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.

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

• 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

• dr Rafał Meller

  Tail and moments bounds for random multilinear forms

• dr hab. Piotr Miłoś, prof. IMPAN

  Stochastic analysis, branching particle systems, limit theorems for branching systems, superprocesses

• 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 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

• prof. dr hab. 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