The following pages link to Nicolas Perkowski (Q244986):
Displaying 50 items.
- A Fourier analytic approach to pathwise stochastic integration (Q287682) (← links)
- Dimensional reduction in nonlinear filtering: a homogenization approach (Q389065) (← links)
- Conditioned martingales (Q456281) (← links)
- KPZ reloaded (Q507272) (← links)
- Peacocks and associated martingales, with explicit constructions (Q538823) (← links)
- Martingale representation theorem for the \(G\)-expectation (Q550131) (← links)
- An explicit model of default time with given survival probability (Q555016) (← links)
- Unifying constructions of martingales associated with processes increasing in the convex order, via Lévy and Sato sheets (Q607068) (← links)
- Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson (Q639243) (← links)
- Nonlinear filtering and optimal phase tracking (Q639248) (← links)
- Sharp maximal inequalities for the moments of martingales and non-negative submartingales (Q654410) (← links)
- Backward stochastic dynamics on a filtered probability space (Q717884) (← links)
- On the semimartingale property of discounted asset-price processes (Q719780) (← links)
- Pathwise stochastic integrals for model free finance (Q726748) (← links)
- Denumerable Markov chains. Generating functions, boundary theory, random walks on trees. (Q834045) (← links)
- A functional extension of the Ito formula (Q847101) (← links)
- The existence of dominating local martingale measures (Q889615) (← links)
- Using differential equations to obtain joint moments of first-passage times of increasing Lévy processes (Q962030) (← links)
- Weak uniqueness of Fokker-Planck equations with degenerate and bounded coefficients (Q964441) (← links)
- Large deviations and renormalization for Riesz potentials of stable intersection measures (Q988685) (← links)
- On ergodicity of some Markov processes (Q989181) (← links)
- A superhedging approach to stochastic integration (Q1630662) (← links)
- An invariance principle for the two-dimensional parabolic Anderson model with small potential (Q1706671) (← links)
- An introduction to singular SPDEs (Q1710417) (← links)
- Probabilistic approach to the stochastic Burgers equation (Q1710455) (← links)
- A new proof for the conditions of Novikov and Kazamaki (Q1933593) (← links)
- On large deviations in the averaging principle for SDE's with a ``full dependence'', revisited (Q1943313) (← links)
- A rough super-Brownian motion (Q2039420) (← links)
- Additive functionals as rough paths (Q2039441) (← links)
- One-dimensional game-theoretic differential equations (Q2069031) (← links)
- Multidimensional SDE with distributional drift and Lévy noise (Q2137040) (← links)
- A Littlewood-Paley description of modelled distributions (Q2186620) (← links)
- The infinitesimal generator of the stochastic Burgers equation (Q2210749) (← links)
- The pricing of credit risky securities under stochastic interest rate model with default correlation. (Q2249860) (← links)
- Stationary solutions of SPDEs and infinite horizon BDSDEs with non-Lipschitz coefficients (Q2269623) (← links)
- The KPZ equation on the real line (Q2279310) (← links)
- Paracontrolled distributions on Bravais lattices and weak universality of the 2d parabolic Anderson model (Q2291965) (← links)
- The Kardar-Parisi-Zhang equation as scaling limit of weakly asymmetric interacting Brownian motions (Q2406834) (← links)
- Pathwise superreplication via Vovk's outer measure (Q2412395) (← links)
- Local times for typical price paths and pathwise Tanaka formulas (Q2515913) (← links)
- Derivation of the stochastic Burgers equation with Dirichlet boundary conditions from the WASEP (Q2668010) (← links)
- Lectures on singular stochastic PDEs (Q2789578) (← links)
- Large Deviations for Hilbert-Space-Valued Wiener Processes: A Sequence Space Approach (Q2841779) (← links)
- PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES (Q2941121) (← links)
- Particle filtering in high-dimensional chaotic systems (Q2944667) (← links)
- Energy solutions of KPZ are unique (Q3133831) (← links)
- Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity (Q4633760) (← links)
- C∞− regularization of ODEs perturbed by noise (Q5021117) (← links)
- Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems (Q5081152) (← links)
- The Hairer--Quastel universality result in equilibrium (Q5267636) (← links)
