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researcher

P. Imkeller

45 papers hereh-index 385.9k citations195 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author16
  • middle author20
  • last author7

Across the 43 of 45 papers where every author was matched, so the position is known.

fields
  • math.PR36
  • math.DS3
  • q-fin.PR3
  • math.AP1
  • physics.ao-ph1
  • q-fin.CP1

identity via Semantic Scholar / OpenAlex

activity
20032022
most citedUtility maximization in incomplete markets

439 citations · 1.3k across the 38 of their papers we have counts for

collaborators
Showing 2021 · math.DSShow all

1 paper · 2 filters

math.DS2021

Takagi type functions and dynamical systems: the smoothness of the SBR measure and the existence and smoothness of local time

P. Imkeller, O. Menoukeu Pamen, F. Proske

We investigate the occupation measures and local times of Takagi-type functions with roughness parameter γ, which are Hölder continuous with exponent H=log(1/2)logγ​.…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.