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