Department of Mathematics

Baruch College and the CUNY Graduate Center

**Contact Information:**

*Email:* elena.kosygina@baruch.cuny.edu

*Phone:* +1 (646) 312-4167

**Mailing address:**

One Bernard Baruch Way

Department of Mathematics, Box B6-230

Baruch College

New York, NY 10010

USA

**Current research interests:**

- Random walks and diffusions in random media

** Education:**

*Undergraduate:*

- Diploma in Mathematics (with Honors), 1989, Moscow State University,

Adviser: A.S. Kalashnikov. Diploma paper: “On unbounded solutions of quasi-linear degenerate parabolic equations”.

*Graduate:*

- Candidate of Science in Physics and Mathematics, 1995, Moscow State University, Department of Mathematics and Mechanics,

Adviser: A.S. Kalashnikov. Dissertation: “Cauchy problem in classes of growing functions for equations of fast diffusion type”. - Ph.D. in Mathematics, 1999, Courant Institute, New York University, Mathematics,

Adviser: S.R.S. Varadhan. Dissertation: “Behavior of relative entropy in the hydrodynamic scaling limit”. PDF

**Graduate students:**

- Omar Chakhtoun (the CUNY Graduate Center, current)

**Some papers and preprints:**

Davini, A., Kosygina, E., *Homogenization of viscous and non-viscous HJ equations: a remark and an application; *submitted; arXiv:1608.01893v2

Kosygina, E., Peterson, J., *Functional Limit laws for recurrent excited random walks with Markovian cookie stacks; *Electronic Journal of Probability*,* 21 (2016), paper no. 70, 24 pp.

Kosygina, E., Zerner, M. P. W., *A zero-one law for recurrence and transience of frog processes*; (in press) Probability Theory and Related Fields; Online First; arXiv:1508.01953

Kosygina, E., Peterson, J., *Excited random walks with Markovian cookie stacks*; to appear in Annales de L’Institute Henri Poincare; arXiv:1504.06280

Dolgopyat, D., Kosygina, E., *Excursions and occupation times of critical excited random walks*; ALEA Lat. Am. J. Probab. Math. Stat.12 (2015), no. 1, 427–450. arXiv:1410.7090

Kosygina, E., Zerner, M. P. W., *Excursions of excited random walks on integers; * Electronic Journal of Probability, 19 (2014), article 25, 1-25.

Kosygina, E., *Crossing speeds of random walks among “sparse” or “spiky” Bernoulli potentials on integers, *Journal of Statistical Physics, 152 (2013), no. 2, 213-236; arXiv:1212.4447

Kosygina, E., Zerner, M. P. W., *Excited random walks: results, methods, open problems.* Bulletin of the Institute of Mathematics. Academia Sinica (New Series) 8 (2013), no. 1, 105-157; Published version; arXiv:1204.1895

Dolgopyat, D., Kosygina, E.,* Scaling limits of recurrent excited random walks on integers. * Electronic Communications in Probability 17 (2012), article 35, 1-14.

Kosygina, E., Mountford, T., *Crossing velocities for an annealed random walk in a random potential.* Stochastic Processes and their Applications 122 (2012), no. 1, 277–304. arXiv:1103.0515v1.

Kosygina, E., Mountford, T., *Limit laws of transient excited random walks on integers.* Annales de l’Institut Henri Poincare, Probabilites et Statistiques, 47 (2011), no. 2, 575-600. arXiv:0908.4356v2.

Kosygina, E., Mountford, T. S., Zerner, M. P. W., *Lyapunov exponents of Green’s functions for random potentials tending to zero.* Probability Theory and Related Fields, 150 (2011), no. 1-2, 43-59. arXiv:0903.4928v2.

Kosygina, E., Zerner, M. P. W., *Positively and negatively excited random walks on integers, with branching processes.* Electronic Journal of Probability, 13 (2008), paper 64, 1952-1979.

Kosygina, E., Varadhan S.R.S., *Homogenization of Hamilton-Jacobi-Bellman equations with respect to time-space shifts in a stationary ergodic medium.* Communications on Pure and Applied Mathematics, 61 (2008), no. 6, 816-847. PDF

Kosygina, E., *Homogenization of stochastic Hamilton-Jacobi equations: brief review of methods and applications.* Stochastic Analysis and Partial Differential Equations, Series of Contemporary Mathematics 429 (2007), American Mathematical Society, 189-204. PDF

Kosygina, E., Rezakhanlou, F., and Varadhan, S.R.S., *Stochastic homogenization of Hamilton-Jacobi-Bellman Equations.* Communications on Pure and Applied Mathematics, 59 (2006), no. 10, 1489-1521.PDF

Kosygina, E., *Brownian flow on a finite interval with jump boundary conditions.* Discrete and Continuous Dynamical Systems, Series B, 6 (2006), no. 4, 867-880. PDF

Kosygina, E., *On the Cauchy problem for the generalized porous medium equation.* Communications in Partial Differential Equations, 26 (2001), 841-858. PDF

Kosygina, E., *The behavior of the specific entropy in the hydrodynamic scaling limit.* The Annals of Probability, 29 (2001), no. 3, 1086-1110. PDF

Kosygina, E., *The behavior of the specific entropy in the hydrodynamic scaling limit for Ginzburg-Landau model.* Markov Processes and Related Fields, 7 (2001), no. 3, 383-417. PDF

- Scholar Incentive Award, Baruch College, CUNY, 2014-2015
- Simons Fellow in Mathematics, Simons Foundation, 2014-2015
- Collaboration Grant for Mathematicians, Simons Foundation, #209493, July 1, 2011 – August 31, 2016

CUNY Probability Seminar, Tuesdays, 4:15-5:15 p.m., Room 5417

Courant Institute Probability and Mathematical Physics Seminar, Fridays, 11 a.m.-12 p.m., Room 512

Columbia University Probability Seminar, Fridays, 12-1 p.m., Room 520