Elena Kosygina, Professor

Elena Kosygina, Professor

Web Page

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

Current research interests:

  • Random walks and diffusions in random media
  • Stochastic homogenization of (viscous) Hamilton-Jacobi equations


  • 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 students:

  • Omar Chakhtoun (CUNY Graduate Center, PhD, February 2019)

Some papers and preprints:

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; accepted by Journal of DIfferential Equations; 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; (in press) 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., 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

Most recent grants and awards:

Links to local probability seminars:

CUNY Probability Seminar, Tuesdays, 4:30-5:30 p.m., Room 9207
Courant Institute Probability and Mathematical Physics Seminar, joint with
Columbia University Probability Seminar, Fridays, 12:30-1:30 p.m.