Jerzy Zabczyk

Jerzy Zabczyk's AcademicInfluence.com Rankings

Jerzy Zabczyk

Mathematics

#6703

World Rank

#9234

Historical Rank

Probability Theory

#95

World Rank

#121

Historical Rank

Statistics

#665

World Rank

#750

Historical Rank

Measure Theory

#1528

World Rank

#1901

Historical Rank

mathematics Degrees

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Mathematics

Jerzy Zabczyk's Degrees

PhD Mathematics University of Warsaw

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Jerzy Zabczyk's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

Stochastic Equations in Infinite Dimensions (2008) (1897)
Mathematical control theory - an introduction (1992) (494)
Ergodicity for Infinite Dimensional Systems: Invariant measures for stochastic evolution equations (1996) (475)
Second order partial differential equations in Hilbert spaces (2002) (421)
Stochastic Equations in Infinite Dimensions: Foundations (1992) (378)
Stochastic Partial Differential Equations with Lévy Noise: An Evolution Equation Approach (2007) (318)
Regularity of solutions of linear stochastic equations in hilbert spaces (1988) (189)
Remarks on the Control of Discrete-Time Distributed Parameter Systems (1974) (177)
Stability and Stabilizability of Infinite-Dimensional Systems (1981) (174)
Nonlinear stochastic wave and heat equations (2000) (165)
Strong Feller Property and Irreducibility for Diffusions on Hilbert Spaces (1995) (157)
Structural properties of semilinear SPDEs driven by cylindrical stable processes (2008) (142)
Stochastic evolution equations with a spatially homogeneous Wiener process (1997) (120)
Remarks on the algebraic Riccati equation in Hilbert space (1975) (118)
Some comments on stabilizability (1989) (117)
Stochastic Partial Differential Equations with Lévy Noise: References (2007) (116)
Controllability of stochastic linear systems (1981) (102)
Topics in stochastic processes (2013) (95)
Evolution equations with white-noise boundary conditions (1993) (88)
Wong-Zakai approximations of stochastic evolution equations (2006) (77)
Densities for Ornstein–Uhlenbeck processes with jumps (2007) (72)
Exponential ergodicity and regularity for equations with Lévy noise (2011) (71)
An Optimal Selection Problem Associated with the Poisson Process (1979) (69)
Regularity of Ornstein–Uhlenbeck Processes Driven by a Lévy White Noise (2008) (67)
Invariant measures for semilinear stochastic equations (1992) (67)
A note on stochastic convolution (1992) (63)
Strong feller property for stochastic semilinear equations (1995) (62)
Exponential moments for HJM models with jumps (2007) (60)
Null Controllability with Vanishing Energy (2003) (58)
Liouville theorems for non-local operators (2004) (53)
Non-explosion, boundedness, and ergodicity for stochastic semilinear equations (1992) (52)
On Optimal Stochastic Control of Discrete-Time Systems in Hilbert Space (1975) (52)
Markovian Term Structure Models in Discrete Time (2002) (50)
Mathematical Control Theory (2020) (43)
Heath-Jarrow-Morton-Musiela equation with L\'evy perturbation (2012) (43)
Structural properties and limit behaviour of linear stochastic systems in Hilbert spaces (1985) (42)
Symmetric solutions of semilinear stochastic equations (1989) (40)
Stochastic Heat and Wave Equations Driven by an Impulsive Noise (2005) (40)
On Decomposition of Generators (1978) (40)
STOCHASTIC PDEs WITH FUNCTION-VALUED SOLUTIONS ∗) (1997) (38)
Time irregularity of generalized Ornstein--Uhlenbeck processes (2009) (38)
Exit problem and control theory (1985) (38)
