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Nicolas Perkowski - Publications

Explore the scholarly works of Nicolas Perkowski. Browse journal articles, contributions in books and conference proceedings, academic theses, or discover the latest research through preprints.

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Preprint
2025 Repository Open Access
Ana Djurdjevac, Xiaohao Ji and Nicolas Perkowski

Weak error of Dean-Kawasaki equation with smooth mean-field interactions

BibTex ArXiv: 2502.20929
inJournal
2025 Journal Open Access
Helena Kremp and Nicolas Perkowski

Fractional Kolmogorov equations with singular paracontrolled terminal conditions

In: Journal of theoretical probability, 38 (2025) 2, p. 39
BibTex DOI: 10.1007/s10959-025-01408-x ArXiv: 2309.14733
inJournal
2025 Journal Open Access
Helena Kremp and Nicolas Perkowski

Rough weak solutions for singular Lévy SDEs

In: Probability theory and related fields, (2025)
BibTex DOI: 10.1007/s00440-025-01371-y ArXiv: 2309.15460
inJournal
2025 Journal Open Access
Jin Ruhong and Nicolas Perkowski

The compact support property of rough super Brownian motion on R2

In: Stochastic processes and their applications, 182 (2025), p. 104568
BibTex DOI: 10.1016/j.spa.2025.104568 ArXiv: 2309.08122
inJournal
2024 Journal Open Access
Ana Djurdjevac, Helena Kremp and Nicolas Perkowski

Weak error analysis for a nonlinear SPDE approximation of the Dean-Kawasaki equation

In: Stochastics and partial differential equations : analysis and computations, 12 (2024) 4, pp. 2330-2355
BibTex DOI: 10.1007/s40072-024-00324-1 ArXiv: 2212.11714
Preprint
2024 Repository Open Access
Lukas Gräfner, Nicolas Perkowski and Shyam Popat

Energy solutions of singular SPDEs on Hilbert spaces with applications to domains with boundary conditions

BibTex ArXiv: 2411.07680
Preprint
2024 Repository Open Access
Lukas Gräfner and Nicolas Perkowski

Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift

BibTex ArXiv: 2407.09046
inJournal
2024 Journal Open Access
Toyomu Matsuda and Nicolas Perkowski

An extension of the stochastic sewing lemma and applications to fractional stochastic calculus

In: Forum of mathematics / Sigma, 12 (2024), e52
BibTex DOI: 10.1017/fms.2024.32 ArXiv: 2206.01686
inJournal
2024 Repository Open Access
Yiming Meng, N. Sri Namachchivaya and Nicolas Perkowski

Almost sure asymptotic stability of parabolic SPDEs with small multiplicative noise : with application to the perturbed Moore-Greitzer model

In: Dynamical systems : an international journal, (2024)
BibTex DOI: 10.1080/14689367.2024.2436364 ArXiv: 2310.19255
Preprint
2024 Repository Open Access
Jin Ruhong and Nicolas Perkowski

Fractional stochastic Landau-Lifshitz Navier-Stokes equations in dimension d≥3 : existence and (non-)triviality

BibTex ArXiv: 2403.04911
Preprint
2023 Repository Open Access
Purba Das, Rafa? M. ?ochowski, Toyomu Matsuda and Nicolas Perkowski

Level crossings of fractional Brownian motion

(The annals of probability)
BibTex ArXiv: 2308.08274
inJournal
2023 Journal Open Access
Peter Imkeller and Nicolas Perkowski

A Fourier analysis based new look at integration

In: Annales mathematicae Silesianae, 37 (2023) 2, pp. 149-168
BibTex DOI: 10.2478/amsil-2023-0011
inJournal
2023 Repository Open Access
Aukosh Jagannath and Nicolas Perkowski

A simple construction of the dynamical Φ34 model

In: Transactions of the American Mathematical Society, 376 (2023) 3, pp. 1507-1522
BibTex DOI: 10.1090/tran/8724 ArXiv: 2108.13335
inJournal
2023 Journal Open Access
Yiming Meng, N. Sri Namachchivaya and Nicolas Perkowski

