167 citations · 539 across the 32 of their papers we have counts for
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Periodic homogenization for singular Lévy SDEs
Helena Kremp, Nicolas Perkowski
We generalize the theory of periodic homogenization for multidimensional SDEs with additive Brownian and stable Lévy noise for to the setting of singular periodic Beso…
Rough weak solutions for singular Lévy SDEs
Helena Kremp, Nicolas Perkowski
We introduce a weak solution concept (called "rough weak solutions") for singular SDEs with additive alpha-stable Lévy noise (including the Brownian noise case) and prove its equiv…
Fractional Kolmogorov equations with singular paracontrolled terminal conditions
Helena Kremp, Nicolas Perkowski
We consider backward fractional Kolmogorov equations with singular Besov drift of low regularity and singular terminal conditions. To treat drifts beyond the socalled Young regime,…
Level crossings of fractional Brownian motion
Purba Das, Rafał Łochowski, Toyomu Matsuda +1
Since the classical work of Lévy, it is known that the local time of Brownian motion can be characterized through the limit of level crossings. While subsequent extensions of this…