439 citations · 1.3k across the 38 of their papers we have counts for
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math.PR2005★ 439 cited
Utility maximization in incomplete markets
Ying Hu, Peter Imkeller, Matthias Muller
We consider the problem of utility maximization for small traders on incomplete financial markets. As opposed to most of the papers dealing with this subject, the investors' tradin…
math.PR2005★ 25 cited
The exit problem for diffusions with time-periodic drift and stochastic resonance
Samuel Herrmann, Peter Imkeller
Physical notions of stochastic resonance for potential diffusions in periodically changing double-well potentials such as the spectral power amplification have proved to be defecti…