Hopf bifurcations of Moore-Greitzer PDE model with additive noise

In: Journal of nonlinear science, 33 (2023) 5, p. 74
BibTex DOI: 10.1007/s00332-023-09929-7
Preprint
2023 Repository Open Access
Nicolas Perkowski and Helena Kremp

Periodic homogenization for singular Lévy SDEs

(Annales de l'Institut Henri Poincaré / B : Probabilites et statistiques)
BibTex ArXiv: 2309.16225
inJournal
2023 Journal Open Access
Nicolas Perkowski and Willem Van Zuijlen

Quantitative heat-kernel estimates for diffusions with distributional drift

In: Potential analysis, 59 (2023) 2, pp. 731-752
BibTex DOI: 10.1007/s11118-021-09984-3 ArXiv: 2009.10786
inJournal
2022 Repository Open Access
Rafa? M. ?ochowski, Nicolas Perkowski and David J. Prömel

One-dimensional game-theoretic differential equations

In: International journal of approximate reasoning, 141 (2022), pp. 11-27
BibTex DOI: 10.1016/j.ijar.2021.03.003 ArXiv: 2101.08041
inJournal
2022 Repository Open Access
Ryne Beeson, Nicolas Perkowski and N. Sri Namachchivaya

Approximation of the filter equation for multiple timescale, correlated, nonlinear systems

In: SIAM journal on mathematical analysis, 54 (2022) 3, pp. 3054-3090
BibTex DOI: 10.1137/20M1379265 ArXiv: 2010.16401
Preprint
2022 Repository Open Access
Ana Djurdjevac, Helena Kremp and Nicolas Perkowski

Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces

BibTex ArXiv: 2207.06395
inJournal
2022 Repository Open Access
Wolfgang König, Nicolas Perkowski and Willem Van Zuijlen

Longtime asymptotics of the two-dimensional parabolic Anderson model with white-noise potential

In: Annales de l'Institut Henri Poincaré / B, 58 (2022) 3, pp. 1351-1384
BibTex DOI: 10.1214/21-AIHP1215 ArXiv: 2009.11611
inJournal
2022 Repository Open Access
Helena Kremp and Nicolas Perkowski

Multidimensional SDE with distributional drift and Lévy noise

In: Bernoulli, 28 (2022) 3, pp. 1757-1783
BibTex DOI: 10.3150/21-BEJ1394 ArXiv: 2008.05222
inJournal
2021 Repository Open Access
Jean-Dominique Deuschel, Tal Orenshtein and Nicolas Perkowski

Additive functionals as rough paths

In: The annals of probability, 49 (2021) 3, pp. 1450-1479
BibTex DOI: 10.1214/20-AOP1488 ArXiv: 1912.09819
inJournal
2021 Repository Open Access
Fabian Andsem Harang and Nicolas Perkowski

C∞-regularization of ODEs perturbed by noise

In: Stochastics and dynamics, 21 (2021) 8, p. 2140010
BibTex DOI: 10.1142/S0219493721400104 ArXiv: 2003.05816
inJournal
2021 Repository Open Access
Nicolas Perkowski and Tommaso Cornelis Rosati

A rough super-Brownian motion

In: The annals of probability, 49 (2021) 2, pp. 908-943
BibTex DOI: 10.1214/20-AOP1464 ArXiv: 1905.05825
Preprint
2020 Repository Open Access
Ryne Beeson, N. Sri Namachchivaya and Nicolas Perkowski

Quantitative convergence of the filter solution for multiple timescale nonlinear systems with coarse-grain correlated noise

BibTex ArXiv: 2011.12801
Preprint
2020 Repository Open Access
Tertuliano Franco, Patricia Gonçalves, Nicolas Perkowski and Marielle Simon

The fundamental solution for the heat equation on the half-line with drift and Dirichlet boundary condition

BibTex ArXiv: 2010.00690v1
inJournal
2020 Journal Open Access
Patricia Gonçalves, Nicolas Perkowski and Marielle Simon

Derivation of the stochastic Burgers equation with Dirichlet boundary conditions from the WASEP

