I algebraic geometry

Existing and previous research collaboration:

Prof. Stettner has current collaborations with Humboltd University in Berlin, Munich University of Technology, Kaiserslautern, University and University of Padova.

Prof. Zabczyk has current collaborations with Torino University, University of Leipzig, University of York and Humboltd University in Berlin.

Prof. Peszat has current collaborations with University of Nancy, University of York and Torino University.

Future research plans:

Future research plans are closely related to the study of the research objectives formulated in the point 2. In particular the team wants to study risk measures in financial various  markets; to find sufficient conditions for strong Feller property and existence of a density of the solution to stochastic evolution equation with Levy noise, characterize invariant measures for hidden Markov non controlled and controlled models, characterize illiquid markets and markets with friction for simple (feasible) investment strategies.

V. FUNCTIONAL ANALYSIS, PROBABILITY AND THEIR APPLICATIONS
Team leader: prof. P. Mankiewicz
Members:

• 
  T. Figiel
  
• 
  A. Kamont
  
• 
  P. Śniady
  
• 
  M. Wojciechowski
  
• 
  J. Zemanek
  
• 
  Yu Tomilov
  

Part time:

• 
  prof. P. Domański
  
• 
  prof. M. Mastyło
  
• 
  prof. A. Pełczynski
  
• 
  prof. P. Wojtaszczyk
  
• 
  prof. W. Żelazko
  
• 
  prof. R. Latała
  

Foreign:

• 
  N. Tomczak- Jaegerman
  
• 
  S. Szarek