Elena Kosygina

Contact Information:

Email: elena "dot" kosygina "at" baruch "dot" cuny "dot" 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:

• Diploma in Mathematics (with Honors), 1989, Moscow State University, Adviser: A.S. Kalashnikov. Diploma paper: "On unbounded solutions of quasi-linear degenerate parabolic equations".

• 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

Some papers and preprints:

Kosygina, E., Mountford, T., Crossing velocities for an annealed random walk in a random potential. Accepted by Stochastic Processes and their Applications. 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

Current Grants:

• PSC CUNY Award # 64603-00 42, July 1, 2011 - June 30, 2012
• Collaboration Grant for Mathematicians, Simons Foundation, #209493, July 1, 2011 - August 31, 2016

Links to local probability seminars: