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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: 51 Publications since 2012, including 1 Book and 12 Additional arXiv Preprints
Reviewing Activity: 44 Reviews
Co-Authors: 34 Co-Authors with 50 Joint Publications
599 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

36 Publications have been cited 793 times in 473 Documents Cited by Year
Paracontrolled distributions and singular PDEs. Zbl 1333.60149
Gubinelli, Massimiliano; Imkeller, Peter; Perkowski, Nicolas
258
2015
KPZ reloaded. Zbl 1388.60110
Gubinelli, Massimiliano; Perkowski, Nicolas
93
2017
Energy solutions of KPZ are unique. Zbl 1402.60077
Gubinelli, Massimiliano; Perkowski, Nicolas
56
2018
Pathwise stochastic integrals for model free finance. Zbl 1346.60078
Perkowski, Nicolas; Prömel, David J.
28
2016
Lectures on singular stochastic PDEs. Zbl 1337.60005
Gubinelli, Massimiliano; Perkowski, Nicolas
25
2015
The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions. Zbl 1378.60116
Diehl, Joscha; Gubinelli, Massimiliano; Perkowski, Nicolas
22
2017
Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model. Zbl 1446.60047
Martin, Jörg; Perkowski, Nicolas
22
2019
The infinitesimal generator of the stochastic Burgers equation. Zbl 1470.60192
Gubinelli, Massimiliano; Perkowski, Nicolas
21
2020
Pathwise superreplication via Vovk’s outer measure. Zbl 1391.91153
Beiglböck, Mathias; Cox, Alexander M. G.; Huesmann, Martin; Perkowski, Nicolas; Prömel, David J.
20
2017
Dimensional reduction in nonlinear filtering: a homogenization approach. Zbl 1288.60049
Imkeller, Peter; Namachchivaya, N. Sri; Perkowski, Nicolas; Yeong, Hoong C.
20
2013
Supermartingales as Radon-Nikodym densities and related measure extensions. Zbl 1356.60070
Perkowski, Nicolas; Ruf, Johannes
19
2015
\(C^{\infty}\)-regularization of ODEs perturbed by noise. Zbl 1490.60135
Harang, Fabian Andsem; Perkowski, Nicolas
19
2021
The Hairer-Quastel universality result at stationarity. Zbl 1371.35375
Gubinelli, Massimiliano; Perkowski, Nicolas
18
2016
Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity. Zbl 1478.60164
Cont, Rama; Perkowski, Nicolas
18
2019
The existence of dominating local martingale measures. Zbl 1326.60058
Imkeller, Peter; Perkowski, Nicolas
14
2015
Local times for typical price paths and pathwise Tanaka formulas. Zbl 1321.60152
Perkowski, Nicolas; Prömel, David J.
14
2015
Derivation of the stochastic Burgers equation with Dirichlet boundary conditions from the WASEP. (Équation de Burgers stochastique avec conditions au bord de type Dirichlet, obtenue comme limite d’un WASEP.) Zbl 1480.60291
Gonçalves, Patrícia; Perkowski, Nicolas; Simon, Marielle
14
2020
A Fourier analytic approach to pathwise stochastic integration. Zbl 1338.60139
Gubinelli, Massimiliano; Imkeller, Peter; Perkowski, Nicolas
12
2016
A superhedging approach to stochastic integration. Zbl 1417.60045
Łochowski, Rafał M.; Perkowski, Nicolas; Prömel, David J.
12
2018
An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154
Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas
11
2017
The KPZ equation on the real line. Zbl 1427.60132
Perkowski, Nicolas; Rosati, Tommaso Cornelis
10
2019
