Peter Imkeller

Cited by

	All	Since 2019
Citations	4233	1403
h-index	37	18
i10-index	43	31

340

170

255

19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202414 25 17 45 40 66 66 88 111 123 160 119 191 219 147 206 191 235 217 237 243 228 194 263 288 321 109

Public access

View all

6 articles

1 article

available

not available

Based on funding mandates

Co-authors

Ilya PavlyukevichFriedrich Schiller University JenaVerified email at uni-jena.de
Nicolas PerkowskiFreie Universität BerlinVerified email at math.fu-berlin.de
Massimiliano GubinelliWallis Professor of Mathematics, University of OxfordVerified email at maths.ox.ac.uk
Dr. Goncalo dos ReisUniversity of Edinburgh and CMA/FCT/UNLVerified email at ed.ac.uk
Samuel HerrmannInstitut de Mathématiques de BourgogneVerified email at u-bourgogne.fr
Martin SchweizerETH ZürichVerified email at math.ethz.ch
David NualartProfessor, The University of KansasVerified email at math.ku.edu
Jose Manuel CorcueraProfesor de Matemáticas Universidad de BarcelonaVerified email at ub.edu
arturo kohatsuritsumeikan universityVerified email at fc.ritsumei.ac.jp
Victor Pérez-AbreuCenter for Research in Mathematics CIMAT Guanajuato MexicoVerified email at cimat.mx
Josep VivesFacultat de Matemàtiques i Informàtica, Universitat de BarcelonaVerified email at ub.edu
Ferenc WeiszDepartment of Numarical Analysis, Eötvös University, BudapestVerified email at inf.elte.hu
Adam Hugh MonahanVerified email at uvic.ca
Ulrich HorstHumboldt University BerlinVerified email at math.hu-berlin.de
Szymon PeszatInstytut of Mathematics, Polish Academy of SciencesVerified email at cyf-kr.edu.pl
Enrico PriolaUniversità di Pavia, Dipartimento di MatematicaVerified email at unipv.it
Zdzislaw BrzezniakProfessor of Mathematics, University of York, UKVerified email at york.ac.uk
Jerzy ZabczykProfesor of mathematics, Polish Academy of SciencesVerified email at impan.pl
Ying HuProfessor of Mathematics, Université Rennes 1Verified email at univ-rennes1.fr
N. Sri NamachchivayaProfessor of Aerospace Engineering, University of Illinois at Urbana-ChampaignVerified email at illinois.edu

Peter Imkeller

Professor of Mathematics, Humboldt University Berlin

No verified email

probabílity statistics dynamical systems reduced climate models mathematical finance


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Paracontrolled distributions and singular PDEs M Gubinelli, P Imkeller, N Perkowski Forum of Mathematics, Pi 3, e6, 2015	648	2015
Utility maximization in incomplete markets Y Hu, P Imkeller, M Müller	498	2005
Additional logarithmic utility of an insider J Amendinger, P Imkeller, M Schweizer Stochastic processes and their applications 75 (2), 263-286, 1998	247	1998
First exit times of SDEs driven by stable Lévy processes P Imkeller, I Pavlyukevich Stochastic Processes and their Applications 116 (4), 611-642, 2006	149	2006
The conjugacy of stochastic and random differential equations and the existence of global attractors P Imkeller, B Schmalfuss Journal of Dynamics and Differential Equations 13, 215-249, 2001	144	2001
Additional utility of insiders with imperfect dynamical information JM Corcuera, P Imkeller, A Kohatsu-Higa, D Nualart Finance and Stochastics 8, 437-450, 2004	125	2004
Stochastic climate models P Imkeller, JS Von Storch Springer Science & Business Media, 2001	114	2001
Chaos expansions of double intersection local time of Brownian motion in Rd and renormalization P Imkeller, V Perez-Abreu, J Vives Stochastic Processes and Their Applications 56 (1), 1-34, 1995	111	1995
Lévy flights: transitions and meta-stability P Imkeller, I Pavlyukevich Journal of Physics A: Mathematical and General 39 (15), L237, 2006	108	2006
Free lunch and arbitrage possibilities in a financial market model with an insider P Imkeller, M Pontier, F Weisz Stochastic processes and their applications 92 (1), 103-130, 2001	106	2001
Backward stochastic differential equations with time delayed generators—results and counterexamples Ł Delong, P Imkeller	104	2010
Conceptual stochastic climate models P Imkeller, AH Monahan Stochastics and Dynamics 2 (03), 311-326, 2002	100	2002
On Malliavin’s differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures Ł Delong, P Imkeller Stochastic Processes and their Applications 120 (9), 1748-1775, 2010	96	2010
Large deviations and a Kramers’ type law for self-stabilizing diffusions S Herrmann, P Imkeller, D Peithmann	96	2008
Anticipation cancelled by a Girsanov transformation: a paradox on Wiener space H Föllmer, P Imkeller Annales de l'IHP Probabilités et statistiques 29 (4), 569-586, 1993	93	1993
Malliavin's calculus in insider models: additional utility and free lunches P Imkeller Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003	92	2003
The Shannon information of filtrations and the additional logarithmic utility of insiders S Ankirchner, S Dereich, P Imkeller	90	2006
Normal forms for stochastic differential equations L Arnold, P Imkeller Probability Theory and Related Fields 110, 559-588, 1998	88	1998
Classical and variational differentiability of BSDEs with quadratic growth S Ankirchner, P Imkeller, G Dos Reis	83	2007
Random times at which insiders can have free lunches P Imkeller Stochastics: An International Journal of Probability and Stochastic …, 2002	81	2002

The system can't perform the operation now. Try again later.

Articles 1–20

Citations per year

Duplicate citations

Merged citations

Add co-authorsCo-authors

Follow

Cited by

Co-authors