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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 2018 · math.PRShow all

1 paper · 2 filters

math.PR2018★ 1 cited

Differentiability of SDEs with drifts of super-linear growth

Peter Imkeller, Gonçalo dos Reis, William Salkeld

We close an unexpected gap in the literature of stochastic differential equations (SDEs) with drifts of super linear growth (and random coefficients), namely, we prove Malliavin an…

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