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Imkeller, Peter [Author]

Two-parameter martingales and their quadratic variation

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Berlin; Heidelberg; New York; London; Paris; Tokyo: Springer, 1988

Published in: Lecture notes in mathematics ; 1308
Blath, Jochen [Editor]; Imkeller, Peter [Editor]; Roelly, S. [Editor] ; Conference on Stochastic Processes and Their Applications 33 2009 Berlin

Surveys in stochastic processes : [33rd Conference on Stochastic Processes and Their Applications (SPA) ... Berlin from July 27 through July 31, 2009]

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Zürich: European Mathematical Society, 2011

Published in: EMS series of congress reports
Herrmann, Samuel [Editor]; Imkeller, Peter [Editor]; Pavlyukevich, Ilya [Editor]; Peithmann, Dierk [Editor]

Stochastic resonance : a mathematical approach in the small noise limit

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Providence, RI: American Math. Soc., 2014

Published in: Mathematical surveys and monographs ; 194
Imkeller, Peter [Author] ; Hennenfent, Guillaume [Other]; Bouchard, Bruno [Other]; Delarue, François [Other]; Gobet, Emmanuel [Other]; Lelong, Jérôme [Other]; Chassagneux, Jean-François [Other]

An introduction to BSDE

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[Erscheinungsort nicht ermittelbar]: Centre International de Rencontres Mathématiques (CIRM), 2017

Published in: CEMRACS 2017 : Numerical Methods for Stochastic Models: Control, Uncertainty Quantification, Mean-field ; (Jan. 2017)
Imkeller, Peter [Author]

Climate Time Series: Statistical Modeling and Dynamics

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[Erscheinungsort nicht ermittelbar]: FernUniversität in Hagen, 2012

Published in: Kolloquium der Fakultät für Mathematik und Informatik der FernUniversität in Hagen ; (Jan. 2012)
Imkeller, Peter [Author]

Malliavin's calculus in insider models: Additional utility and free lunches

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http://hdl.handle.net/10419/65293

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Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, 2002
Imkeller, Peter [Author]

Random times at which insiders can have free lunches

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http://hdl.handle.net/10419/62752

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Berlin: Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes, 2001
Imkeller, Peter [Author] ; Storch, Jin-Song [Editor]

Stochastic Climate Models

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Basel: Birkhäuser, 2001

Published in: Progress in Probability ; 49- SpringerLink ; Bücher- Springer eBook Collection ; Mathematics and Statistics
Imkeller, Peter [Author]

Two-Parameter Martingales and Their Quadratic Variation

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Berlin, Heidelberg: Springer, 1988

Published in: Lecture notes in mathematics ; 1308
Imkeller, Peter [Author]; Perkowski, Nicolas [Author]

A Fourier Analysis Based New Look at Integration

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Freie Universität Berlin: Refubium (FU Berlin), 2023
Imkeller, Peter [Author]; Petrou, Evangelia [Author]

The numéraire portfolio, Asymmetric information and entropy

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http://webdoc.sub.gwdg.de/ebook/serien/e/sfb611/515.pdf

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Bonn: SFB 611, 2012

Published in: Sonderforschungsbereich Singuläre Phänomene und Skalierung in Mathematischen Modellen: Preprints ; 51500
Imkeller, Peter [Author]; Roelly, Sylvie [Author]

Die Wiederentdeckung eines Mathematikers: Wolfgang Döblin

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University of Potsdam: publish.UP, 2008-03-07
Fischer, Markus [Author]; Imkeller, Peter [Author]

A two state model for noise-induced resonance in bistable systems with delay

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http://hdl.handle.net/10419/25036

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Berlin: Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk, 2005
Prömel, David Johannes [Author] ; Imkeller, Peter [Degree supervisor]; Friz, Peter [Degree supervisor]; Teichmann, Josef [Degree supervisor]

Robust stochastic analysis with applications

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https://d-nb.info/1079901299/34

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Berlin: Mathematisch-Naturwissenschaftliche Fakultät, 2015
Bielagk, Jana [Author] ; Horst, Ulrich [Other]; Imkeller, Peter [Other]; Pirvu, Traian [Other]

Essays on Market Microstructure and Pathwise Directional Derivatives

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

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

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Berlin: Humboldt-Universität zu Berlin, 2018
Högele, Michael [Other]; Imkeller, Peter [Other]; Becherer, Dirk [Other]

Large Deviations Studies for Small Noise Limits of Dynamical Systems Perturbed by Lévy Processes

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https://d-nb.info/1182541208/34

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Berlin: Humboldt-Universität zu Berlin, 2018
Gairing, Jan [Author] ; Imkeller, Peter [Other]; Rasmussen, Martin [Other]; Scheutzow, Michael [Other]

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

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Berlin: Humboldt-Universität zu Berlin, 2018
Kentia Tonleu, Klébert [Author] ; Becherer, Dirk [Degree supervisor]; Elie, Romuald [Degree supervisor]; Imkeller, Peter [Degree supervisor]

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

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Berlin: Mathematisch-Naturwissenschaftliche Fakultät, 2016
Leimbach, Matti [Author] ; Scheutzow, Michael [Degree supervisor]; Scheutzow, Michael [Other]; Imkeller, Peter [Other]

Some relations between stochastic and deterministic differential equations

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Berlin: Technische Universität Berlin, 2016

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