Department of Mathematics
Baruch College and the CUNY Graduate Center (on leave for 2024-2025)
Contact Information:
Email: elena.kosygina “at” 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:
Education:
Undergraduate:
Graduate:
Graduate students:
Papers and preprints:
Kosygina, E., Yilmaz, A., Homogenization of nonconvex viscous Hamilton-Jacobi equations in stationary ergodic media in one dimension; 20 pages; arXiv:2403.15963
Kosygina, E., Yilmaz, A., Loss of quasiconvexity in the periodic homogenization of viscous Hamilton-Jacobi equations; 24 pages; arXiv:2309.09343
Davini, A., Kosygina, E., Yilmaz, A., Stochastic homogenization of nonconvex viscous Hamilton-Jacobi equations in one space dimension; 31 pages; accepted for publication by Communications in Partial Differential Equations; arXiv:2303.06415
Kosygina, E., Mountford, T., Peterson, J., Convergence and non-convergence of of scaled self-interacting random walks to Brownian motion perturbed at extrema; Annals of Probability, 51 (2023), no. 5, 1684-1728; published version; arxiv:2208.02589
Kosygina, E., Mountford, T., Peterson, J., Convergence of random walks on Markovian cookie stacks to Brownian motion perturbed at extrema; Probability Theory and Related Fields, 182 (2022), no. 1-2, 189-275; published version; arXiv:2008.06766
Davini, A., Kosygina, E., Stochastic homogenization of a class of nonconvex viscous HJ equations in one space dimension; Journal of DIfferential Equations, 333 (2022), 231-267; published version; arXiv:2002.02263
Kosygina, E., Yilmaz, A., Zeitouni, O., Homogenization of a class of one-dimensional non-convex viscous Hamilton-Jacobi equations with random potential; Communications in Partial Differential Equations, 45 (2020), no. 1, 32–56; published version; arXiv:1710.03087
Davini, A., Kosygina, E., Homogenization of viscous and non-viscous HJ equations: a remark and an application; Calculus of Variations and Partial Differential Equations, 56 (2017), paper 95, 21 pages; arXiv:1608.01893v2; published version (print/download is not allowed; misprints: missing commas in A(x/ε,ω) between x/ε and ω in 3 places)
Kosygina, E., Zerner, M. P. W., A zero-one law for recurrence and transience of frog processes; Probability Theory and Related Fields, 168 (2017), no. 1-2, 317–346; published version*; arXiv:1508.01953 (*print/download is not allowed)
Kosygina, E., Peterson, J., Excited random walks with Markovian cookie stacks; Annales de L’Institute Henri Poincaré, Probabilités et Statistiques, 53 (2017), no. 3, 1458-1497; arXiv:1504.06280
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.
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., 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
CUNY Probability Seminar, Tuesdays, 4:15-5:15 p.m., Room 5417
Courant Institute Probability and Mathematical Physics Seminar
Columbia University Probability Seminar