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Perkowski, Nicolas

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Author ID: perkowski.nicolas Recent zbMATH articles by "Perkowski, Nicolas"
Published as: Perkowski, Nicolas
Homepage: https://www.mathematik.hu-berlin.de/de/forschung/forschungsgebiete/stochastik/st...
External Links: MGP · ORCID · Wikidata · Google Scholar · dblp · GND
Documents Indexed: 29 Publications since 2012, including 1 Book
Reviewing Activity: 44 Reviews

Publications by Year

Citations contained in zbMATH Open

26 Publications have been cited 408 times in 250 Documents Cited by Year
Paracontrolled distributions and singular PDEs. Zbl 1333.60149
Gubinelli, Massimiliano; Imkeller, Peter; Perkowski, Nicolas
134
2015
KPZ reloaded. Zbl 1388.60110
Gubinelli, Massimiliano; Perkowski, Nicolas
55
2017
Energy solutions of KPZ are unique. Zbl 1402.60077
Gubinelli, Massimiliano; Perkowski, Nicolas
35
2018
Pathwise stochastic integrals for model free finance. Zbl 1346.60078
Perkowski, Nicolas; Prömel, David J.
18
2016
Lectures on singular stochastic PDEs. Zbl 1337.60005
Gubinelli, Massimiliano; Perkowski, Nicolas
15
2015
The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions. Zbl 1378.60116
Diehl, Joscha; Gubinelli, Massimiliano; Perkowski, Nicolas
15
2017
Pathwise superreplication via Vovk’s outer measure. Zbl 1391.91153
Beiglböck, Mathias; Cox, Alexander M. G.; Huesmann, Martin; Perkowski, Nicolas; Prömel, David J.
15
2017
Supermartingales as Radon-Nikodym densities and related measure extensions. Zbl 1356.60070
Perkowski, Nicolas; Ruf, Johannes
14
2015
The Hairer-Quastel universality result at stationarity. Zbl 1371.35375
Gubinelli, Massimiliano; Perkowski, Nicolas
13
2016
Dimensional reduction in nonlinear filtering: a homogenization approach. Zbl 1288.60049
Imkeller, Peter; Namachchivaya, N. Sri; Perkowski, Nicolas; Yeong, Hoong C.
12
2013
Local times for typical price paths and pathwise Tanaka formulas. Zbl 1321.60152
Perkowski, Nicolas; Prömel, David J.
9
2015
The existence of dominating local martingale measures. Zbl 1326.60058
Imkeller, Peter; Perkowski, Nicolas
8
2015
A Fourier analytic approach to pathwise stochastic integration. Zbl 1338.60139
Gubinelli, Massimiliano; Imkeller, Peter; Perkowski, Nicolas
8
2016
An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154
Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas
8
2017
Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model. Zbl 1446.60047
Martin, Jörg; Perkowski, Nicolas
7
2019
Conditioned martingales. Zbl 1266.60082
Perkowski, Nicolas; Ruf, Johannes
6
2012
Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity. Zbl 07051066
Cont, Rama; Perkowski, Nicolas
6
2019
Probabilistic approach to the stochastic Burgers equation. Zbl 1405.35262
Gubinelli, Massimiliano; Perkowski, Nicolas
5
2018
Particle filtering in high-dimensional chaotic systems. Zbl 1319.37055
Lingala, Nishanth; Sri Namachchivaya, N.; Perkowski, Nicolas; Yeong, Hoong C.
4
2012
The KPZ equation on the real line. Zbl 1427.60132
Perkowski, Nicolas; Rosati, Tommaso Cornelis
4
2019
The infinitesimal generator of the stochastic Burgers equation. Zbl 1470.60192
Gubinelli, Massimiliano; Perkowski, Nicolas
4
2020
A superhedging approach to stochastic integration. Zbl 1417.60045
Łochowski, Rafał M.; Perkowski, Nicolas; Prömel, David J.
4
2018
A Littlewood-Paley description of modelled distributions. Zbl 1453.60166
Martin, Jörg; Perkowski, Nicolas
4
2020
An introduction to singular SPDEs. Zbl 1405.60092
Gubinelli, Massimiliano; Perkowski, Nicolas
2
2018
