You are not logged in | log in

Wydział Matematyki, Informatyki i Mechaniki Uniwersytetu Warszawskiego
  • Skala szarości
  • Wysoki kontrast
  • Negatyw
  • Podkreślenie linków
  • Reset

Probability and Stochastic Analysis

Description

Limiting behavior of the stochastic processes, stochastic analysis, martingale and other stochastic inequalities, limit theorems for U-statisctics and theory of random chaos, applications to geometry of convex sets and theory of graphs.

Seminars

Employees

  • Radosław Adamczak
    Concentration of measure, probability in Banach spaces, U-statistics, random matrices, probabilistic methods in convex geometry
  • Hubert Balsam
    Levy processes, subordinate Brownian motion
  • Witold Bednorz
    General theory of processes and their connections with functional analysis and approximation theory; majorizing measures techniques
  • Michał Brzozowski
    Martingale inequalities, Bellman function method
  • Grzegorz Głowienko
    Stochastic processes
  • Jacek Jakubowski
    Stochastic analysis; applications to financial mathematics
  • Rafał Latała
    Theory of random chaoses and U-statistics; estimations of tails and moments, limit theorems. Probabilistic methods in analysis and convex geometry, stochastic inequalities
  • Michał Lemańczyk
    Markov chains, concentration inequalities.
  • Rafał Marks
  • Rafał Martynek
    Lower and upper bounds for stochastic processes
  • Rafał Meller
    Tail and moments bounds for random multilinear forms
  • Piotr Miłoś
    Stochastic analysis, branching particle systems, limit theorems for branching systems, superprocesses
  • Adam Osękowski
    Comutative and noncomutative martingale inequalities, Burkholder method
  • Krzysztof Oleszkiewicz
    Stochastic inequalities, probabilistic methods in analysis, graph theory, discrete harmonic analysis and convex geometry
  • Katarzyna Pietruska-Pałuba
    Diffusion processes on fractals, differential inequalities and their applications in probability, Levy processses and nonlocal operators, Levy processes in random enviroment
  • Mateusz Rapicki
    Inequalities for maximal operators, Bellman function method
  • Marta Strzelecka
    Bounds for sums of random vectors, probabilistic methods in convex geometry
  • Michał Strzelecki
    Concentration of measure; martingale inequalities with applications to analysis
  • Anna Talarczyk-Noble
    Stochastic analysis, stochastic processes in the space of distributions, limit theorems for empirical processes related to particle systems; analysis of the corresponding limit processes
  • Łukasz Treszczotko
    Self-similar processes and limit theorems for particle systems