Smoothing properties of transition semigroups in hilbert spaces (1991) (37)
Differentiability of the Feynman-Kac semigroup and a control application (1997) (37)
Parabolic equations on Hilbert spaces (1999) (36)
On the stability of infinite-dimensional linear stochastic systems (1979) (36)
Exponential mixing for some SPDEs with L\'evy noise (2010) (36)
Stochastic invariance and consistency of financial models (2000) (35)
Stochastic PDE's and Kolmogorov equations in infinite dimensions : lectures given at the 2nd session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cetraro, Italy, August 24- September 1, 1998 (1999) (34)
ON INCOMPLETENESS OF BOND MARKETS WITH INFINITE NUMBER OF RANDOM FACTORS (2008) (34)
Regular Densities of Invariant Measures in Hilbert Spaces (1995) (34)
A note on semilinear stochastic equations (1988) (34)
Stochastic Equations in Infinite Dimensions: Martingale solutions (1992) (34)
Time regularity of solutions to linear equations with Lévy noise in infinite dimensions (2013) (32)
Forward rate models with linear volatilities (2012) (32)
Mathematical Theory Of Adaptive Control (2005) (32)
Chance and decision. Stochastic control in discrete time (2013) (30)
Invariant measures for stochastic heat equations (1998) (29)
Large deviations for stochastic PDE with Levy noise (2010) (29)
Continuity of Stochastic Convolutions (2001) (29)
Strict positivity for stochastic heat equations (1998) (29)
On the maximum principle for deterministic impulse control problems (1988) (27)
On Filtering Equations in Infinite Dimensions (1997) (26)
Norm Discontinuity of Ornstein-Uhlenbeck Semigroups (1999) (25)
Strong envelopes of stochastic processes and a penalty method (1981) (24)
Stochastic Equations in Infinite Dimensions: Survey of specific equations (2014) (24)
Convergence to equilibrium for classical and quantum spin systems (1995) (20)
Ornstein-Uhlenbeck semigroups in open sets of Hilbert spaces (1997) (19)
Regularity of solutions to stochastic Volterra equations (2000) (18)
On large deviations for stochastic evolution equations (1989) (18)
Pricing options for multinomial models (1996) (18)
On minimum energy problems (1991) (16)
Optimal control by means switchings (1973) (16)
Ergodicity for Infinite Dimensional Systems: Stochastic delay systems (1996) (16)
On CIR Equations with General Factors (2020) (15)
A mini course on stochastic partial differential equations (2001) (15)
COMPLETENESS OF BOND MARKET DRIVEN BY LÉVY PROCESS (2008) (14)
On a packing problem (1989) (14)
Stochastic Equations in Infinite Dimensions: Stochastic processes (1992) (14)
Trotter’s formula for transition semigroups (2001) (14)
Introduction to the theory of optimal stopping (1979) (13)
Stabilization of boundary control systems (1979) (13)
On generalized CIR equations (2019) (13)
Second Order Partial Differential Equations in Hilbert Spaces: General parabolic equations (2002) (12)
Time regularity for stochastic Volterra equations by the dilation theorem (2014) (12)
Large deviations estimates for semilinear stochastic equations (1987) (10)
Linear Operator Inequality and Null Controllability with Vanishing Energy for Unbounded Control Systems (2011) (9)
On linear evolution equations with cylindrical Lévy noise (2009) (9)
On impulse control with partial observation (1988) (9)
Exit problem for infinite dimensional systems (1987) (9)
A Note on Stochastic Burgers’ System of Equations (2004) (9)
A Note on Stochastic Wave Equations (2019) (8)
A Semigroup Approach to Boundary Value Control (1977) (8)
The Fractional Calculus and Stochastic Evolution Equations (1993) (8)
