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Probability and Stochastic Analysis


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.

Employees and PhD students

  • dr hab. Radosław Adamczak, prof. ucz.

    Concentration of measure, probability in Banach spaces, U-statistics, random matrices, probabilistic methods in convex geometry

  • prof. dr hab. Witold Bednorz, prof. UW

    General theory of processes and their connections with functional analysis and approximation theory; majorizing measures techniques

  • dr Michał Brzozowski

    Martingale inequalities, Bellman function method

  • prof. dr hab. Jacek Jakubowski

    Stochastic analysis; applications to financial mathematics

  • prof. dr hab. 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

  • prof. dr hab. Krzysztof Oleszkiewicz

    Stochastic inequalities, probabilistic methods in analysis, graph theory, discrete harmonic analysis and convex geometry

  • prof. dr hab. Adam Osękowski

    Comutative and noncomutative martingale inequalities, Burkholder method

  • prof. dr hab. Katarzyna Pietruska-Pałuba

    Diffusion processes on fractals, differential inequalities and their applications in probability, Levy processses and nonlocal operators, Levy processes in random enviroment

  • dr Mateusz Rapicki

    Inequalities for maximal operators, Bellman function method

  • dr Marta Strzelecka

    Bounds for sums of random vectors, probabilistic methods in convex geometry

  • dr Michał Strzelecki

    Concentration of measure; martingale inequalities with applications to analysis

  • dr hab. Anna Talarczyk-Noble, prof. UW

    Stochastic analysis, stochastic processes in the space of distributions, limit theorems for empirical processes related to particle systems; analysis of the corresponding limit processes