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Erik P. Bergström

Director — Stochastic Analysis & Control Specialization: Mathematical Analysis & Stochastic PDEs
Habil. · ETH Zürich PhD · Uppsala University (Matematiska institutionen)

Erik P. Bergström is Director of the Stochastic Analysis & Control Division at the Institute for Advanced Dynamic Uncertainty and one of the foremost mathematical analysts working at the boundary of stochastic processes and partial differential equations. He holds a PhD in Mathematics from Uppsala University (Matematiska institutionen), where his doctoral work established sharp well-posedness and regularity results for a class of degenerate stochastic evolution equations driven by cylindrical Brownian motion in infinite-dimensional function spaces. Following a postdoctoral fellowship at the University of Oxford, he completed his Habilitation at ETH Zürich, where he was appointed Privatdozent in Mathematics — a distinction recognising his independent research programme on the long-time behaviour of measure-valued diffusions and their connections to nonlinear Fokker-Planck theory. At IADU, his research spans the geometric analysis of infinite-dimensional stochastic flows, the construction of rigorous solution frameworks for mean field PDE systems with singular and degenerate coefficients, and the development of functional-analytic tools for high-dimensional optimal control. As Division Director, he sets the scientific agenda for all research in stochastic analysis, functional analysis, and PDE theory, and oversees the work of the Division's fellows and senior associates.

Publications

IADU Publications

Publications forthcoming.

Selected Prior Work

  1. Om välstalldhet för degenererade stokastiska evolutionsekvationer i Banachrum Arkiv för Matematik
  2. Cylindrical Brownian Motion and Degenerate Stochastic Evolution Equations on Banach Spaces Journal of Functional Analysis
  3. Spektralteori för icke-självkonjugerade operatorer med cylindrisk brownsk rörelse Matematiska institutionen, Uppsala universitet (Preprint)
  4. Regularitet och lång-tidsbeteende för måttvärderade diffusioner Mathematica Scandinavica
  5. Stokastiska partiella differentialekvationer och deras roll i medelfältsteori Acta Universitatis Upsaliensis
  6. Measure-Valued Diffusions and the Nonlinear Fokker–Planck Equation on Infinite-Dimensional Spaces Probability Theory and Related Fields
  7. Wohlgestelltheit und Regularität degenerierter stochastischer Evolutionsgleichungen in Banachräumen Mathematische Annalen
  8. Semigrupper av operatorer och deras tillämpningar på stokastiska kontrollproblem Mathematica Scandinavica
  9. Operatorhalbgruppen und ihre Anwendungen auf stochastische Kontrollprobleme in unendlichdimensionalen Räumen Mathematische Zeitschrift
  10. Degenererade paraboliska ekvationer och fria gränsproblem i oändligdimensionella rum Arkiv för Matematik
  11. Maßwertige Diffusionen und die nichtlineare Fokker–Planck-Gleichung: Existenz und Regularität Mathematische Nachrichten
  12. Om geometrin hos oändligdimensionella stokastiska flöden och deras invarianta mått Matematiska institutionen, Uppsala universitet (Preprint)
  13. Geometric Analysis of Infinite-Dimensional Stochastic Flows and Applications to Mean Field Systems Stochastic Processes and their Applications
  14. Hamiltons–Jacobis–Bellmans ekvation i oändligdimensionella tillståndsrum KTH Mathematics Reports
  15. Tillämpningar av funktionalanalys på optimala kontrollproblem för kontinuerliga system Acta Universitatis Upsaliensis

Contact

For research enquiries, contact the Institute at research@iadu.org and include E.P. Bergström in the subject line. All correspondence is handled in accordance with IADU's institutional communication policy.