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2026
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A rough functional Breuer-Major theorem
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2026
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Renormalization destroys a finite time bifurcation in the \(Φ^4_2\) equation
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2026
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Surface Dean-Kawasaki equations
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2026
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Energy solutions of singular SPDEs on Hilbert spaces with applications to domains with boundary conditions
In: Stochastics and partial differential equations : analysis and computations, (2026)inJournal
2026
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Weak error of Dean-Kawasaki equation with smooth mean-field interactions
In: Journal de mathématiques pures et appliquées, 213 (2026), p. 103937Preprint
2025
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Coming up from \(-\infty\) for KPZ via stochastic control
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2025
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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, 40 (2025) 2, pp. 223-246inJournal
2025
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Fractional Kolmogorov equations with singular paracontrolled terminal conditions
In: Journal of theoretical probability, 38 (2025) 2, p. 39inJournal
2025
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Level crossings of fractional Brownian motion
In: The annals of probability, 53 (2025) 6, pp. 2354-2393inJournal
2025
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Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces
In: Stochastic analysis and applications, 43 (2025) 3, pp. 423-445inJournal
2025
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Rough weak solutions for singular Lévy SDEs
In: Probability theory and related fields, 193 (2025) 1/2, pp. 483-537inJournal
2025
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The compact support property of rough super Brownian motion on \(R2\)
In: Stochastic processes and their applications, 182 (2025), p. 104568inJournal
2024
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An extension of the stochastic sewing lemma and applications to fractional stochastic calculus
In: Forum of mathematics / Sigma, 12 (2024), e52Preprint
2024
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Fractional stochastic Landau-Lifshitz Navier-Stokes equations in dimension \(d \geq 3\) : existence and (non-)triviality
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2024
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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. 2330-2355Preprint
2024
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Weak well-posedness of energy solutions to singular SDEs with supercritical distributional drift
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2023
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A Fourier analysis based new look at integration
In: Annales mathematicae Silesianae, 37 (2023) 2, pp. 149-168inJournal
2023
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A simple construction of the dynamical \(\Phi ^4_3\) model
In: Transactions of the American Mathematical Society, 376 (2023) 3, pp. 1507-1522inJournal
2023
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Hopf bifurcations of Moore-Greitzer PDE model with additive noise
In: Journal of nonlinear science, 33 (2023) 5, p. 74Preprint
2023
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Periodic homogenization for singular Lévy SDEs
(Annales de l'Institut Henri Poincaré / B : Probabilites et statistiques)inJournal
2023
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Quantitative heat-kernel estimates for diffusions with distributional drift
In: Potential analysis, 59 (2023) 2, pp. 731-752inJournal
2022
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Approximation of the filter equation for multiple timescale, correlated, nonlinear systems
In: SIAM journal on mathematical analysis, 54 (2022) 3, pp. 3054-3090inJournal
2022
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Longtime asymptotics of the two-dimensional parabolic Anderson model with white-noise potential
In: Annales de l'Institut Henri Poincaré / B : Probabilites et statistiques, 58 (2022) 3, pp. 1351-1384inJournal
2022
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Multidimensional SDE with distributional drift and Lévy noise
In: Bernoulli, 28 (2022) 3, pp. 1757-1783inJournal
2022
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One-dimensional game-theoretic differential equations
In: International journal of approximate reasoning, 141 (2022), pp. 11-27inJournal
2021
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\(C^\infty\)-regularization of ODEs perturbed by noise
In: Stochastics and dynamics, 21 (2021) 8, p. 2140010inJournal
2021
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A rough super-Brownian motion
In: The annals of probability, 49 (2021) 2, pp. 908-943inJournal
2021
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Additive functionals as rough paths
In: The annals of probability, 49 (2021) 3, pp. 1450-1479inJournal
2020
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A Littlewood-Paley description of modelled distributions
In: Journal of functional analysis, 279 (2020) 6, p. 108634inJournal
2020
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Derivation of the stochastic Burgers equation with Dirichlet boundary conditions from the WASEP
In: Annales Henri Lebesgue, 3 (2020), pp. 87-167inJournal
2020
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Optimal investment decision under switching regimes of subsidy support
