hilbert space with fractional Brownian motions2014 | Faculty of Mathematics and Physics
- Equivalence of laws and null controllability for SPDEs driven by a fractional Brownian motion2013 | Faculty of Mathematics and Physics
- Linear-quadratic control for stochastic equations in a Hilbert space with fractional Brownian motions2012 | Faculty of Mathematics and Physics
- On stochastic ergodic control in infinite dimensions2011 | Faculty of Mathematics and Physics
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