Peter Imkeller

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Publications

Citations

3.4K

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Active since

1985

Affiliations

Humboldt-Universität zu Berlin(Current)

Technische Universität Berlin

University of Bremen

Centre National de la Recherche Scientifique

Université de Franche-Comté

Peter Imkeller is an author at Humboldt-Universität zu Berlin specializing in stochastic processes, mathematics, and stochastic differential equations.

Publications per year

1985–2019

Publications

Utility maximization in incomplete markets

Ying Hu, Peter Imkeller, Matthias A. Müller · The Annals of Applied Probability · 2005 · 434 citations · Full text

Business, Economics, Finance +12

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 · 423 citations · Full text

Natural Sciences, Earth Sciences, Meteorology +15

Additional logarithmic utility of an insider

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

Business, Business Economics, Contract Theory +2

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 · 114 citations

Engineering, Mathematics, Differential Equations +13

First exit times of SDEs driven by stable Lévy processes

Peter Imkeller, Ilya Pavlyukevich · Stochastic Processes and their Applications · 2005 · 111 citations

Engineering, Mathematics, Probability Theory +13

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