In: Annales Henri Lebesgue, 3 (2020), pp. 87-167
BibTex DOI: 10.5802/ahl.28 ArXiv: 1710.11011
inJournal
2020 Journal Open Access
Massimiliano Gubinelli and Nicolas Perkowski

The infinitesimal generator of the stochastic Burgers equation

In: Probability theory and related fields, 178 (2020) 3/4, pp. 1067-1124
BibTex DOI: 10.1007/s00440-020-00996-5 ArXiv: 1810.12014
inJournal
2020 Repository Open Access
Jörg Martin and Nicolas Perkowski

A Littlewood-Paley description of modelled distributions

In: Journal of functional analysis, 279 (2020) 6, p. 108634
BibTex DOI: 10.1016/j.jfa.2020.108634 ArXiv: 1808.00500
inJournal
2020 Repository Open Access
Carlos Oliveira and Nicolas Perkowski

Optimal investment decision under switching regimes of subsidy support

In: European journal of operational research, 285 (2020) 1, pp. 120-132
BibTex DOI: 10.1016/j.ejor.2019.02.019 ArXiv: 1802.09574
inJournal
2020
Hoong C. Yeong, Ryne Beeson, N. Sri Namachchivaya and Nicolas Perkowski

Particle filters with nudging in multiscale chaotic systems : with application to the Lorenz '96 atmospheric model

In: Journal of nonlinear science, 30 (2020) 4, pp. 1519-1552
BibTex DOI: 10.1007/s00332-020-09616-x
inJournal
2019 Journal Open Access
Rama Cont and Nicolas Perkowski

Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity

In: Transactions of the American Mathematical Society / B, 6 (2019), pp. 161-186
BibTex DOI: 10.1090/btran/34 ArXiv: 1803.09269
inJournal
2019 Journal Open Access
Jörg Martin and Nicolas Perkowski

Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model

In: Annales de l'Institut Henri Poincaré / B, 55 (2019) 4, pp. 2058-2110
BibTex DOI: 10.1214/18-AIHP942 ArXiv: 1704.08653
inJournal
2019 Journal Open Access
Nicolas Perkowski and Tommaso Cornelis Rosati

The KPZ equation on the real line

In: Electronic journal of probability, 24 (2019), p. 117
BibTex DOI: 10.1214/19-EJP362 ArXiv: 1808.00354
inJournal
2018 Repository Open Access
Rafa? M. ?ochowski, Nicolas Perkowski and David J. Prömel

A superhedging approach to stochastic integration

In: Stochastic processes and their applications, 128 (2018) 12, pp. 4078-4103
BibTex DOI: 10.1016/j.spa.2018.01.009 ArXiv: 1609.02349
inBook
2018 Repository Open Access
Massimiliano Gubinelli and Nicolas Perkowski

An introduction to singular SPDEs

In: Stochastic partial differential equations and related fields : in honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10-14, 2016 / Andreas Eberle... (eds.)
Cham : Springer, 2018. - pp. 69-99
(Springer proceedings in mathematics and statistics ; 229)
BibTex DOI: 10.1007/978-3-319-74929-7_4 ArXiv: 1702.03195
inJournal
2018 Repository Open Access
Massimiliano Gubinelli and Nicolas Perkowski

Energy solutions of KPZ are unique

In: Journal of the American Mathematical Society, 31 (2018) 2, pp. 427-471
BibTex DOI: 10.1090/jams/889 ArXiv: 1508.07764
inBook
2018 Repository Open Access
Massimiliano Gubinelli and Nicolas Perkowski

Probabilistic approach to the stochastic Burgers equation

In: Stochastic partial differential equations and related fields : in honor of Michael Röckner, SPDERF, Bielefeld, Germany, October 10-14, 2016 / Andreas Eberle... (eds.)
Cham : Springer, 2018. - pp. 515-527
(Springer proceedings in mathematics and statistics ; 229)
BibTex DOI: 10.1007/978-3-319-74929-7_35 ArXiv: 1701.07373
inJournal
2017 Repository Open Access
Mathias Beiglböck, Alexander M. G. Cox, Martin Huesmann, Nicolas Perkowski and David J. Prömel

