Lukasz Stettner

Lukasz Stettner was born in Starachowice, Poland, in 1955. He Graduated from the University of Lublin in 1978. He completed the Ph.D. degree and Habilitation at the Institute of Mathematics, Polish Academy of Sciences in 1981 and 1989, respectively. Presently, he is a Full Professor of mathematics at the Institute of Mathematics, Polish Academy of Sciences, and the Scientific Director of the institute. He serves also the Chairman of the Mathematical Center for Science and Technology at IMPAN and a Professor at the Academy of Finance. He is mainly interested in stochastic control (optimal stopping, impulsive control, ergodic control problems, control of manufacturing systems, risk sensitive control, filtering and control with partial observation), mathematical finance (arbitrage theory, portfolio analysis, pricing of financial derivatives), and stochastic processes (large deviations, ergodicity of Markov processes). Stettner is the Editor of Applicationes Mathematicae. In 2006, he received Hugo Steinhaus PTM prize. He was an Organizer of numerous international conferences including 2nd General AMaMeF Conference (2007) and EMS Summer School on Risk Theory and Related Topics (2008). He was a supervisor of 10 Ph.D. theses.

Biography Updated on 30 March 2010

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