Prof. Dr. Nicolas Perkowski
Junior Professor for Stochastic Analysis
Humboldt-Universität zu Berlin
Institut für Mathematik
mail:perkowsk
at host math.hu-berlin.de
Also: DFG Heisenberg Researcher at Max Planck Institute for Mathematics in the Sciences Leipzig,
see my MPI Homepage.
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