Nicolas Perkowski

Nicolas Perkowski is a Research Group Leader at the Max Planck Institute for Mathematics in the Sciences, specializing in Stochastic Analysis, Partial Differential Equations, and Mathematical Finance. His work bridges theoretical and applied problems in stochastic filtering, rough paths, and singular SPDEs.

Research Interests: His research focuses on stochastic partial differential equations with singular drift, homogenization for Lévy SDEs, and paracontrolled distributions for handling irregular data. He has contributed to nonlinear filtering in multiscale systems and stochastic calculus for financial modeling.

Publications: His recent work includes fractional Kolmogorov equations, rough super Brownian motion, and Dean-Kawasaki SPDE approximations, reflecting expertise in probabilistic methods for PDEs and rough path theory.