Stochastic Partial Differential Equations with Lévy Noise: Operators on Hilbert spaces (2007) (7)
Integro-PDE in Hilbert Spaces: Existence of Viscosity Solutions (2016) (7)
Portfolio diversification with Markovian prices (2005) (7)
Uniqueness for Integro-PDE in Hilbert Spaces (2013) (7)
Lectures in stochastic control (1983) (6)
Harmonic functions for generalised Mehler semigroups (2005) (6)
Stable dynamical systems under small perturbations (1987) (6)
Second Order Partial Differential Equations in Hilbert Spaces: Second order Hamilton-Jacobi equations (2002) (5)
Stochastic Systems and Optimization (1989) (5)
On bounded solutions to convolution equations (2006) (4)
CDO TERM STRUCTURE MODELLING WITH LÉVY PROCESSES AND THE RELATION TO MARKET MODELS (2010) (4)
HJM condition for models with Lévy noise (2005) (3)
Stochastic Equations in Infinite Dimensions: Introduction: Motivating examples (1992) (3)
A note on semipolar sets for processes with independent increments (1975) (3)
Controllability and observability of nonlinear systems (2020) (3)
Stability under small perturbations (1986) (3)
Dynamic programming for impulse control (2020) (3)
A Note on Regularizing Properties of Ornstein — Uhlenbeck Semigroups in Infinite Dimensions (2002) (3)
A note on a selection problem (1979) (3)
Realization theory (2020) (3)
FINITE-CONVERGING PROCEDURES FOR CONTROL PROBLEMS WITH INEQUALITIES (2005) (2)
A note on generalized CIR equations (2021) (2)
Qualitative Properties of Solutions to Stochastic Burgers‚Äô System of Equations (2005) (2)
Regularity Analysis for Stochastic Partial Differential Equations with Nonlinear Multiplicative Trace Class Noise (2010) (2)
Stochastic version of a penalty method (1980) (2)
Stochastic Equations in Infinite Dimensions: Preface (1992) (2)
Stochastic Partial Differential Equations with Lévy Noise: Equations driven by a spatially homogeneous noise (2007) (2)
A mathematical correction problem (1972) (2)
Erratum: On Decomposition of Generators (1980) (2)
On invariant measure for semilinear equations with dissipative nonlinearities (1992) (2)
Pricing options for Markovian models (2002) (2)
A note on the exponential stability of a matrix Riccati equation of stochastic control (1975) (1)
Mathematics of the Bond Market: A Lévy Processes Approach (2020) (1)
A selection problem associated to a renewal process (1977) (1)
EULER’S APPROXIMATIONS OF SOLUTIONS OF REFLECTING SDES WITH DISCONTINUOUS COEFFICIENTS (2012) (1)
Environmental pollution model (2007) (1)
Why equations with Lévy noise (2007) (1)
Stochastic Partial Differential Equations with Lévy Noise: Stochastic Burgers equation (2007) (1)
Stability properties of the discrete Riccati operator equation (1977) (1)
Ergodicity for Infinite Dimensional Systems: Ornstein–Uhlenbeck processes (1996) (1)
Ergodicity for Infinite Dimensional Systems: General Dynamical Systems (1996) (1)
Heath-Jarrow-Morton-Musiela equation with linear volatility (2010) (1)
Stochastic Equations in Infinite Dimensions: Some results on control theory (2014) (1)
Second Order Partial Differential Equations in Hilbert Spaces: Poisson's equation (2002) (1)
HJMM equation for forward rates with linear volatility (2010) (1)
Gauss-Markov processes on Hilbert spaces (2013) (1)
Stochastic systems and optimization : proceedings of the 6th IFIP WG 7.1 Working Conference, Warsaw, Poland, September 12-16, 1988 (1989) (1)
Stochastic Equations in Infinite Dimensions: Large time behaviour of solutions (1992) (1)
CONTROL OF STOCHASTIC DIFFERENTIAL EQUATIONS (2005) (0)
Stochastic Equations in Infinite Dimensions: Bibliography (1992) (0)
