3 papers
math.PR2026
A Rough Functional Breuer-Major Theorem
Henri Elad Altman, Tom Klose, Nicolas Perkowski
We extend the functional Breuer-Major theorem by Nourdin and Nualart (2020) to the space of rough paths. The proof of tightness combines the multiplication formula for iterated Mal…
math.PR2026
Renormalization destroys a finite time bifurcation in the equation
Alexandra Blessing, Nicolas Perkowski, Chara Zhu
We study the singular equation at a pitchfork bifurcation of the underlying deterministic dynamics. To this aim, we linearize the SPDE along its stationary solution and sho…
math.PR2025
Coming up from for KPZ via stochastic control
Nicolas Perkowski, Carlos Villanueva Mariz
We derive a lower bound, independent of the initial condition, for the solution of the KPZ equation on the torus through its representation as the value function of a (conditional)…