About

This conference is organised to celebrate the 70th birthday of Professor Łukasz Stettner, whose contributions have played a significant role in the fields of financial mathematics, stochastic control, and stochastic processes. The event will provide an opportunity for researchers, collaborators, and former students to present recent advancements influenced by his work and to discuss the continuing relevance of his ideas in contemporary mathematics. The conference will focus on recent developments and potential future directions in stochastic control, financial mathematics, and related areas. It is intended for researchers, industry practitioners, PhD students, and early-career scholars with an interest in these topics.

The conference starts at 9 AM, Thursday, March 13th and finishes at 2 PM, Friday, March 14th. All the lectures and discussions will take place in room 321 of the Institute of Mathematics Polish Academy of Sciences, Śniadeckich 8, Warsaw.  

Program

Abstracts

Confirmed plenary speakers

• Tomasz Bielecki (Illinois Institute of Technology)

• Andrzej Palczewski (University of Warsaw)

• Miklos Rasonyi (Alfréd Rényi Institute of Mathematics)

• Jerzy Zabczyk (Institute of Mathematics Polish Academy of Sciences)

Registration

Registration is free but compulsory. To register please fill in the form below. Please remember to hit the "submit" button.

The registration deadline is 28.02.2025.

Please note that we cannot reimburse travel expenses nor provide accommodation for the participants.

The registration is closed.

Scientific committee

• Tomasz Bielecki (Illinois Institute of Technology)

• Jacek Jakubowski (University of Warsaw)

• Andrzej Palczewski (University of Warsaw)

• Jan Palczewski (University of Leeds)

• Jerzy Zabczyk (Institute of Mathematics Polish Academy of Sciences)

Organising committee

• Tomasz Cieślak (Institute of Mathematics Polish Academy of Sciences)

• Paweł Dłotko (Institute of Mathematics Polish Academy of Sciences)

• Damian Jelito (Jagiellonian University)

• Marcin Pitera (Jagiellonian University)

• Adam Skalski (Institute of Mathematics Polish Academy of Sciences)

Registered participants

• Radosław Adamczak (University of Warsaw)

• Maria Anna Chojnowska-Michalik (University of Łódź)

• Michał Barski (University of Warsaw)

• Witold Bednorz (University of Warsaw)

• Tomasz Bielecki (Illinois Institute of Technology)

• Krzysztof Bogdan (Wrocław University of Science and Technology)

• Małgorzata Bogdan (University of Wrocław)

• Krzysztof Burnecki (Wrocław University of Science and Technology)

• Tomasz Cieślak (Institute of Mathematics Polish Academy of Sciences)

• Dorota Czarnocka-Cieciura (Institute of Mathematics Polish Academy of Sciences)

• Philippe J.S. De Brouwer (HSBC)

• Łukasz Delong (University of Warsaw)

• Paweł Dłotko (Dioscuri Centre in Topological Data Analysis)

• Elzbieta Ferenstein (Polish-Japanese Academy of Information Technology)

• Henryk Gacki (Silesian University of Technology)

• Wiesław Grygierzec (University of Agriculture in Kraków)

• Tomasz Grzywny (Wrocław University of Science and Technology)

• Tomasz Helbing (Nordea)

• Katarzyna Horbacz (University of Silesia in Katowice)

• Jacek Jakubowski (University of Warsaw)

• Anna Jaśkiewicz (Wrocław University of Science and Technology)

• Piotr Jaworski (University of Warsaw)

• Damian Jelito (Jagiellonian University in Kraków)

• Marek Kociński (Warsaw University of Life Sciences)

• Łukasz Kruk (Maria Curie-Skłodowska University)

• Rafał Łochowski (Warsaw School of Economics)

• Marek Męczarski (SGH Warsaw School of Economics)

• Arkadiusz Misztela (University of Szczecin)

• Michał Motoczyński (mBank)

• Andrzej Palczewski (University of Warsaw)

• Jan Palczewski (University of Leeds)

• Karol Palka (Institute of Mathematics Polish Academy of Sciences)

• Zbigniew Palmowski (Wrocław University of Science and Technology)

• Bożenna Pasik-Duncan (University of Kansas)

• Szymon Peszat (Jagiellonian University in Kraków)

• Joanna Piasecka (Military University of Technology)

• Marcin Pitera (Jagiellonian University in Kraków)

• Anna Poczmańska (Institute of Mathematics Polish Academy of Sciences)

• Renata Podgórska-Zając (Institute of Mathematics Polish Academy of Sciences)

• Joanna Polańska (Silesian University of Technology)

• Miklos Rasonyi (Alfréd Rényi Institute of Mathematics)

• Teresa Regińska (Institute of Mathematics Polish Academy of Sciences)

• Tomasz Rogala (Cardinal Stefan Wyszyński University in Warsaw)

• Ryszard Rudnicki (Institute of Mathematics Polish Academy of Sciences)

• Tomasz Rychlik (Instituite of Mathematics Polish Academy of Sciences)

• Agnieszka Rygiel (Kraków University of Economics)

• Adam Skalski (Institute of Mathematics Polish Academy of Sciences)

• Dariusz Socha (Warsaw University of Technology)

• Grzegorz Sroka (Rzeszów University of Technology)

• Łukasz Stettner (Institute of Mathematics Polish Academy of Sciences)

• Paweł Stępniak (Wrocław University of Science and Technology)

• Anna Sulima (Wroclaw University of Economics and Business)

• Krzysztof Szajowski (Wrocław University of Science and Technology)

• Tomasz Szarek (Institute of Mathematics Polish Academy of Sciences)

• Janusz Szwabiński (Wrocław University of Science and Technology)

• Tomasz Tkaliński (University of Warsaw)

• Andrzej Tomski (University of Silesia in Katowice)

• Radosław Wieczorek (University of Silesia in Katowice)

• Maciej Wiśniewolski (University od Warsaw)

• Hanna Wojewódka-Ściążko (University of Silesia in Katowice)

• Michał Wronka (Wrocław University of Science and Technology)

• Jerzy Zabczyk (Institute of Mathematics Polish Academy of Sciences)

• Wojciech Zajączkowski (Institute of Mathematics Polish Academy of Sciences)

• Dariusz Zawisza (Jagiellonian University in Kraków)

Support and organisation

The conference is organised jointly by the Institute of Mathematics Polish Academy of Sciences, the Dioscuri Centre in Topological Data Analysis, and the Faculty of Mathematics and Computer Science of the Jagiellonian University in Kraków. We kindly appreciate the support from Banach Center, ID.UJ program, and HSBC.

Contact

For contact, write to damian.jelito [at] uj.edu.pl.