Optimal investment decision under switching regimes of subsidy support. Zbl 1441.91089
Oliveira, Carlos; Perkowski, Nicolas
2
2020
Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz ’96 atmospheric model. Zbl 1448.60093
Yeong, Hoong C.; Beeson, Ryne T.; Namachchivaya, N. Sri; Perkowski, Nicolas
1
2020
The infinitesimal generator of the stochastic Burgers equation. Zbl 1470.60192
Gubinelli, Massimiliano; Perkowski, Nicolas
4
2020
A Littlewood-Paley description of modelled distributions. Zbl 1453.60166
Martin, Jörg; Perkowski, Nicolas
4
2020
Optimal investment decision under switching regimes of subsidy support. Zbl 1441.91089
Oliveira, Carlos; Perkowski, Nicolas
2
2020
Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz ’96 atmospheric model. Zbl 1448.60093
Yeong, Hoong C.; Beeson, Ryne T.; Namachchivaya, N. Sri; Perkowski, Nicolas
1
2020
Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model. Zbl 1446.60047
Martin, Jörg; Perkowski, Nicolas
7
2019
Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity. Zbl 07051066
Cont, Rama; Perkowski, Nicolas
6
2019
The KPZ equation on the real line. Zbl 1427.60132
Perkowski, Nicolas; Rosati, Tommaso Cornelis
4
2019
Energy solutions of KPZ are unique. Zbl 1402.60077
Gubinelli, Massimiliano; Perkowski, Nicolas
35
2018
Probabilistic approach to the stochastic Burgers equation. Zbl 1405.35262
Gubinelli, Massimiliano; Perkowski, Nicolas
5
2018
A superhedging approach to stochastic integration. Zbl 1417.60045
Łochowski, Rafał M.; Perkowski, Nicolas; Prömel, David J.
4
2018
An introduction to singular SPDEs. Zbl 1405.60092
Gubinelli, Massimiliano; Perkowski, Nicolas
2
2018
KPZ reloaded. Zbl 1388.60110
Gubinelli, Massimiliano; Perkowski, Nicolas
55
2017
The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions. Zbl 1378.60116
Diehl, Joscha; Gubinelli, Massimiliano; Perkowski, Nicolas
15
2017
Pathwise superreplication via Vovk’s outer measure. Zbl 1391.91153
Beiglböck, Mathias; Cox, Alexander M. G.; Huesmann, Martin; Perkowski, Nicolas; Prömel, David J.
15
2017
An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154
Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas
8
2017
Pathwise stochastic integrals for model free finance. Zbl 1346.60078
Perkowski, Nicolas; Prömel, David J.
18
2016
The Hairer-Quastel universality result at stationarity. Zbl 1371.35375
Gubinelli, Massimiliano; Perkowski, Nicolas
13
2016
A Fourier analytic approach to pathwise stochastic integration. Zbl 1338.60139
Gubinelli, Massimiliano; Imkeller, Peter; Perkowski, Nicolas
8
2016
Paracontrolled distributions and singular PDEs. Zbl 1333.60149
Gubinelli, Massimiliano; Imkeller, Peter; Perkowski, Nicolas
134
2015
Lectures on singular stochastic PDEs. Zbl 1337.60005
Gubinelli, Massimiliano; Perkowski, Nicolas
15
2015
Supermartingales as Radon-Nikodym densities and related measure extensions. Zbl 1356.60070
Perkowski, Nicolas; Ruf, Johannes
14
2015
Local times for typical price paths and pathwise Tanaka formulas. Zbl 1321.60152
Perkowski, Nicolas; Prömel, David J.
9
2015
The existence of dominating local martingale measures. Zbl 1326.60058
Imkeller, Peter; Perkowski, Nicolas
8
2015
Dimensional reduction in nonlinear filtering: a homogenization approach. Zbl 1288.60049
Imkeller, Peter; Namachchivaya, N. Sri; Perkowski, Nicolas; Yeong, Hoong C.
12
2013
Conditioned martingales. Zbl 1266.60082
Perkowski, Nicolas; Ruf, Johannes
6
2012
Particle filtering in high-dimensional chaotic systems. Zbl 1319.37055
Lingala, Nishanth; Sri Namachchivaya, N.; Perkowski, Nicolas; Yeong, Hoong C.
4
2012
all top 5

