167 citations · 539 across the 32 of their papers we have counts for
5 papers · 2 filters
The infinitesimal generator of the stochastic Burgers equation
Massimiliano Gubinelli, Nicolas Perkowski
We develop a martingale approach for a class of singular stochastic PDEs of Burgers type (including fractional and multi-component Burgers equations) by constructing a domain for t…
A Littlewood-Paley description of modelled distributions
Jörg Martin, Nicolas Perkowski
We exhibit a fundamental link between Hairer's theory of regularity structures and the paracontrolled calculus of Gubinelli, Imkeller and Perkowski. By using paraproducts we provid…
The KPZ Equation on the Real Line
Nicolas Perkowski, Tommaso Cornelis Rosati
We prove existence and uniqueness of distributional solutions to the KPZ equation globally in space and time, with techniques from paracontrolled analysis. Our main tool for extend…
Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity
Rama Cont, Nicolas Perkowski
We construct a pathwise integration theory, associated with a change of variable formula, for smooth functionals of continuous paths with arbitrary regularity defined in terms of t…
Optimal Investment Decision Under Switching regimes of Subsidy Support
Carlos Oliveira, Nicolas Perkowski
We address the problem of making a managerial decision when the investment project is subsidized, which results in the resolution of an infinite-horizon optimal stopping problem of…