Nicolas Perkowski
Finance · 2012–2018
A researcher in the Science corpus: 6 papers; trusts 34 researchers and is trusted by 23 researchers here, as inferred from the citation graph.
Subfields
- Finance — 58 citations into it; #1,692 of 10,518 by trust here, #3,517 by citations
- Mathematical Physics — 52 citations into it; #1,119 of 8,562 by trust here, #1,658 by citations
- Statistics and Probability — 25 citations into it; #4,993 of 12,932 by trust here, #6,853 by citations
- Applied Mathematics — 20 citations into it
- Computational Theory and Mathematics — 18 citations into it
- Condensed Matter Physics — 18 citations into it; #719 of 1,948 by trust here, #1,838 by citations
- Statistical and Nonlinear Physics — 8 citations into it
- Geometry and Topology — 6 citations into it
Whom Nicolas Perkowski trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Martin Hairer
- Massimiliano Gubinelli
- Peter K. Friz
- Terry Lyons
- Laurent Denis
- Yan Dolinsky
- Francesco Russo
- Marcel Nutz
- Bruno Dupire
- Nicolas Victoir
Who trusts Nicolas Perkowski overall
- Massimiliano Gubinelli
- Jean-Christophe Mourrat
- Martin Hairer
- Hendrik Weber
- Ismaël F. Bailleul
- Peter K. Friz
- P. Linares
- Yvain Bruned
- Rémi Catellier
- Rama Cont
Papers from Nicolas Perkowski's perspective
Ordered by how strongly the researchers Nicolas Perkowski trusts endorse each paper. Same corpus, a different order for every researcher.
- Controlling rough paths
- Solving the KPZ equation
- Rough evolution equations
- Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
- A Course on Rough Paths: With an Introduction to Regularity Structures
- Markov Processes: Characterization and Convergence
- A Course on Rough Paths (Universitext)
- Multidimensional Stochastic Processes as Rough Paths: Theory and Applications
- Differential equations driven by rough paths
- A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
Their papers
- KPZ Reloaded (2015) — 224 citations
- Energy solutions of KPZ are unique (2015) — 144 citations
- Pathwise stochastic integrals for model free finance (2013) — 75 citations
- The infinitesimal generator of the stochastic Burgers equation (2018) — 62 citations
- Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity (2018) — 59 citations
- PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES (2012) — 692 citations