439 citations · 1.3k across the 38 of their papers we have counts for
4 papers · 2 filters
Paracontrolled distributions and singular PDEs
Massimiliano Gubinelli, Peter Imkeller, Nicolas Perkowski
We introduce an approach to study certain singular PDEs which is based on techniques from paradifferential calculus and on ideas from the theory of controlled rough paths. We illus…
Solutions of martingale problems for Lévy-type operators and stochastic differential equations driven by Lévy processes with discontinuous coefficients
Peter Imkeller, Niklas Willrich
We show the existence of Lévy-type stochastic processes in one space dimension with characteristic triplets that are either discontinuous at thresholds, or are stable-like with sta…
Large deviations for Hilbert space valued Wiener processes: a sequence space approach
Andreas Andresen, Peter Imkeller, Nicolas Perkowski
Ciesielski's isomorphism between the space of alpha-Hölder continuous functions and the space of bounded sequences is used to give an alternative proof of the large deviation princ…
2D- stochastic currents over the Wiener sheet
Franco Flandoli, Peter Imkeller, Ciprian Tudor
By using stochastic calculus for two-parameter processes and chaos expansion into multiple Wiener-Itô integrals, we define a 2D-stochastic current over the Brownian sheet. This con…