Probabilistic approach to the stochastic Burgers equation. Zbl 1405.35262
Gubinelli, Massimiliano; Perkowski, Nicolas
10
2018
Conditioned martingales. Zbl 1266.60082
Perkowski, Nicolas; Ruf, Johannes
8
2012
Multidimensional SDE with distributional drift and Lévy noise. Zbl 07526605
Kremp, Helena; Perkowski, Nicolas
8
2022
A Littlewood-Paley description of modelled distributions. Zbl 1453.60166
Martin, Jörg; Perkowski, Nicolas
6
2020
Particle filtering in high-dimensional chaotic systems. Zbl 1319.37055
Lingala, Nishanth; Sri Namachchivaya, N.; Perkowski, Nicolas; Yeong, Hoong C.
5
2012
An introduction to singular SPDEs. Zbl 1405.60092
Gubinelli, Massimiliano; Perkowski, Nicolas
5
2018
Optimal investment decision under switching regimes of subsidy support. Zbl 1441.91089
Oliveira, Carlos; Perkowski, Nicolas
4
2020
A rough super-Brownian motion. Zbl 1486.60087
Perkowski, Nicolas; Rosati, Tommaso
4
2021
Additive functionals as rough paths. Zbl 1487.60143
Deuschel, Jean-Dominique; Orenshtein, Tal; Perkowski, Nicolas
4
2021
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
4
2020
Longtime asymptotics of the two-dimensional parabolic Anderson model with white-noise potential. Zbl 1497.35124
König, Wolfgang; Perkowski, Nicolas; van Zuijlen, Willem
3
2022
Quantitative heat-kernel estimates for diffusions with distributional drift. Zbl 1517.60066
Perkowski, Nicolas; van Zuijlen, Willem
2
2023
Large deviations for Hilbert-space-valued Wiener processes: a sequence space approach. Zbl 1287.60036
Andresen, Andreas; Imkeller, Peter; Perkowski, Nicolas
2
2013
One-dimensional game-theoretic differential equations. Zbl 07460555
Łochowski, Rafał M.; Perkowski, Nicolas; Prömel, David J.
1
2022
A simple construction of the dynamical \(\Phi^4_3\) model. Zbl 07655311
Jagannath, Aukosh; Perkowski, Nicolas
1
2023
Quantitative heat-kernel estimates for diffusions with distributional drift. Zbl 1517.60066
Perkowski, Nicolas; van Zuijlen, Willem
2
2023
A simple construction of the dynamical \(\Phi^4_3\) model. Zbl 07655311
Jagannath, Aukosh; Perkowski, Nicolas
1
2023
Multidimensional SDE with distributional drift and Lévy noise. Zbl 07526605
Kremp, Helena; Perkowski, Nicolas
8
2022
Longtime asymptotics of the two-dimensional parabolic Anderson model with white-noise potential. Zbl 1497.35124
König, Wolfgang; Perkowski, Nicolas; van Zuijlen, Willem
3
2022
One-dimensional game-theoretic differential equations. Zbl 07460555
Łochowski, Rafał M.; Perkowski, Nicolas; Prömel, David J.
1
2022
\(C^{\infty}\)-regularization of ODEs perturbed by noise. Zbl 1490.60135
Harang, Fabian Andsem; Perkowski, Nicolas
19
2021
A rough super-Brownian motion. Zbl 1486.60087
Perkowski, Nicolas; Rosati, Tommaso
4
2021
Additive functionals as rough paths. Zbl 1487.60143
Deuschel, Jean-Dominique; Orenshtein, Tal; Perkowski, Nicolas
4
2021
The infinitesimal generator of the stochastic Burgers equation. Zbl 1470.60192
Gubinelli, Massimiliano; Perkowski, Nicolas
21
2020
Derivation of the stochastic Burgers equation with Dirichlet boundary conditions from the WASEP. (Équation de Burgers stochastique avec conditions au bord de type Dirichlet, obtenue comme limite d’un WASEP.) Zbl 1480.60291
Gonçalves, Patrícia; Perkowski, Nicolas; Simon, Marielle
14
2020