Ornstein-Uhlenbeck equations (2002) (0)
BASIC NOTIONS AND DEFINITIONS (2005) (0)
MINIMAX ADAPTIVE CONTROL (2005) (0)
Small noise asymptotic behavior (2014) (0)
CONTROL OF STATIONARY PROCESSES (2005) (0)
CONTROL OF PARTIALLY OBSERVABLE MARKOV CHAINS AND REGENERATIVE PROCESSES (2005) (0)
Second Order Partial Differential Equations in Hilbert Spaces: Semiconcave functions and Hamilton-Jacobi semigroups (2002) (0)
Stochastic Control with at Most Denumerable Number of Corrections (1973) (0)
On some integral equation (1972) (0)
Ergodicity for Infinite Dimensional Systems: Densities of invariant measures (1996) (0)
Elements of the Bond Market (2020) (0)
Institute of Mathematics, Polish Academy of Sciences Weighted Convolution Algebras on Subsemigroups of the Real Line (2009) (0)
Linear deterministic equations (1992) (0)
Integro-PDE in Hilbert Spaces: Existence of Viscosity Solutions (2016) (0)
The stochastic integral (2014) (0)
Ergodicity for Infinite Dimensional Systems: Reaction–Diffusion equations (1996) (0)
Markov processes and stochastic dierential equations (2004) (0)
Second Order Partial Differential Equations in Hilbert Spaces: Preface (2002) (0)
CONTROL OF MARKOV PROCESSES WITH DISCRETE TIME AND SEMI-MARKOV PROCESSES (2005) (0)
Equations with non-Lipschitz coefficients (2007) (0)
Heath-Jarrow-Merton model with linear volatility (2023) (0)
Uniqueness for Integro-PDE in Hilbert Spaces (2011) (0)
Ergodicity for Infinite Dimensional Systems: A result on implicit functions (1996) (0)
Existence and uniqueness for nonlinear equations (1992) (0)
Some results on control theory (1992) (0)
Wave and delay equations (2007) (0)
Ergodicity for Infinite Dimensional Systems: Ergodic and mixing measures (1996) (0)
Densities for Ornstein-Uhlenbeck processes with jumps 8 august 2007 (2008) (0)
General existence and uniqueness results (2007) (0)
Fundamentals of Stochastic Analysis (2020) (0)
Factorization and regularity (2007) (0)
Ergodicity for Infinite Dimensional Systems: An estimate on modulus of continuity (1996) (0)
Stochastic Equations in Infinite Dimensions: Markov properties and Kolmogorov equations (1992) (0)
Hamilton-Jacobi inclusions (2002) (0)
STOPPING GAMES AND DIRICHLET SPACES (1983) (0)
Second Order Partial Differential Equations in Hilbert Spaces: L 2 and Sobolev spaces (2002) (0)
Second Order Partial Differential Equations in Hilbert Spaces: Spaces of continuous functions (2002) (0)
Systems perturbed through the boundary (1996) (0)
Controllability and observability (2020) (0)
CONTROLLED FINITE HOMOGENEOUS MARKOV CHAINS (2005) (0)
Controllability of stochastic systems (1982) (0)
Stochastic Equations in Infinite Dimensions: Existence and uniqueness for nonlinear equations (2014) (0)
Systems with constraints (2020) (0)
Markov property and Kolmogorov equation (2014) (0)
Invariant measures for specific models (1996) (0)
The maximum principle (2020) (0)
Proof of Lemma 4.24 (2007) (0)
Arbitrage-Free HJM Markets (2020) (0)
Ergodicity for Infinite Dimensional Systems: Burgers equation (1996) (0)
CONTROL OF LINEAR DIFFERENCE EQUATIONS (2005) (0)
Some recent developments (2014) (0)
CONTROL OF ORDINARY DIFFERENTIAL EQUATIONS (2005) (0)
Bond Market in Discrete Time (2020) (0)
Analysis of Morton’s Equation (2020) (0)
The existence of optimal strategies (2020) (0)
Lévy–Khinchin formula on [0,+∞) (2007) (0)
Portfolio diversification with Markovian (2005) (0)
Stochastic Equations in Infinite Dimensions: Random Variables (1992) (0)
Cylindrical processes and reproducing kernels (2007) (0)
