I am particularly interested in infinite dimensional stochastic calculus. Most recently I have worked on Mosco type convergence as well as weak convergence of stochastic processes and particle systems, and on quasi-invariance of probability measures under certain stochastic and non-stochastic flows. Particle approximations of solutions to certain PDEs play a role in my work.
Jörg-Uwe Löbus
Associate Professor, Docent
My research concerns stochastic analysis and applications such as particle systems and diffusion processes.
Publications
Jörg-Uwe Löbus (2021) Knudsen Type Group for Time in R and Related Boltzmann Type Equations, 72 pp. Online in Communications in Contemporary Mathematics (CCM), doi 10.1142/S0219199721500723
2024
Quasi-invariance under flows generated by non-linear PDEs
Analysis and Applications, Vol. 22, p. 179-277
(Article in journal)
https://dx.doi.org/10.1142/S0219530523500264
2023
Knudsen type group for time in R and related Boltzmann type equations
Communications in Contemporary Mathematics, Vol. 25, Article 2150072
(Article in journal)
https://dx.doi.org/10.1142/S0219199721500723
2018
Boundedness of the Stationary Solution to the Boltzmann Equation with Spatial Smearing, Diffusive Boundary Conditions, and Lions' Collision Kernel
SIAM Journal on Mathematical Analysis, Vol. 50, p. 5761-5782
(Article in journal)
https://dx.doi.org/10.1137/17M1160446
2017
Absolute Continuity under Time Shift of Trajectories and Related Stochastic Calculus
Memoirs of the American Mathematical Society, Vol. 249, p. 1-135
(Article in journal)
https://dx.doi.org/10.1090/memo/1185
2016
Infinite dimensional Ornstein-Uhlenbeck processes with unbounded diffusion: Approximation, quadratic variation, and Itô formula
Mathematische Nachrichten, Vol. 289, p. 2192-2222
(Article in journal)
https://dx.doi.org/10.1002/mana.201500146
CV
Academic Employment
- 2021 - 2022 Substitute Full Professor Leipzig University (Germany)
- 2018 - 2019 Substitute Full Professor, Martin-Luther Universität Halle-Wittenberg
- 2009 - Senior Lecturer, Linköping University, Linköping (Sweden)
- 2005 - 2006 Visitor, University of New Hampshire, Durham (NH)
- 2003 - 2005 Visitor, University of Delaware, Newark (DE)
- 2002 - 2003 Visitor, University of Toledo, Toledo (OH)
- 2001 - 2002 Visitor, Northwestern University, Evanston/Chicago (IL)
- 1996 - 2003 Associate Professor, University of Jena
- 1994 Visiting Assistant Professor, University of Bonn
- 1988 Visiting Assistant Professor, Kiev State University (Ukraine)
- 1987 - 1996 Assistant Professor, University of Jena
- 1983 - 1987 Teaching/Research Assistant, University of Jena
Education
- 2011 Swedish Docent, Institute of Technology, Linköping University
- 1996 Dr. rer. nat. habil., Department of Mathematics and Information Science, University of Jena
- 1988 Dr. rer. nat., Department of Mathematics and Information Science, University of Jena
- 1983 Graduate, Department of Mathematics, Dresden Technical University
Current Memberships
- American Mathematical Society
- Deutscher Hochschulverband
Award
- Third prize in the International Mathematical Olympiad 1976 (Vienna, Austria)
Citizenship
- Federal Republic of Germany, Kingdom of Sweden