A Littlewood-Paley description of modelled distributions. Zbl 1453.60166
Martin, Jörg; Perkowski, Nicolas
6
2020
Optimal investment decision under switching regimes of subsidy support. Zbl 1441.91089
Oliveira, Carlos; Perkowski, Nicolas
4
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
4
2020
Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model. Zbl 1446.60047
Martin, Jörg; Perkowski, Nicolas
22
2019
Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity. Zbl 1478.60164
Cont, Rama; Perkowski, Nicolas
18
2019
The KPZ equation on the real line. Zbl 1427.60132
Perkowski, Nicolas; Rosati, Tommaso Cornelis
10
2019
Energy solutions of KPZ are unique. Zbl 1402.60077
Gubinelli, Massimiliano; Perkowski, Nicolas
56
2018
A superhedging approach to stochastic integration. Zbl 1417.60045
Łochowski, Rafał M.; Perkowski, Nicolas; Prömel, David J.
12
2018
Probabilistic approach to the stochastic Burgers equation. Zbl 1405.35262
Gubinelli, Massimiliano; Perkowski, Nicolas
10
2018
An introduction to singular SPDEs. Zbl 1405.60092
Gubinelli, Massimiliano; Perkowski, Nicolas
5
2018
KPZ reloaded. Zbl 1388.60110
Gubinelli, Massimiliano; Perkowski, Nicolas
93
2017
The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions. Zbl 1378.60116
Diehl, Joscha; Gubinelli, Massimiliano; Perkowski, Nicolas
22
2017
Pathwise superreplication via Vovk’s outer measure. Zbl 1391.91153
Beiglböck, Mathias; Cox, Alexander M. G.; Huesmann, Martin; Perkowski, Nicolas; Prömel, David J.
20
2017
An invariance principle for the two-dimensional parabolic Anderson model with small potential. Zbl 1391.60154
Chouk, Khalil; Gairing, Jan; Perkowski, Nicolas
11
2017
Pathwise stochastic integrals for model free finance. Zbl 1346.60078
Perkowski, Nicolas; Prömel, David J.
28
2016
The Hairer-Quastel universality result at stationarity. Zbl 1371.35375
Gubinelli, Massimiliano; Perkowski, Nicolas
18
2016
A Fourier analytic approach to pathwise stochastic integration. Zbl 1338.60139
Gubinelli, Massimiliano; Imkeller, Peter; Perkowski, Nicolas
12
2016
Paracontrolled distributions and singular PDEs. Zbl 1333.60149
Gubinelli, Massimiliano; Imkeller, Peter; Perkowski, Nicolas
258
2015
Lectures on singular stochastic PDEs. Zbl 1337.60005
Gubinelli, Massimiliano; Perkowski, Nicolas
25
2015
Supermartingales as Radon-Nikodym densities and related measure extensions. Zbl 1356.60070
Perkowski, Nicolas; Ruf, Johannes
19
2015
The existence of dominating local martingale measures. Zbl 1326.60058
Imkeller, Peter; Perkowski, Nicolas
14
2015
Local times for typical price paths and pathwise Tanaka formulas. Zbl 1321.60152
Perkowski, Nicolas; Prömel, David J.
14
2015
Dimensional reduction in nonlinear filtering: a homogenization approach. Zbl 1288.60049
Imkeller, Peter; Namachchivaya, N. Sri; Perkowski, Nicolas; Yeong, Hoong C.
20
2013
Large deviations for Hilbert-space-valued Wiener processes: a sequence space approach. Zbl 1287.60036
Andresen, Andreas; Imkeller, Peter; Perkowski, Nicolas
2
2013
Conditioned martingales. Zbl 1266.60082
Perkowski, Nicolas; Ruf, Johannes
8
2012
Particle filtering in high-dimensional chaotic systems. Zbl 1319.37055
Lingala, Nishanth; Sri Namachchivaya, N.; Perkowski, Nicolas; Yeong, Hoong C.
5
2012
all top 5