On asymptotic properties of infinite dimensional stochastic systems (1999) (0)
Second Order Partial Differential Equations in Hilbert Spaces: Ornstein-Uhlenbeck semigroups on Lp ( H , μ) (2002) (0)
Ergodicity of Burgers' System (2020) (0)
Some interplays between control theory and stochastic systems (1989) (0)
Absolute continuity and the Girsanov theorem (2014) (0)
Stochastic Equations in Infinite Dimensions: Absolute continuity and Girsanov's theorem (1992) (0)
Poisson random measures (2007) (0)
Viscosity solutions of Bellman equations (2020) (0)
Elliptic equations with variable coefficients (2002) (0)
Professor Stefan Rolewicz: Curriculum vitae and List of publications (2007) (0)
Analysis of the HJMM Equation (2020) (0)
Dynamic programming (2020) (0)
Martingale Representation and Girsanov’s Theorems (2020) (0)
Equations with noise on the boundary (2007) (0)
Regular Markovian systems (1996) (0)
PR ] 2 8 A pr 2 00 8 Densities for Ornstein-Uhlenbeck processes with jumps 11 april 2008 (2008) (0)
Analisi matematica . — Regularity of solutions to stochastic Volterra equations (2013) (0)
TheFractionalCalculus and StochasticEvolutionEquations (1993) (0)
Ergodicity for Infinite Dimensional Systems: Navier–Stokes equations (1996) (0)
Uniqueness of invariant measures (1996) (0)
Regularization of Markov processes (2007) (0)
Average age of the members of the Polish Academy of Sciences (2011) (0)
Second Order Partial Differential Equations in Hilbert Spaces: Gaussian measures (2002) (0)
Stability and stabilizability (2020) (0)
Stochastic Partial Differential Equations with Lévy Noise: Stochastic parabolic problems (2007) (0)
Arbitrage-Free Forward Curves Models (2020) (0)
REAL-VALUED HPIV WITH FINITE NUMBER OF CONTROLS: AUTOMATON APPROACH (2005) (0)
Stochastic Equations in Infinite Dimensions: Nuclear and Hilbert - Schmidt operators (1992) (0)
Second Order Partial Differential Equations in Hilbert Spaces: Bibliography (2002) (0)
Book reviewStochastic control by functional analysis methods: Alain BENSOUSSAN Volume 11 in: Studies in mathematics and its Applications, North-Holland, Amsterdam, 1982, xvi + 410 pages, Df1.125.00 (1983) (0)
Mathematical control theory : proceedings of a conference, Zakopane, January 1974 (1976) (0)
Exponential ergodicity in variation distance for equations with L\'evy noise (2011) (0)
Controllability with vanishing energy (2020) (0)
Bond Market in Continuous Time (2020) (0)
Controllable systems with vanishing energy (2020) (0)
Smoothing properties of convolutions (1996) (0)
Stochastic Equations in Infinite Dimensions: Linear equations with multiplicative noise (1992) (0)
Stochastic Equations in Infinite Dimensions: Linear equations with additive noise (1992) (0)
Stochastic Equations for Forward Rates (2020) (0)
Second Order Partial Differential Equations in Hilbert Spaces: Parabolic equations in open sets (2002) (0)
Boundary control systems (2020) (0)
Existence of invariant measures (1996) (0)
Linear control systems (2020) (0)
Canonical Markovian Systems (1996) (0)
Forward rate models with linear volatilities (2011) (0)
Stochastic Partial Differential Equations with Lévy Noise: Bond market models (2007) (0)
Stochastic Equations in Infinite Dimensions: Dissipative mappings (1992) (0)
Small noise asymptotic (1992) (0)
Bonds with volatilities proportional to forward rates (2009) (0)
Second Order Partial Differential Equations in Hilbert Spaces: The heat equation (2002) (0)
Arbitrage-Free Affine Term Structure (2020) (0)
Linear regulators in Hilbert spaces (2020) (0)

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