Mgr. Martin Ondreját, Ph.D.
research fellow

Department:
Department of Stochastic Informatics
Research interests:
stochastic partial differential equations, stochastic wave maps
Biography
Publication list
• 1994-2000 Charles University, faculty of mathematics and physics (matematical analysis, Mgr)
• 1998 (winter term) Vrije Universiteit van Amsterdam (Erasmus-Socrates)
• 2000-2003 Université Henri Poincaré Nancy 1 and Charles University ("thése en co-tutelle") PhD
• 2003-2008: Mathematical Institute, Czech Academy of Sciences (research fellow)
• 2008- : Institute of Information Theory and Automation, Czech Academy of Sciences (research fellow)
Books and chapters
- Stochastic Geometric Partial Differential Equations, New Trends In Stochastic Analysis And Related Topics - A Volume in Honour of Professor K D Elworthy, p. 1-32, Eds: Zhao Huaizhong, Truman Aubrey Download [2011] :
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] :
- Besov-Orlicz Path Regularity of Non-Gaussian Processes, Potential Analysis 60 1 (2024), p. 307-339 Download Download DOI: 10.1007/s11118-022-10051-8 [2024] :
- Numerical approximation of nonlinear SPDE’s, Stochastics and Partial Differential Equations: Analysis and Computations 11 4 (2023), p. 1553-1634 Download Download DOI: 10.1007/s40072-022-00271-9 [2023] :
- Numerical approximation of probabilistically weak and strong solutions of the stochastic total variation flow, ESAIM. Mathematical Modelling and Numerical Analysis 57 2 (2023), p. 785-815 Download Download DOI: 10.1051/m2an/2022089 [2023] :
- Stochastic integration with respect to fractional processes in Banach spaces, Journal of Functional Analysis 282 Download Download DOI: 10.1016/j.jfa.2022.109393 [2022] :
- Large deviations for (1+1)-dimensional stochastic geometric wave equation, Journal of Differential Equations 325 1 (2022), p. 1-69 Download Download DOI: 10.1016/j.jde.2022.04.003 [2022] :
- On temporal regularity of stochastic convolutions in 2-smooth Banach spaces, Annales de L Institut Henri Poincare-Probabilites Et Statistiques 56 3 (2020), p. 1792-1808 Download Download DOI: 10.1214/19-AIHP1017 [2020] :
- Uniqueness of the nonlinear Schrödinger equation driven by jump processes, Nodea-Nonlinear Differential Equations and Applications 26 Download Download DOI: 10.1007/s00030-019-0569-3 [2019] :
- Support of solutions of stochastic differential equations in exponential Besov-Orlicz spaces, Stochastic Analysis and Applications 36 6 (2018), p. 1037-1052 Download DOI: 10.1080/07362994.2018.1524304 [2018] :
- 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] :
- Lp-valued stochastic convolution integral driven by Volterra noise, Stochastics and Dynamics 18 Download DOI: 10.1142/S021949371850048X [2018] :
- Invariant measure for the stochastic Navier-Stokes equations in unbounded 2D domains, Annals of Probability 45 5 (2017), p. 3145-3201 Download DOI: 10.1214/16-AOP1133 [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] :
- Ergodicity for a Stochastic Geodesic Equation in the Tangent Bundle of the 2D Sphere, Czechoslovak Mathematical Journal 65 3 (2015), p. 617-657 Download DOI: 10.1007/s10587-015-0200-7 [2015] :
- Weak Characterizations of Stochastic Integrability and Dudley's Theorem in Infinite Dimensions, Journal of Theoretical Probability 27 4 (2014), p. 1350-1374 Download DOI: 10.1007/s10959-013-0479-y [2014] :
- Stochastic geometric wave equations with values in Riemannian homogeneous spaces, Annals of Probability 41, p. 1938-1977 Download DOI: 10.1214/11-AOP690 [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] :
- Weak Solutions to Stochastic Wave Equations with Values in Riemannian Manifolds, Communications in Partial Differential Equations 36 9 (2011), p. 1624-1653 Download DOI: 10.1080/03605302.2011.574243 [2011] :
- Stochastic nonlinear wave equations in local Sobolev spaces, Electronic Journal of Probability 15 33 (2010), p. 1041-1091 Download DOI: 10.1214/EJP.v15-789 [2010] :
- Stochastic wave equation with critical nonlinearities: Temporal regularity and uniqueness, Journal of Differential Equations 248 7 (2010), p. 1579-1602 Download DOI: 10.1016/j.jde.2009.12.010 [2010] :
Other publications
- Stochastic Geometric Wave Equations, Stochastic Analysis: A Series of Lectures, p. 157-188 Download DOI: 10.1007/978-3-0348-0909-2_6 [2015] :
- Stochastic wave equations with values in Riemannian manifolds, Proceedings of the 8th International Meeting on Stochastic Partial Differential Equations and Applications, p. 1-33 Download [2010] :