Cited by 448 Authors

26 Perkowski, Nicolas
22 Gubinelli, Massimiliano
20 Hairer, Martin
20 Zhu, RongChan
18 Zhu, Xiang-Chan
13 Prömel, David J.
12 Corwin, Ivan Z.
12 Oh, Tadahiro
12 Shen, Hao
11 Hofmanová, Martina
10 Ruf, Johannes
10 Tsai, Li-cheng
9 Friz, Peter
9 Gonçalves, Patrícia C.
9 Hoshino, Masato
9 Weber, Hendrik
8 Gu, Yu
8 Labbé, Cyril
7 Bailleul, Ismaël F.
7 Cannizzaro, Giuseppe
7 Funaki, Tadahisa
7 Ghosal, Promit
7 Jara, Milton D.
7 łochowski, Rafał Marcin
7 Rosati, Tommaso Cornelis
6 Cont, Rama
6 Gerencsér, Máté
6 Obloj, Jan K.
6 Sun, Rongfeng
6 Zambotti, Lorenzo
6 Zygouras, Nikolaos
5 Albeverio, Sergio A.
5 Bruned, Yvain
5 Caravenna, Francesco
5 Chandra, Ajay
5 Chevyrev, Ilya
5 Chouk, Khalil
5 Cox, Alexander Matthew Gordon
5 Deng, Yu
5 Dunlap, Alexander
5 Liu, Chong
5 Matetski, Konstantin
5 Qiao, Huijie
5 Röckner, Michael
5 Schied, Alexander
5 Tzvetkov, Nikolay
4 De Vecchi, Francesco Carlo
4 Erhard, Dirk
4 Flandoli, Franco
4 Galeati, Lucio
4 Gassiat, Paul
4 Harang, Fabian Andsem
4 Lin, Yier
4 Lyons, Terence John
4 Nahmod, Andrea R.
4 Pocovnicu, Oana
4 Quastel, Jeremy
4 Tindel, Samy
4 Tudor, Ciprian A.
4 Wang, Yuzhao
4 Xu, Weijun
3 Aksamit, Anna
3 Barraquand, Guillaume
3 Bartl, Daniel
3 Bauerschmidt, Roland
3 Bechtold, Florian
3 Butkovsky, Oleg A.
3 Černý, Aleš
3 Chiu, Henry
3 Cosco, Clément
3 Cuchiero, Christa
3 Dappiaggi, Claudio
3 Deya, Aurélien
3 Diehl, Joscha
3 Gaudreau Lamarre, Pierre Yves
3 Han, Xiyue
3 Hocquet, Antoine
3 Huesmann, Martin
3 Imkeller, Peter
3 Kardaras, Constantinos
3 Kawabi, Hiroshi
3 Komorowski, Tomasz
3 Kühn, Christian
3 Kupiainen, Antti
3 Kupper, Michael
3 Larsson, Martin
3 Martin, Jörg
3 Moreno Flores, Gregorio R.
3 Mouzard, Antoine
3 Nakajima, Shuta
3 Neufeld, Ariel David
3 Nilssen, Torstein K.
3 Parekh, Shalin
3 Perez Arribas, Imanol
3 Rinaldi, Paolo
3 Ryzhik, Lenya
3 Sethuraman, Sunder
3 Simon, Marielle
3 Sosoe, Philippe
3 Staffilani, Gigliola
...and 348 more Authors
all top 5

