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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 2022Show all

1 paper · 1 filter

math.PR2022

Differentiability of quadratic forward-backward SDEs with rough drift

Peter Imkeller, Rhoss Likibi Pellat, Olivier Menoukeu Pamen

In this paper, we consider quadratic forward-backward SDEs (QFBSDEs), for {which} the drift in the forward equation does not satisfy the standard globally Lipschitz condition and t…

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