Cited by 263 Authors

17 Perkowski, Nicolas
16 Gubinelli, Massimiliano
11 Hairer, Martin
11 Zhu, RongChan
10 Prömel, David J.
9 Corwin, Ivan
9 Oh, Tadahiro
8 Ruf, Johannes
8 Zhu, Xiang-Chan
6 Bailleul, Ismaël F.
6 Hofmanová, Martina
6 Hoshino, Masato
6 Jara, Milton D.
6 Labbé, Cyril
6 Tsai, Li-cheng
6 Weber, Hendrik
5 Cannizzaro, Giuseppe
5 Chouk, Khalil
5 Friz, Peter Karl
5 Obloj, Jan K.
5 Shen, Hao
5 Zambotti, Lorenzo
4 Bruned, Yvain
4 Dunlap, Alexander
4 Funaki, Tadahisa
4 Ghosal, Promit
4 Gonçalves, Patrícia C.
4 Gu, Yu
4 Röckner, Michael
3 Caravenna, Francesco
3 Chevyrev, Ilya
3 Cont, Rama
3 Cox, Alexander Matthew Gordon
3 Deya, Aurélien
3 Kardaras, Constantinos
3 Kühn, Christian
3 Kupiainen, Antti
3 Larsson, Martin
3 Liu, Chong
3 łochowski, Rafał Marcin
3 Pavliotis, Grigorios A.
3 Perez Arribas, Imanol
3 Pocovnicu, Oana
3 Ryzhik, Lenya
3 Schied, Alexander
3 Tindel, Samy
3 Wang, Yuzhao
3 Xu, Weijun
2 Abdesselam, Abdelmalek
2 Aksamit, Anna
2 Barashkov, Nikolay
2 Bartl, Daniel
2 Beiglböck, Mathias
2 Bényi, Árpád
2 Bernicot, Frédéric
2 Brault, Antoine
2 Chandra, Ajay
2 Cosco, Clément
2 Diehl, Joscha
2 Fisher, Travis C.
2 Fontana, Claudio
2 Gassiat, Paul
2 Hocquet, Antoine
2 Hou, Zhaoxu
2 Huesmann, Martin
2 Imkeller, Peter
2 Inahama, Yuzuru
2 Karatzas, Ioannis
2 Krumscheid, Sebastian
2 Kupper, Michael
2 Lin, Yier
2 Martin, Jörg
2 Moreno Flores, Gregorio R.
2 Mourrat, Jean-Christophe
2 Nahmod, Andrea R.
2 Namachchivaya, N. Sri
2 Nejad, Sina
2 Neufeld, Ariel David
2 Nilssen, Torstein K.
2 Nunes, Cláudia
2 Nutz, Marcel
2 Okamoto, Mamoru
2 Otto, Felix
2 Papanicolaou, Andrew
2 Qiao, Huijie
2 Quastel, Jeremy
2 Robert, Tristan
2 Rosati, Tommaso Cornelis
2 Sawano, Yoshihiro
2 Sethuraman, Sunder
2 Siorpaes, Pietro
2 Spiliopoulos, Konstantinos V.
2 Stebegg, Florian
2 Sun, Rongfeng
2 Teichmann, Josef
2 Thomann, Laurent
2 Trabs, Mathias
2 Tudor, Ciprian A.
2 Tzvetkov, Nikolay
2 Vovk, Vladimir G.
...and 163 more Authors
all top 5

