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Burghoff, Toralf [Author] ; Pavlyukevich, Ilya [Degree supervisor]; Imkeller, Peter [Degree supervisor]; Hausenblas, Erika [Degree supervisor]

Spectral properties of a discrete lévy-driven metastable system

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Jena: Thüringer Universitäts- und Landesbibliothek Jena, 2015
Fromm, Alexander [Author] ; Imkeller, Peter [Degree supervisor]; Ankirchner, Stefan [Degree supervisor]; Réveillac, Anthony [Degree supervisor]

Theory and applications of decoupling fields for forward-backward stochastic differential equations

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Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2015
Jamneshan, Asgar [Author] ; Kupper, Michael [Degree supervisor]; Imkeller, Peter [Degree supervisor]; Cheridito, Patrick [Degree supervisor]

A theory of conditional sets

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Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2014
Heyne, Gregor [Author] ; Horst, Ulrich [Degree supervisor]; Imkeller, Peter [Degree supervisor]; Bouchard, Bruno [Degree supervisor]

Essays on minimal supersolutions of BSDEs and on cross hedging in incomplete markets

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Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2012
Eichmann, Katrin [Author] ; Imkeller, Peter [Degree supervisor]; Hu, Ying [Degree supervisor]; Kupper, Michael [Degree supervisor]

Smoothing stochastic bang-bang problems : with application to the optimal execution problem

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Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2013
Mocha, Markus Severin [Author] ; Horst, Ulrich [Degree supervisor]; Imkeller, Peter [Degree supervisor]; Cvitanic, Jaksa [Degree supervisor]

Utility maximization and quadratic BSDEs under exponential moments : existence, uniqueness and stability of constrained problems

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Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2012
Högele, Michael Anton [Author] ; Imkeller, Peter [Degree supervisor]; Pavlyukevich, Ilya [Degree supervisor]; Zabczyk, Jerzy [Degree supervisor]

Metastability of the Chafee-Infante equation with small heavy-tailed Lévy Noise : a conceptual climate model

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Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2011
Imkeller, Peter [Author]; Milstein, Grigori N. [Author]

Moment Lyapunov exponent for conservative systems with small periodic and random perturbations

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2002
Imkeller, Peter [Author]; Milstein, Grigori N. [Author]

The moment Lyapunov exponent for conservative systems with small periodic and random perturbations

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2001
Imkeller, Peter [Author]; Milstein, Grigori N. [Author]

The moment Lyapunov exponent for conservative systems with small periodic and random perturbations

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Weierstrass Institute for Applied Analysis and Stochastics publication server, 2001
Grigorova, Miryana [Author]; Imkeller, Peter [Author]; Quenez, Marie-Claire [Author]; Ouknine, Youssef [Author]

Doubly reflected BSDEs and epsilon f-Dynkin games : beyond the right-continuous case

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Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2018

Published in: Universität Bielefeld: Working papers ; 59800
Grigorova, Miryana [Author]; Imkeller, Peter [Author]; Ouknine, Youssef [Author]; Quenze, Marie-Claire [Author]

Optimal stopping with f-expectations : the irregular case - [This version: 19 July 2017]

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Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, 2017

Published in: Universität Bielefeld: Working papers ; 58700
Prömel, David Johannes [Author] ; Imkeller, Peter [Contributor]; Friz, Peter [Contributor]; Teichmann, Josef [Contributor]

Robust stochastic analysis with applications

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Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät, 2015-12-02
Perkowski, Nicolas [Author] ; Imkeller, Peter [Degree supervisor]; Friz, Peter [Degree supervisor]; Lyons, Terry [Degree supervisor]; Teichmann, Josef [Degree supervisor]

Studies of robustness in stochastic analysis and mathematical finance

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Berlin: Humboldt Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät II, 2014
Bielagk, Jana [Author] ; Horst, Ulrich [Contributor]; Imkeller, Peter [Contributor]; Pirvu, Traian [Contributor]

Essays on Market Microstructure and Pathwise Directional Derivatives

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Humboldt-Universität zu Berlin, 2018-02-23
Feunou, Victor Nzengang [Author] ; Imkeller, Peter [Contributor]; Ankirchner, Stefan [Contributor]; Becherer, Dirk [Contributor]

Essays on Utility maximization and Optimal Stopping Problems in the Presence of Default Risk

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Humboldt-Universität zu Berlin, 2018-08-09
De Oliveira Gomes, André [Author] ; Högele, Michael [Contributor]; Imkeller, Peter [Contributor]; Becherer, Dirk [Contributor]

Large Deviations Studies for Small Noise Limits of Dynamical Systems Perturbed by Lévy Processes ; Dissertation zur Erlangung des akademischen Grades doctor rerum naturalium im Fach Mathematik der Humboldt-Universitat zu Berlin

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Humboldt-Universität zu Berlin, 2018-04-13
Gairing, Jan Martin [Author] ; Imkeller, Peter [Contributor]; Rasmussen, Martin [Contributor]; Scheutzow, Michael [Contributor]

Variational and Ergodic Methods for Stochastic Differential Equations Driven by Lévy Processes

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Humboldt-Universität zu Berlin, 2018-04-03
Tonleu, Klebert Kentia [Author] ; Becherer, Dirk [Contributor]; Elie, Romuald [Contributor]; Imkeller, Peter [Contributor]

Robust aspects of hedging and valuation in incomplete markets and related backward SDE theory

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Humboldt-Universität zu Berlin, Mathematisch-Naturwissenschaftliche Fakultät, 2016-03-16
Burghoff, Toralf [Author] ; Pavlyukevich, Ilya [Contributor]; Imkeller, Peter [Contributor]; Hausenblas, Erika [Contributor]

Spectral properties of a discrete lévy-driven metastable system

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Digital Library Thüringen, 2015-02-11

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