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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 2004 · math.PRShow all

2 papers · 2 filters

math.PR2004★ 4 cited

Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach

Samuel Herrmann, Peter Imkeller, Dierk Peithmann

We consider potential type dynamical systems in finite dimensions with two meta-stable states. They are subject to two sources of perturbation: a slow external periodic perturbatio…

math.PR2004★ 5 cited

First exit times of solutions of non-linear stochastic differential equations driven by symmetric Levy processes with alpha-stable components

Peter Imkeller, Ilya Pavlyukevich

We study the exit problem of solutions of the stochastic differential equation dX(t)=-U'(X(t))dt+epsilon dL(t) from bounded or unbounded intervals which contain the unique asymptot…

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