RNDr. Jan Seidler, CSc.
vice-head of department
Department:
Department of Stochastic Informatics
Research interests:
stochastic analysis, stochastic partial differential equations, history of exact sciences
Biography
Publication list
I studied mathematical analysis at Charles University in Prague (RNDr. 1985).
Since 1985, I have been with the Czechoslovak (later Czech) Academy of Sciences,
the title CSc. (Candidatus Scientiarum, a Ph.D. equivalent) was
awarded to me in 1990. My mathematical interests lie on the borderline
between (functional) analysis and probability theory. Since 1990,
I have lectured at Charles University; essentialy each term
I read one or two courses on topics related to stochastic differential
equations, Markov processes and/or ergodic theory.
Books and chapters
- : Jáchymover Uranerz und Radioaktivitaetsforschung um die Wende des 19./20. Jahrhunderts, Universitaetsverlag Chemnitz (Chemnitz, 2010) Download [2010]
- : Jáchymovská uranová ruda a výzkum radioaktivity na přelomu 19. a 20. století, Národní technické muzeum (Praha, 2007) [2007]
Journal articles
- : An elementary prof of the generalized Itô formula, Mathematica Slovaca 75 1 (2025), p. 205-214 Download Download DOI: 10.1515/ms-2025-0016 [2025]
- : Stochastic approximation procedures for Lévy-driven SDEs, Journal of Optimization Theory and Applications 197 2 (2023), p. 817-837 Download Download DOI: 10.1007/s10957-023-02198-0 [2023]
- : A note on weak solutions to stochastic differential equations, Kybernetika 54 5 (2018), p. 888-907 Download DOI: 10.14736/kyb-2018-5-0888 [2018]
- : A note on continuous-time stochastic approximation in infinite dimensions, Electronic Communications in Probability 22 Download DOI: 10.1214/17-ECP67 [2017]
- : Invariant measures for stochastic nonlinear beam and wave equations, Journal of Differential Equations 260 5 (2016), p. 4157-4179 Download DOI: 10.1016/j.jde.2015.11.007 [2016]
- : On weak solutions of stochastic differential equations II, Stochastic Analysis and Applications 31 4 (2013), p. 663-670 Download DOI: 10.1080/07362994.2012.628916 [2013]
- : On existence of progressively measurable modifications, Electronic Communications in Probability 18 20 (2013), p. 1-6 Download DOI: 10.1214/ECP.v18-2548 [2013]
- : On weak solutions of stochastic differential equations, Stochastic Analysis and Applications 30 1 (2012), p. 100-121 Download DOI: 10.1080/07362994.2012.628916 [2012]
- : Exponential estimates for stochastic convolutions in 2-smooth Banach spaces, Electronic Journal of Probability 15 50 (2010), p. 1556-1573 Download DOI: 10.1214/EJP.v15-808 [2010]
- : Stochastic convolutions driven by martingales: maximal inequalities and exponential integrability, Stochastic Analysis and Applications 26 1 (2008), p. 98-119 [2008]