Cited in 85 Serials

22 Communications in Mathematical Physics
16 The Annals of Probability
16 Stochastic Processes and their Applications
11 Journal of Functional Analysis
10 Probability Theory and Related Fields
10 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
9 Finance and Stochastics
8 Journal of Differential Equations
6 Journal of Statistical Physics
6 Electronic Journal of Probability
6 Electronic Communications in Probability
5 Journal of Mathematical Analysis and Applications
5 The Annals of Applied Probability
5 SIAM Journal on Financial Mathematics
5 Stochastic and Partial Differential Equations. Analysis and Computations
4 Bernoulli
4 Discrete and Continuous Dynamical Systems
3 Nonlinearity
3 Transactions of the American Mathematical Society
3 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
3 Mathematics and Financial Economics
3 Forum of Mathematics, Pi
3 Communications in Mathematics and Statistics
2 Lithuanian Mathematical Journal
2 Duke Mathematical Journal
2 Proceedings of the American Mathematical Society
2 Statistics & Probability Letters
2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
2 Journal of Economic Dynamics & Control
2 Journal of the American Mathematical Society
2 Journal de Mathématiques Pures et Appliquées. Neuvième Série
2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
2 SIAM Journal on Mathematical Analysis
2 Bulletin of the American Mathematical Society. New Series
2 Journal of Nonlinear Science
2 Applied Mathematical Finance
2 Acta Mathematica Sinica. English Series
2 Journal of Evolution Equations
2 Stochastics and Dynamics
2 ALEA. Latin American Journal of Probability and Mathematical Statistics
2 Forum of Mathematics, Sigma
2 Transactions of the American Mathematical Society. Series B
1 Advances in Applied Probability
1 Archive for Rational Mechanics and Analysis
1 Communications on Pure and Applied Mathematics
1 Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV)
1 Journal of Computational Physics
1 Journal of Mathematical Physics
1 Dissertationes Mathematicae
1 Inventiones Mathematicae
1 Journal of Computational and Applied Mathematics
1 Journal of Econometrics
1 Journal of the Mathematical Society of Japan
1 Mathematische Annalen
1 Meccanica
1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
1 Osaka Journal of Mathematics
1 Sugaku Expositions
1 The Journal of Geometric Analysis
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Communications in Partial Differential Equations
1 Indagationes Mathematicae. New Series
1 Potential Analysis
1 Mathematical Finance
1 Mathematical Physics, Analysis and Geometry
1 Infinite Dimensional Analysis, Quantum Probability and Related Topics
1 Chaos
1 International Journal of Theoretical and Applied Finance
1 Statistical Inference for Stochastic Processes
1 Journal of the European Mathematical Society (JEMS)
1 Annales Henri Poincaré
1 Discrete and Continuous Dynamical Systems. Series B
1 Communications on Pure and Applied Analysis
1 Multiscale Modeling & Simulation
1 Oberwolfach Reports
1 Japanese Journal of Mathematics. 3rd Series
1 Probability Surveys
1 Science China. Mathematics
1 \(p\)-Adic Numbers, Ultrametric Analysis, and Applications
1 Kyoto Journal of Mathematics
1 Journal of Computational Dynamics
1 SIAM/ASA Journal on Uncertainty Quantification
1 EMS Surveys in Mathematical Sciences
1 Journal de l’École Polytechnique – Mathématiques
1 Probability, Uncertainty and Quantitative Risk
all top 5

Cited in 39 Fields

209 Probability theory and stochastic processes (60-XX)
103 Partial differential equations (35-XX)
55 Statistical mechanics, structure of matter (82-XX)
37 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
23 Quantum theory (81-XX)
13 Dynamical systems and ergodic theory (37-XX)
8 Statistics (62-XX)
7 Calculus of variations and optimal control; optimization (49-XX)
7 Fluid mechanics (76-XX)
7 Systems theory; control (93-XX)
6 Ordinary differential equations (34-XX)
6 Functional analysis (46-XX)
6 Operator theory (47-XX)
5 Harmonic analysis on Euclidean spaces (42-XX)
4 Functions of a complex variable (30-XX)
4 Global analysis, analysis on manifolds (58-XX)
4 Numerical analysis (65-XX)
3 Real functions (26-XX)
2 Combinatorics (05-XX)
2 Associative rings and algebras (16-XX)
2 Measure and integration (28-XX)
2 Potential theory (31-XX)
2 Integral equations (45-XX)
2 Mechanics of particles and systems (70-XX)
2 Geophysics (86-XX)
2 Operations research, mathematical programming (90-XX)
1 General and overarching topics; collections (00-XX)
1 History and biography (01-XX)
1 Number theory (11-XX)
1 Commutative algebra (13-XX)
1 Algebraic geometry (14-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Integral transforms, operational calculus (44-XX)
1 Differential geometry (53-XX)
1 Computer science (68-XX)
1 Optics, electromagnetic theory (78-XX)
1 Relativity and gravitational theory (83-XX)
1 Astronomy and astrophysics (85-XX)
1 Biology and other natural sciences (92-XX)

Citations by Year

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