Perkowski, Nicolas
- Paracontrolled distributions and singular PDEs
2012/10/09 by Gubinelli, Massimiliano, Imkeller, Peter, Perkowski, Nicolas · 23 citations
#60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR)
- Longtime asymptotics of the two-dimensional parabolic Anderson model with white-noise potential
2020/09/24 by König, Wolfgang, Perkowski, Nicolas, van Zuijlen, Willem · 3 citations
#FOS: Mathematics #Probability (math.PR)
- The infinitesimal generator of the stochastic Burgers equation
2018/10/29 by Gubinelli, Massimiliano, Perkowski, Nicolas · 2 citations
#FOS: Mathematics #Probability (math.PR)
- An extension of the stochastic sewing lemma and applications to fractional stochastic calculus
2022/06/03 by Toyomu Matsuda, Nicolas Perkowski, Matsuda, Toyomu +1 · 2 citations
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #60G22 #60H05 #60H10 #60J55 #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift
2024/07/12 by Lukas Gräfner, Nicolas Perkowski, Gräfner, Lukas +1 · 4 citations
Mathematics · Engineering · Economics, Econometrics and Finance · #Advanced Mathematical Physics Problems #Stability and Controllability of Differential Equations #Stochastic processes and financial applications
- Quantitative heat kernel estimates for diffusions with distributional drift
2020/09/22 by Perkowski, Nicolas, van Zuijlen, Willem · 2 citations
#FOS: Mathematics #Probability (math.PR)
- C-infinity regularization of ODEs perturbed by noise
2020/03/12 by Harang, Fabian A., Perkowski, Nicolas · 1 citation
#Classical Analysis and ODEs (math.CA) #FOS: Mathematics #Probability (math.PR)
- Rough weak solutions for singular Lévy SDEs
2023/09/27 by Helena Kremp, Kremp, Helena, Nicolas Perkowski +1 · 2 citations
Economics, Econometrics and Finance · #60G51 #60H10 #60K37 #60L20 #60L40 #Credit Risk and Financial Regulations #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications
- Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces
2022/07/13 by Ana Djurdjevac, Djurdjevac, Ana, Helena Kremp +3 · 1 citation
Mathematics · Biochemistry, Genetics and Molecular Biology · Physics and Astronomy · #Stochastic processes and statistical mechanics #Diffusion and Search Dynamics #Theoretical and Computational Physics
- Derivation of the stochastic Burgers equation with Dirichlet boundary conditions from the WASEP
2017/10/30 by Patrícia Gonçalves, Nicolas Perkowski, Gonçalves, Patricia +3 · 1 citation
Mathematics · Physics and Astronomy · #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Probability (math.PR) #Random Matrices and Applications #Stochastic processes and statistical mechanics #Theoretical and Computational Physics
- Level crossings of fractional Brownian motion
2023/08/16 by Das, Purba, Łochowski, Rafał, Matsuda, Toyomu +1 · 1 citation
#60G22 #60J55 #FOS: Mathematics #Probability (math.PR)
- Weak Error of Dean-Kawasaki Equation with Smooth Mean-Field Interactions
2025/02/28 by Djurdjevac, Ana, Ji, Xiaohao, Perkowski, Nicolas · 2 citations
#60H15 #60J60 #60K35 #FOS: Mathematics #Probability (math.PR)
- The KPZ Equation on the Real Line
2018/08/01 by Perkowski, Nicolas, Rosati, Tommaso Cornelis · 1 citation
#60H15 (primary) 35R60 (secondary) #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- Energy solutions of singular SPDEs on Hilbert spaces with applications to domains with boundary conditions
2024/11/12 by Gräfner, Lukas, Perkowski, Nicolas, Popat, Shyam · 2 citations
#60H07 #60H17 #60H50 #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR)
- A Fourier approach to pathwise stochastic integration
2014/10/15 by Massimiliano Gubinelli, Gubinelli, Massimiliano, Peter Imkeller +3 · 1 citation
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Markov Chains and Monte Carlo Methods #Point processes and geometric inequalities #Probability (math.PR) #Stochastic processes and financial applications