In: European journal of operational research, 285 (2020) 1, pp. 120-132inJournal
2020
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. 1519-1552Preprint
2020
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Quantitative convergence of the filter solution for multiple timescale nonlinear systems with coarse-grain correlated noise
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2020
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The fundamental solution for the heat equation on the half-line with drift and Dirichlet boundary condition
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2020
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The infinitesimal generator of the stochastic Burgers equation
In: Probability theory and related fields, 178 (2020) 3/4, pp. 1067-1124inJournal
2019
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Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model
In: Annales de l'Institut Henri Poincaré / B : Probabilites et statistiques, 55 (2019) 4, pp. 2058-2110inJournal
2019
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Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity
In: Transactions of the American Mathematical Society / B, 6 (2019), pp. 161-186inJournal
2019
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The KPZ equation on the real line
In: Electronic journal of probability, 24 (2019), p. 117inJournal
2018
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A superhedging approach to stochastic integration
In: Stochastic processes and their applications, 128 (2018) 12, pp. 4078-4103inBook
2018
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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)
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2018
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Energy solutions of KPZ are unique
In: Journal of the American Mathematical Society, 31 (2018) 2, pp. 427-471inBook
2018
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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)
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2017
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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. 520-558inJournal
2017
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KPZ reloaded
In: Communications in mathematical physics, 349 (2017) 1, pp. 165-269inJournal
2017
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Pathwise superreplication via Vovk's outer measure
In: Finance and stochastics, 21 (2017) 4, pp. 1141-1166inJournal
2017
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The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions
In: Communications in mathematical physics, 354 (2017) 2, pp. 549-589inJournal
2016
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A Fourier analytic approach to pathwise stochastic integration
In: Electronic journal of probability, 21 (2016), p. 2inJournal
2016
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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. 1377-1380inJournal
2016
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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. 1368-1369inJournal
2016
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Pathwise stochastic integrals for model free finance
In: Bernoulli, 22 (2016) 4, pp. 2486-5220inJournal
2016
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The Hairer-Quastel universality result at stationarity
In: RIMS Kokyuroku / Bessatsu, 59 (2016), pp. 101-115inJournal
2015
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Lectures on singular stochastic PDEs
In: Ensaios matemáticos, 29 (2015), pp. 1-89inJournal
2015
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Local times for typical price paths and pathwise Tanaka formulas
In: Electronic journal of probability, 20 (2015), p. 46inJournal
2015
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Paracontrolled distributions and singular PDEs
In: Forum of mathematics / Pi, 3 (2015), e6inJournal
2015
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Supermartingales as Radon-Nikodym densities and related measure extensions
In: The annals of probability, 43 (2015) 6, pp. 3133-3176inJournal
2015
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The existence of dominating local martingale measures
In: Finance and stochastics, 19 (2015) 4, pp. 685-717inJournal
2014
Optimal nudging in particle filters
In: Probabilistic engineering mechanics, 37 (2014), pp. 160-169inJournal
2013
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Dimensional reduction in nonlinear filtering: a homogenization approach
In: The annals of applied probability, 23 (2013) 6, pp. 2290-2326inBook
2013
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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)
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2013
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Optimal nudging in particle filters
In: Procedia IUTAM, 6 (2013), pp. 18-30Academic
2013
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Studies of robustness in stochastic analysis and mathematical finance
Dissertation, Humbolt-Universität zu Berlin, 2013inJournal
2012
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A homogenization approach to multiscale filtering
In: Procedia IUTAM, 5 (2012), pp. 34-45inJournal
2012
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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. 2513-2515inJournal
2012
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Conditioned martingales
In: Electronic communications in probability, 17 (2012), p. 48inJournal
2012
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Particle filtering in high-dimensional chaotic systems
In: Chaos, 22 (2012) 4, p. 047509Academic
2009