Elena Kosygina

Elena Kosygina is a Visiting Professor of Mathematics at NYU Shanghai and a Professor of Mathematics at Baruch College and the CUNY Graduate Center. After completing her PhD at the Courant Institute of Mathematical Sciences, NYU, she was a (non-tenure-track) R. Boas Assistant Professor at Northwestern University, and then moved to CUNY to a tenure-track position and received tenure. She was a member of the Institute of Advanced Studies (Spring 2009) and a Simons Fellow in Mathematics (2014-2015).

Prof. Kosygina’s research is in probability, stochastic processes, and partial differential equations. In particular, she is interested in scaling limits of self-interacting random walks and in homogenization of Hamilton-Jacobi equations in random media.

Select Publications

• Kosygina, E., Mountford, T., Peterson, J., Convergence and non-convergence of scaled self-interacting random walks to Brownian motion perturbed at extrema; Annals of Probability, 51 (2023), no. 5, 1684-1728
• 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.
• 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.
• 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.
• 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. 

Education

• PhD, Mathematics
  Courant Institute of Mathematical Sciences, NYU
• Candidate of Sciences, Physics and Mathematics
  Moscow State University 

Research Interests

• Random walks and diffusions in random media, self-interacting random walks
• Homogenization of Hamilton-Jacobi equations in stationary ergodic media