| Current research:
Prof. Stettner is currently interested in properties of the penalty method for discontinuous stopping problems, existence of unique invariant measures for hidden Markov models, aspects of arbitrage for simple strategies on markets with friction, financial markets with delayed information.
Prof. Zabczyk current research focusses on strong Feller property and large deviations of stochastic evolutional equations with Levy noise and on the study on the Musiela model of term structure with Levy noise.
Prof. Peszat is currently interested in regularity and analytical properties of the solutions to stochastic evolution equations with Levy noise and stochastic partial differential equations with noise in boundary conditions.
Dostları ilə paylaş: | 
