Nicolas Perkowski Curriculum Vitae Employment since Postdoc, CEREMADE, Université Paris Dauphine. 12/2013 01/2013– Research assistant, Humboldt-Universität zu Berlin. 09/2013 10/2012– Research assistant, Universität Wien. 12/2012 05/2012– Research assistant, Humboldt-Universität zu Berlin. 09/2012 Education 12/2013 Ph.D. in Mathematics, Humboldt-Universität zu Berlin. 2009–2013 Ph.D. studies in Mathematics, Humboldt-Universität zu Berlin, under supervision of Peter Imkeller. 01/2010 Diplom Mathematik mit Nebenfach Physik, Humboldt-Universität zu Berlin. 05/2009 Master 2, Probabilités et Applications, Thématique Processus Stochastiques, Université Pierre et Marie Curie (Paris VI). 2008–2009 2007–2008 2007–2013 2004–2009 Studies of Mathematics, Université Pierre et Marie Curie (Paris VI). Erasmus exchange, Université Pierre et Marie Curie (Paris VI). Member of the Berlin Mathematical School. Studies of Mathematics, Humboldt-Universität zu Berlin. Scholarships 2014 2013–2014 2009–2012 2007–2009 Travel support, Brazilian-French Network in Mathematics. Postdoc-funding, Fondation Sciences Mathématiques de Paris. Berlin Mathematical School Phase 2 Scholarship, DFG. Berlin Mathematical School Phase 1 Scholarship, DFG. Teaching Summer Tutorium “Applications of controlled functions to stochastic PDEs”, 18th 2014 Brazilian Summer School in Probability, Mambucaba. Summer Invited mini course “Paracontrolled distributions and singular PDEs”, Uni2014 versität Bielefeld (IGK Beijing Bielefeld). Summer Tutorium “Analysis II”, Humboldt-Universität zu Berlin. 2013 1/4 Winter Tutorium “Probability theory”, Humboldt-Universität zu Berlin. 2012/2013 Winter Bachelor seminar “Stochastic Processes”, Humboldt-Universität zu Berlin. 2012/2013 Summer Tutorium “Stochastic processes II: continuous time”, Humboldt-Universität 2012 zu Berlin. 11/2010 Invited mini course “Introduction to BSDEs”, University of Illinois at UrbanaChampaign. Summer Tutorium “Probability theory”, Humboldt-Universität zu Berlin. 2010 Research stays 10/2014– University of Warwick, Mathematics Institute, 2 months, visiting Martin Hairer. 11/2014 06/2014 University of Illinois at Urbana-Champaign, Department of Aerospace Engineering, 2 weeks, visiting N. Sri Namachchivaya. 02/2014 University of Oxford, Oxford Man Institute, 1 week, visiting Danyu Yang. 10/2013– Université Paris Dauphine, CEREMADE, 2 months, visiting Massimiliano 11/2013 Gubinelli. 10/2012– Universität Wien, Mathematical Finance Group, 3 months, visiting Walter 12/2012 Schachermayer. 07/2012 Université Paris Dauphine, CEREMADE, 1 week, visiting Massimiliano Gubinelli. 11/2011 University of Illinois at Urbana-Champaign, Department of Aerospace Engineering, 6 weeks, visiting N. Sri Namachchivaya. 11/2010 University of Illinois at Urbana-Champaign, Department of Aerospace Engineering, 4 weeks, visiting N. Sri Namachchivaya. Talks Invited talks 07/2015 07/2015 09/2014 07/2014 05/2014 SPA 2015, Oxford. EquaDiff 2015, Lyon. Joint Meeting DMV PTM 2014, Poznan. SPA 2014, Buenos Aires. Séminaire probabilités et statistiques, Le Mans. 04/2014 Groupe de travail “Modéles Stochastiques en Finance”, École Polytechnique Paris. 02/2014 Berufungsvortrag Juniorprofessur Stochastik, Humboldt-Universität zu Berlin. 01/2014 Rough Paths: Theory and Applications, Los Angeles. 12/2013 Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis, Berlin. 11/2013 Renormalisation from Quantum Field Theory to Random and Dynamical Systems, Potsdam. 10/2013 Seminar on Mathematical Finance, Wien. 2/4 05/2013 05/2013 02/2013 11/2012 10/2012 02/2012 11/2011 Stochastic Analysis Seminar, Warwick. Sandwich Seminar, Oxford. Stochastic Analysis Seminar, Oxford. Seminar on Probability Theory, Wien. Seminar on Mathematical Finance, Wien. Berliner Kolloquium Wahrscheinlichkeitstheorie, Berlin. Workshop on Random Dynamical Systems, Urbana-Champaign. Selected contributed talks 05/2014 03/2012 03/2011 06/2010 11th German Probability and Statistics Days, Ulm. 10th German Probability and Statistics Days, Mainz. Spring meeting IRTG Beijing/Bielefeld - IRTG Berlin/Zurich 2011, Berlin. Seminar of the IRTG “Stochastic Models of Complex Processes”, Berlin. Publications Publications in peer-reviewed journals 2014 The existence of dominating local martingale measures, with P. Imkeller, arXiv:1111.3885, to appear in “Finance and Stochastics”. 2014 Supermartingales as Radon-Nikodym Densities and Related Measure Extensions, with J. Ruf, arXiv:1309.4623, to appear in “Annals of Probability”. 2014 Optimal nudging in particle filters, with N. Lingala, N.S. Namachchivaya, Z. Rapti, H.C. Yeong, Probabilistic Engineering Mechanics, 2014, Vol. 37. 2013 Dimensional reduction in nonlinear filtering: a homogenization approach, with P. Imkeller, N.S. Namachchivaya, H.C. Yeong, “Annals of Applied Probability”, 2013, Vol. 23, no. 6. 2013 Large deviations for Hilbert space valued Wiener processes: a sequence space approach, with A. Andresen, P. Imkeller, “Malliavin Calculus and Stochastic Analysis: a Festschrift in Honor of David Nualart”, 2013. 2012 Particle filtering in high-dimensional chaotic systems, with N. Lingala, N.S. Namachchivaya, H.C. Yeong, “Chaos. An Interdisciplinary Journal of Nonlinear Science”, 2012, Vol. 23, no. 6. 2012 Conditioned martingales, with J. Ruf, “Electronic Communications in Probability”, 2012, Vol. 17, no. 48. Preprints 2014 A Fourier approach to pathwise stochastic integration, with M. Gubinelli, P. Imkeller, submitted, arXiv:1410.4006. 2014 Local times for typical price paths and pathwise Tanaka formulas, with D.J. Prömel, submitted, arXiv:1405.4421. 2013 Pathwise stochastic integrals for model free finance, with D.J. Prömel, submitted, arXiv:1311.6187. 2013 Paracontrolled distributions and singular PDEs, with M. Gubinelli, P. Imkeller, submitted, arXiv:1210.2684. 3/4 Proceedings 2013 Optimal nudging in particle filters, with N. Lingala, N.S. Namachchivaya, H.C. Yeong, “Procedia IUTAM”, 2013, Vol. 6. 2012 A theory of controlled distributions, with M. Gubinelli, P. Imkeller, “Oberwolfach Reports”, 2012, Vol. 41/2012. 2012 A homogenization approach to multiscale filtering, with P. Imkeller, N.S. Namachchivaya, H.C. Yeong, “Procedia IUTAM”, 2012, Vol. 5. Languages German my mother tongue English fluent French very good speaking, reading and writing speaking, reading and writing Coventry, November 5, 2014 4/4
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