Andrzej Palczewski's research
My scientific interests and activity evolved in course of years and included the following topics:
- quantum mechanics: the Schroedinger operator in
nonseparable Hilbert spaces;
- models of statistical physics:
existence problems for the Boltzmann equation,
asymptotic expansion for kinetic models, spectral and asymptotic
properties for the linear transport operator and boundary value
problems for the stationary Boltzmann equation, boundary value problems for the nonlinear
Boltzmann equation, stochastic modelling of particle systems;
- numerical methods: numerical construction of weak
solutions for equations of hydrodynamics, deterministic numerical algorithms for kinetic equations,
convergence of discrete velocity models to continuous
kinetic equations;
- mathematics of finance: interest
rate models, stochastic control methods in portfolio optimization, asset and
liability management, tactical asset allocation.
My present scientific activity is concentrated on
mathematical finance.
© Andrzej Palczewski