Pathwise superreplication via Vovk's outer measure

In: Finance and stochastics, 21 (2017) 4, pp. 1141-1166
BibTex DOI: 10.1007/s00780-017-0338-2 ArXiv: 1504.03644
inJournal
2017 Repository Open Access
Khalil Chouk, Jan Gairing and Nicolas Perkowski

An invariance principle for the two-dimensional parabolic Anderson model with small potential

In: Stochastics and partial differential equations : analysis and computations, 5 (2017) 4, pp. 520-558
BibTex DOI: 10.1007/s40072-017-0096-3 ArXiv: 1609.02471
inJournal
2017 Repository Open Access
Joscha Diehl, Massimiliano Gubinelli and Nicolas Perkowski

The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions

In: Communications in mathematical physics, 354 (2017) 2, pp. 549-589
BibTex DOI: 10.1007/s00220-017-2918-6 ArXiv: 1606.02331
inJournal
2017 Repository Open Access
Massimiliano Gubinelli and Nicolas Perkowski

KPZ reloaded

In: Communications in mathematical physics, 349 (2017) 1, pp. 165-269
BibTex DOI: 10.1007/s00220-016-2788-3 ArXiv: 1508.03877
inJournal
2016 Journal Open Access
Massimiliano Gubinelli, Peter Imkeller and Nicolas Perkowski

A Fourier analytic approach to pathwise stochastic integration

In: Electronic journal of probability, 21 (2016), p. 2
BibTex DOI: 10.1214/16-EJP3868 ArXiv: 1410.4006
inJournal
2016 Repository Open Access
Massimiliano Gubinelli and Nicolas Perkowski

The Hairer-Quastel universality result at stationarity

In: RIMS Kokyuroku / Bessatsu, 59 (2016), pp. 101-115
BibTex ArXiv: 1602.02428 Link: hdl.handle.net
inJournal
2016 Repository Open Access
Jörg Martin and Nicolas Perkowski

Linking modelled and paracontrolled distributions [In: Rough paths, regularity structures and related topics ; 1 May - 7 May 2016 ; report no. 24/2016]

In: Oberwolfach reports, 13 (2016) 2, pp. 1368-1369
BibTex DOI: 10.4171/OWR/2016/24 Link: publications.mfo.de
inJournal
2016 Repository Open Access
Nicolas Perkowski and Massimiliano Gubinelli

Hairer-Quastel universality with energy solutions [In: Rough paths, regularity structures and related topics ; 1 May - 7 May 2016 ; report no. 24/2016]

In: Oberwolfach reports, 13 (2016) 2, pp. 1377-1380
BibTex DOI: 10.4171/OWR/2016/24 Link: publications.mfo.de
inJournal
2016 Repository Open Access
Nicolas Perkowski and David J. Prömel

Pathwise stochastic integrals for model free finance

In: Bernoulli, 22 (2016) 4, pp. 2486-5220
BibTex DOI: 10.3150/15-BEJ735 ArXiv: 1311.6187
inJournal
2015 Journal Open Access
Massimiliano Gubinelli and Nicolas Perkowski

Lectures on singular stochastic PDEs

In: Ensaios matemáticos, 29 (2015), pp. 1-89
BibTex DOI: 10.21711/217504322015/em291 ArXiv: 1502.00157
inJournal
2015 Journal Open Access
Massimiliano Gubinelli, Peter Imkeller and Nicolas Perkowski

Paracontrolled distributions and singular PDEs

In: Forum of mathematics / Pi, 3 (2015), e6
BibTex DOI: 10.1017/fmp.2015.2 ArXiv: 1210.2684
inJournal
2015 Repository Open Access
Peter Imkeller and Nicolas Perkowski

The existence of dominating local martingale measures

In: Finance and stochastics, 19 (2015) 4, pp. 685-717
BibTex DOI: 10.1007/s00780-015-0264-0 ArXiv: 1111.3885
inJournal
2015 Journal Open Access
Nicolas Perkowski and David J. Prömel

