Prof. Dr. Nicolas Perkowski - Heinz Maier-Leibnitz Prizewinner 2019
Probability Theory, Max Planck Institute for Mathematics in the Sciences, Leipzig, and Humboldt University of Berlin
Perkowski has been Junior Professor of Stochastic Analysis at the Humboldt University of Berlin since 2015, and since 2018 he has also been based at the Max Planck Institute for Mathematics in the Sciences in Leipzig, funded through the DFG’s Heisenberg Programme. His research focuses on singular stochastic partial differential equations (SPDEs), questions relating to applied stochastic analysis, and robust methods in financial mathematics. Together with co-authors, he developed a highly regarded alternative approach to the solution of singular SPDEs, such as the Kardar-Parisi-Zhang equation, and was able for the first time to prove that the energy solutions to these are unique. Since 2016 Perkowski has been a project leader in a DFG Research Unit as well as participating in a DFG-funded International Research Training Group.