167 citations · 539 across the 32 of their papers we have counts for
7 papers · 1 filter
Quantitative Convergence of the Filter Solution for Multiple Timescale Nonlinear Systems with Coarse-Grain Correlated Noise
Ryne Beeson, N. Sri Namachchivaya, Nicolas Perkowski
In this paper we prove a rate of convergence for the continuous time filtering solution of a multiple timescale correlated nonlinear system to a lower dimensional filtering equatio…
Approximation of the Filter Equation for Multiple Timescale, Correlated, Nonlinear Systems
Ryne Beeson, N. Sri Namachchivaya, Nicolas Perkowski
This paper considers the approximation of the continuous time filtering equation for the case of a multiple timescale (slow-intermediate, and fast scales) that may have correlation…
The Fundamental Solution for the Heat Equation on the half-line with Drift and Dirichlet Boundary Condition
Tertuliano Franco, Patrícia Gonçalves, Nicolas Perkowski +1
By a probabilistic method we provide an explicit fundamental solution of the Cauchy problem associated to the heat equation on the half-line with constant drift and Dirichlet bound…
Longtime asymptotics of the two-dimensional parabolic Anderson model with white-noise potential
Wolfgang König, Nicolas Perkowski, Willem van Zuijlen
We consider the parabolic Anderson model (PAM) in with a Gaussian (space) white-noise potential . We prove that the almost-sure la…
Quantitative heat kernel estimates for diffusions with distributional drift
Nicolas Perkowski, Willem van Zuijlen
We consider the stochastic differential equation on given by where is a Brownian motion and…
Multidimensional SDE with distributional drift and Lévy noise
Helena Kremp, Nicolas Perkowski
We solve multidimensional SDEs with distributional drift driven by symmetric, -stable Lévy processes for by studying the associated (singular) martingale problem an…