Lukasz Stettner

Polish Academy of Sciences, Poland


Lukasz Stettner was born in Starachowice, Poland, in 1955. He graduated from the University of Lublin, Lublin, Poland, in 1978. He completed the Ph.D. degree and the Habilitation degree at the Institute of Mathematics, Polish Academy of Sciences, Warsaw, Poland, in 1981 and 1989, respectively. Presently, he serves as a Full-Time Professor of mathematics and the Scientific Director at the Institute of Mathematics, Polish Academy of Sciences, Warsaw, Poland. He also works as the Chairman of the Mathematical Center for Science and Technology at IMPAN and as a Professor at the Academy of Finance. His research interests include stochastic control (optimal stopping, impulsive control, ergodic control problems, control of manufacturing systems, risk sensitive control, and filtering and control with partial observation), mathematical finance (arbitrage theory, portfolio analysis, and pricing of financial derivatives), and stochastic processes (large deviations and ergodicity of Markov processes). In addition, Stettner serves as the Editor of Applicationes Mathematicae. In 2006, he received the Hugo Steinhaus PTM prize. He was an Organizer of numerous international conferences including the Second and Sixth General AMaMeF Conference (2007 and 2013) and EMS Summer School on Risk Theory and Related Topics (2008). He was a Supervisor of 11 Ph.D. degree theses.

Biography Updated on 6 March 2014

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