Mesoscopic fluctuations of microscopic (discrete or continuous) dynamics can be described in terms of nonlinear stochastic partial differential equations which are universal: they depend on very few details of the microscopic model. This universality comes at a price: due to the extreme irregular nature of the random field sample paths, these equations turn out to not be well-posed in any classical analytic sense. I will review recent progress in the mathematical understanding of such singular equations and of their (weak) universality and their relation with the Wilsonian renormalisation group framework of theoretical physics.