We prove the existence of martingale solutions and of stationary solutions of stochastic
Navier-Stokes equations under very general hypotheses on the diffusion term. The stationary …

We consider a Burgers equation perturbed by a multiplicative white noise. We prove the
existence and uniqueness of the global solution as well as the strong Feller property and …

We give an existence theorem for an abstract nonlinear stochastic evolution equation in a
Hilbert space. The result is applicable to the stochastic Navier-Stokes equation in any …

In this paper we study the existence and uniqueness of weak solutions of stochastic differential
equations on Banach spaces. We also study the existence of invariant measures for the …

From a mathematical point of view, a class of infinite-dimensional stochastic differential
equations describing continuous spontaneous localization in quantum dynamics will be studied. …

We consider nonlinear stochastic evolution equation in Hilbert space. A simple new proof of
existence of weak solution is given provided C 0 -semigroup governing the linear part of this …

… Prior to joining Ernst and Young Robert worked in the BRE Bank where he worked together
with Dariusz Gatarek and he was engaged in quantitative research. Robert also teaches at …

Let (R, 7, P) be a fixed probability space with a filtration (Ft). Let W (t), t 2 0 be a cylindrical
Wiener process with values in a separable Hilbert space U defined on (0, 7, P). The …

In this paper we formulate new general optimality conditions for impulsive control of
piecewise-deterministic processes. We prove continuity of the value functions for optimal stopping, …

An optimal control problem is studied for a Hilbert space-valued diffusion. Existence of an
optimal control in the class of relaxed controls is proved. As a tool, the factorization method …