Cited in 115 Serials

30 Communications in Mathematical Physics
29 Stochastic Processes and their Applications
27 The Annals of Probability
24 Electronic Journal of Probability
22 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
19 Probability Theory and Related Fields
18 Journal of Functional Analysis
13 Finance and Stochastics
12 Stochastic and Partial Differential Equations. Analysis and Computations
11 Journal of Differential Equations
11 The Annals of Applied Probability
9 Electronic Communications in Probability
8 Journal of Statistical Physics
8 Stochastics and Dynamics
7 Communications on Pure and Applied Mathematics
6 Nonlinearity
6 Inventiones Mathematicae
6 SIAM Journal on Mathematical Analysis
6 Bernoulli
5 Archive for Rational Mechanics and Analysis
5 Journal of Mathematical Analysis and Applications
5 Transactions of the American Mathematical Society
5 Discrete and Continuous Dynamical Systems
5 SIAM Journal on Financial Mathematics
4 Duke Mathematical Journal
4 Journal of the American Mathematical Society
4 Potential Analysis
4 Mathematical Finance
4 Journal of Evolution Equations
4 Oberwolfach Reports
4 ALEA. Latin American Journal of Probability and Mathematical Statistics
4 Mathematics and Financial Economics
4 Forum of Mathematics, Sigma
3 Advances in Applied Probability
3 Journal of Mathematical Physics
3 Journal of Dynamics and Differential Equations
3 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
3 Journal of Physics A: Mathematical and Theoretical
3 Forum of Mathematics, Pi
3 Communications in Mathematics and Statistics
2 Journal of Computational Physics
2 Lithuanian Mathematical Journal
2 Chaos, Solitons and Fractals
2 Applied Mathematics and Optimization
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Proceedings of the American Mathematical Society
2 SIAM Journal on Control and Optimization
2 Statistics & Probability Letters
2 Stochastic Analysis and Applications
2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
2 Journal of Economic Dynamics & Control
2 Journal of Theoretical Probability
2 Communications in Partial Differential Equations
2 European Journal of Operational Research
2 Journal de Mathématiques Pures et Appliquées. Neuvième Série
2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
2 Bulletin of the American Mathematical Society. New Series
2 Journal of Nonlinear Science
2 Applied Mathematical Finance
2 Mathematical Physics, Analysis and Geometry
2 Acta Mathematica Sinica. English Series
2 Annales Henri Poincaré
2 Discrete and Continuous Dynamical Systems. Series B
2 Stochastics
2 Probability Surveys
2 Transactions of the American Mathematical Society. Series B
2 Annales Henri Lebesgue
2 Probability and Mathematical Physics
2 European Mathematical Society Magazine
1 Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV)
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Annales de l’Institut Fourier
1 Dissertationes Mathematicae
1 Publications Mathématiques
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 Osaka Journal of Mathematics
1 Revista Matemática Iberoamericana
1 International Journal of Approximate Reasoning
1 Sugaku Expositions
1 The Journal of Geometric Analysis
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Indagationes Mathematicae. New Series
1 Calculus of Variations and Partial Differential Equations
1 Turkish Journal of Mathematics
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 Communications in Nonlinear Science and Numerical Simulation
1 Communications in Contemporary Mathematics
1 Annales Mathematicae Silesianae
1 Acta Mathematica Scientia. Series B. (English Edition)
1 Communications on Pure and Applied Analysis
1 Multiscale Modeling & Simulation
1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie V
...and 15 more Serials
all top 5

Cited in 41 Fields

396 Probability theory and stochastic processes (60-XX)
204 Partial differential equations (35-XX)
100 Statistical mechanics, structure of matter (82-XX)
55 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
45 Quantum theory (81-XX)
21 Dynamical systems and ergodic theory (37-XX)
17 Fluid mechanics (76-XX)
13 Functional analysis (46-XX)
12 Systems theory; control (93-XX)
11 Ordinary differential equations (34-XX)
11 Statistics (62-XX)
10 Operator theory (47-XX)
10 Calculus of variations and optimal control; optimization (49-XX)
10 Global analysis, analysis on manifolds (58-XX)
9 Real functions (26-XX)
7 Harmonic analysis on Euclidean spaces (42-XX)
7 Numerical analysis (65-XX)
6 Mechanics of particles and systems (70-XX)
5 General and overarching topics; collections (00-XX)
5 Measure and integration (28-XX)
4 Functions of a complex variable (30-XX)
4 Geophysics (86-XX)
4 Operations research, mathematical programming (90-XX)
3 Combinatorics (05-XX)
3 Potential theory (31-XX)
3 Integral equations (45-XX)
3 Biology and other natural sciences (92-XX)
2 History and biography (01-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Associative rings and algebras (16-XX)
2 Differential geometry (53-XX)
2 Computer science (68-XX)
2 Relativity and gravitational theory (83-XX)
1 Number theory (11-XX)
1 Commutative algebra (13-XX)
1 Algebraic geometry (14-XX)
1 Topological groups, Lie groups (22-XX)
1 Integral transforms, operational calculus (44-XX)
1 Optics, electromagnetic theory (78-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Astronomy and astrophysics (85-XX)

Citations by Year

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