Prof. Dr. Nicolas Perkowski
Professor for Stochastic Analysis
Humboldt-Universität zu Berlin
Institut für Mathematik
mail:perkowsk
at host math.hu-berlin.de
Postal address
Humboldt-Universität zu Berlin
Institut für Mathematik
Unter den Linden 6
D-10099 Berlin
Germany
Office
Rudower Chaussee 25
12489 Berlin (Adlershof)
room 1.201
phone: +49-(0)30-2093 5829
fax: +49-(0)30-2093 5848
secretary: Andrea Fiebig
Research interests
- Stochastic analysis
- (Singular) stochastic PDEs
- Rough paths
- (Model free) financial mathematics
- Nonlinear filtering
News and Events
Crossroads: Workshop on Stochastic Analysis and Related Fields
On the occasion of Peter Imkeller's 65th birthday. July 28-30, 2016, in Berlin. Link.
Young Researchers Workshop on Mathematical Finance
June 1-4, 2016, in Berlin. Link.