Peter Imkeller

Utility maximization in incomplete markets

Ying Hu, Peter Imkeller, Matthias A. Müller · The Annals of Applied Probability · 2005 · 430 citations · Full text

Stochastic Parameterization: Toward a New View of Weather and Climate Models

Judith Berner, Ulrich Achatz, Lauriane Batté et al. · Bulletin of the American Meteorological Society · 2016 · 408 citations · Full text

Additional logarithmic utility of an insider

Jürgen Amendinger, Peter Imkeller, Martin Schweizer · Stochastic Processes and their Applications · 1998 · 175 citations

Additional Logarithmic Utility, Insider Threat, Log Analysis +1

The Conjugacy of Stochastic and Random Differential Equations and the Existence of Global Attractors

Peter Imkeller, Björn Schmalfuß · Journal of Dynamics and Differential Equations · 2001 · 110 citations

First exit times of SDEs driven by stable Lévy processes

Peter Imkeller, Ilya Pavlyukevich · Stochastic Processes and their Applications · 2005 · 109 citations

Engineering, Stochastic Processes, Exit Times +7