Local times for typical price paths and pathwise Tanaka formulas

In: Electronic journal of probability, 20 (2015), p. 46
BibTex DOI: 10.1214/EJP.v20-3534 ArXiv: 1405.4421
inJournal
2015 Repository Open Access
Nicolas Perkowski and Johannes Ruf

Supermartingales as Radon-Nikodym densities and related measure extensions

In: The annals of probability, 43 (2015) 6, pp. 3133-3176
BibTex DOI: 10.1214/14-AOP956 ArXiv: 1309.4623
inJournal
2014
Nishanth Lingala, Nicolas Perkowski, Hoong C. Yeong, N. Sri Namachchivaya and Zoi Rapti

Optimal nudging in particle filters

In: Probabilistic engineering mechanics, 37 (2014), pp. 160-169
BibTex DOI: 10.1016/j.probengmech.2013.08.007
inBook
2013 Repository Open Access
Andreas Andresen, Peter Imkeller and Nicolas Perkowski

Large deviations for Hilbert-space-valued Wiener processes : a sequence space approach

In: Malliavin calculus and stochastic analysis : a festschrift in honor of David Nualart / Frederi Viens... (eds.)
New York : Springer, 2013. - pp. 115-138
(Springer proceedings in mathematics and statistics ; 34)
BibTex DOI: 10.1007/978-1-4614-5906-4_6 ArXiv: 1203.4596
inJournal
2013 Repository Open Access
Peter Imkeller, N. Sri Namachchivaya, Nicolas Perkowski and Hoong C. Yeong

Dimensional reduction in nonlinear filtering: a homogenization approach

In: The annals of applied probability, 23 (2013) 6, pp. 2290-2326
BibTex DOI: 10.1214/12-AAP901 ArXiv: 1112.2986
inJournal
2013 Journal Open Access
Nishanth Lingala, N. Sri Namachchivaya, Nicolas Perkowski and Hoong C. Yeong

Optimal nudging in particle filters

In: Procedia IUTAM, 6 (2013), pp. 18-30
BibTex DOI: 10.1016/j.piutam.2013.01.002
Academic
2013 Repository Open Access
Nicolas Perkowski

Studies of robustness in stochastic analysis and mathematical finance

Dissertation, Humbolt-Universität zu Berlin, 2013
BibTex DOI: 10.18452/16895
inJournal
2012 Repository Open Access
Massimiliano Gubinelli, Peter Imkeller and Nicolas Perkowski

A theory of controlled distributions [In: Rough paths and PDEs ; August 19-25th 2012 ; report no. 41/2012]

In: Oberwolfach reports, 9 (2012) 3, pp. 2513-2515
BibTex DOI: 10.4171/OWR/2012/41 Link: publications.mfo.de
inJournal
2012 Journal Open Access
Peter Imkeller, N. Sri Namachchivaya, Nicolas Perkowski and Hoong C. Yeong

A homogenization approach to multiscale filtering

In: Procedia IUTAM, 5 (2012), pp. 34-45
BibTex DOI: 10.1016/j.piutam.2012.06.005
inJournal
2012 Repository Open Access
Lingala Nishanth, N. Sri Namachchivaya, Nicolas Perkowski and Hoong C. Yeong

Particle filtering in high-dimensional chaotic systems

In: Chaos, 22 (2012) 4, p. 047509
BibTex DOI: 10.1063/1.4766595 ArXiv: 1204.1360
inJournal
2012 Journal Open Access
Nicolas Perkowski and Johannes Ruf

Conditioned martingales

In: Electronic communications in probability, 17 (2012), p. 48
BibTex DOI: 10.1214/ECP.v17-1955 ArXiv: 1203.2587
Academic
2009
Nicolas Perkowski

Stochastic population models : measure-valued and partition-valued formulations

Diploma thesis, Humbolt-Universität zu Berlin, 2009
BibTex Link: www.mi.fu-berlin.de

Open Access Types

Journal Open Access
• Without article processing charges (diamond open access)
• With article processing charges (gold open access)
• In closed access journals with chargeable open access option (hybrid open access)

Repository Open Access
• Publications on a preprint server or on a free repository (green open access)