Nicolas Perkowski – Curriculum Vitae

Nicolas Perkowski
Curriculum Vitae
Employment
since Junior Professor (W1) für Stochastische Analysis, Humboldt-Universität zu
01/2015 Berlin.
12/2013– Postdoc, CEREMADE, Université Paris Dauphine.
11/2014
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 Studies of Mathematics, Université Pierre et Marie Curie (Paris VI).
2007–2013 Member of the Berlin Mathematical School.
2004–2009 Studies of Mathematics, Humboldt-Universität zu Berlin.
Awards, Grants and Scholarships
03/2016 Förderpreis of the Fachgruppe Stochastik of the DMV for my Ph.D. thesis.
since Faculty member of the Berlin Mathematical School.
02/2016
since Member of DFG Research Unit 2402 “Rough paths, stochastic partial
01/2015 differential equations and related topics”.
since Member of DFG Research Training Group 1845 “Stochastic Analysis with
02/2015 Applications in Biology, Finance and Physics”.
03/2015 Member of the Hausdorff Junior Trimester on Optimal Transportation,
Hausdorff Center for Mathematics.
2014 Funding for the Research Project “Universality and stochastic partial differential equations”, Brazilian-French Network in Mathematics.
2013–2014 Postdoc-funding, Fondation Sciences Mathématiques de Paris.
2009–2012 Berlin Mathematical School Phase 2 Scholarship, DFG.
2007–2009 Berlin Mathematical School Phase 1 Scholarship, DFG.
Supervision of Ph.D. theses
since Jörg Martin.
04/2015
Supervision of Bachelor theses
01/2016 Martin Luther King Loucé Ngandjo, “Zeitdiskrete Markovketten und das
Martingalproblem”.
09/2015 Undine Falkenhagen, “Große Abweichungen und der Satz von Cramér”.
09/2015 Yannik Gartenbach, “Kantenperkolation auf Z2 - der Satz von Harris-Kesten”.
09/2015 Jonas Lieber, “Asymptotic behavior of homogeneous Markov chains on finite state
spaces”.
09/2015 Eric Oppermann, “Die Martingalmethode und Fluktuationen um den ergodischen
Grenzwert”.
09/2015
09/2015
09/2015
08/2015
Paul Fischer, “Rekurrenz und Transienz der symmetrischen Irrfahrt”.
Niclas von Caprivi, “Einführung in die Kantenperkolation”.
Thorben Peters, “Der Birkhoff’sche Ergodensatz”.
Björn Bokelmann, “Strong stationary times for shuffling cards”.
08/2015 Alexander Seibold, “Kriterien für Rekurrenz und Transienz bei Markovketten.
Martingale.”.
04/2015 Deike Gerundt, “Superkritische Perkolation”.
Teaching
Summer Lecture “Stochastic analysis”, Humboldt-Universität zu Berlin.
2016
03/2016 Invited mini course “Lectures on game-theoretic martingales”, CFMImperial Distinguished Lecture Series, Imperial College.
03/2016 Invited mini course “Paracontrolled distributions and singular PDEs”, University of Helsinki.
Winter Lecture “Functional analysis”, Humboldt-Universität zu Berlin.
2015/2016
Winter Tutorium “Functional analysis”, Humboldt-Universität zu Berlin.
2015/2016
Summer Lecture “Rough paths and regularity structures”, Humboldt-Universität zu
2015 Berlin.
Summer Seminar “Optimal transport and stochastic analysis”, jointly with P. Imkeller,
2015 Humboldt-Universität zu Berlin.
Winter Bachelor seminar “Selected topics in probability theory”, Humboldt2014/2015 Universität zu Berlin.
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
Winter Tutorium “Probability theory”, Humboldt-Universität zu Berlin.
2012/2013
Winter Bachelor seminar “Stochastic Processes”, jointly with P. Imkeller, Humboldt2012/2013 Universität zu Berlin.
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 ≥ 1 week
09/2015 University of California, San Diego, Department of Mathematics, 1 week, visiting
Joscha Diehl.
03/2015 Bonn, Hausdorff Center for Mathematics, 1 month, Member of the Hausdorff Junior
Trimester on Optimal Transportation.
10/2014– University of Warwick, Mathematics Institute, 2 months, visiting Martin Hairer.
11/2014
08/2014 IMPA, 2 weeks, visiting Milton Jara.
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
05/2016 Stochastic Partial Differential Equations, Simons Center for Geometry and
Physics, Stony Brook.
05/2016 Rough Paths, Regularity Structures and Related Topics, Oberwolfach.
04/2016 2016 Risk and Stochastics Conference, LSE.
04/2016 Workshop on “Pathwise methods, Functional Calculus and applications in
Mathematical Finance”, Wien.
03/2016
02/2016
01/2016
12/2015
11/2015
11/2015
10/2015
09/2015
07/2015
06/2015
Probabilistic models - from discrete to continuous, Warwick.
Paths to, from and in Renormalization, Potsdam.
Oberseminar Stochastics, Bonn.
Particle Systems and PDEs IV, Braga.
Eighth Workshop on Random Dynamical Systems, Bielefeld.
Stochastikseminar, Jena.
Berliner Kolloquium Wahrscheinlichkeitstheorie, Berlin.
Probability seminar, Toronto.
EquaDiff 2015, Lyon.
Progress in Nonequilibrium Statistical Mechanics, Nice.
03/2015 Winter school “Stochastic Analysis of Spatially Extended Models”,
Darmstadt.
01/2015 Berlin-Oxford Young Researchers Meeting on Applied Stochastic Analysis,
Berlin.
01/2015
11/2014
09/2014
07/2014
05/2014
Oberseminar ANALYSIS - PROBABILITY, Leipzig.
Talks in Financial and Insurance Mathematics, Zürich.
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
05/2013
05/2013
02/2013
11/2012
10/2012
02/2012
11/2011
Seminar on Mathematical Finance, Wien.
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.
Languages
German my mother tongue
English fluent
French very good
Berlin, June 9, 2016

Download Report