I algebraic geometry

Major research achievements:

ŁUKASZ STETTNER wrote 89 research papers and two monographs in stochastic control (ergodic control problems, control of manufacturing systems, risk sensitive control, filtering and control with partial observation) stochastic processes (large deviations, ergodicity of Markov processes) and mathematics of finance (arbitrage theory, portfolio analysis, pricing of financial derivatives, risk theory). He supervised 11 PhD theses (2 defended in economics). Prof. Stettner is an editor of Applications Mathematicae and is on editorial board of 3 other international journals. He organized over 38 of international and national conferences. Prof. Stettner has 193 MathSciNet Math. Rev. citations. His main results concern:

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  uniqueness of invariant measures for filtering processes, (Stettner 1989, Di Masi - Stettner 2005, 2008)
  
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  solutions to partially Bellman equations corresponding to  partially observed control problems with average cost per unit time criterions (Stettner 1993)
  
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  risk sensitive control with ergodic criterion (Di Masi - Stettner 2000, 2007)
  
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  regularity of stopping problems (Stettner - Zabczyk 1981, Stettner 2010, 2011, J. Palczewski - Stettner 2010)
  
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  asymptotics of portfolio optimization (Stettner 2010, 2011)
  

JERZY ZABCZYK wrote 87 papers and nine monographs in probability theory (stochastic PDEs, probabilistic potential theory), control theory (nonlinear systems, infinite dimensional systems, stochastic control) and applications of mathematics (mathematical finance, engineering). He wrote two fundamental monographs: S. Peszat, J. Zabczyk, Stochastic Partial Differential Equations With Lévy Noise, Cambridge University Press, 2007, XII + 419 pp. and G. Da Prato, J. Zabczyk Stochastic Equations In Infinite Dimensions, Cambridge University Press, 1992, XVIII + 454 pp.). He supervised 8 PhD theses. Prof. Zabczyk is on editiorial board of 6 international journals. He organized 8 international conferences. Prof. Zabczyk has 2021 MathSciNet Math. Rev. citations (including 1450 citations to prof. Zabczyk's monographs).
Prof. Zabczyk is a corresponding member of the Polish Academy of Sciences since 2002. His main results concern:

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  regularity of stochastic linear equations in Hilbert spaces (Da Prato - Kwapień - Zabczyk 1987)
  
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  nonlinear stochastic wave and heat equations (Peszat - Zabczyk 1997, 2000)
  
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  strong Feller property and regularity of invariant measures corresponding to solutions to stochastic evolution equations (Da Prato - Zabczyk 1995, Peszat - Zabczyk 1995, Da Prato - Elworthy - Zabczyk 1997)
  
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  filtering equations in infinite dimensions (Ahmed - Fuhrman - Zabczyk 1997)
  
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  HJM models with jumps (J. Jakubowski - Zabczyk 2007)
  

SZYMON PESZAT wrote 34 papers and two monographs (jointly with prof. J. Zabczyk) on stochastic evolution equations and in infinite dimensional stochastic analysis. Prof. Peszat has 335 MathSciNet Math. Rev. citations. His main results concern:

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  large deviation principle for stochastic evolution equations (Peszat 1993)
  
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  stochastic Navier Stokes equations (Brzezniak - Peszat 2000, Capiński - Peszat 1997 and 2000)
  
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  erodicity of Markov processes in Polish spaces (Komorowski - Peszat - Szarek 2010)