Peter Imkeller-数学中心
Peter Imkeller

Overseas Guest Professors:Peter Imkeller

Name:Peter Imkeller
Title:Professor
Gender:male
Tel:
Email:imkeller@math.hu-berlin.de
HomePage:
https://www.mathematik.hu-berlin.de/de/forschung/forschungsgebiete/stochastik/stoch-employees/imkeller
Basic:
Professor of Applied Probability Theory
Humboldt-Universität zu Berlin, Germany
Educational background:
Work experience:
Professor of Applied Probability Theory
Humboldt-Universität zu Berlin, Germany
Research fields:
Scientific achievements:
S. Ankirchner, P. Imkeller, A. Popier
Optimal cross hedging of insurance derivatives March 19, 2007

P. Imkeller, I. Pavlyukevich
Levy flights: transitions and meta-stability January 11, 2006

P. Imkeller, I. Pavlyukevich
Meta-stable Behavior of Small Noise Levy-Driven Diffusions July 21, 2006

S. Ankirchner, P. Imkeller, A. Popier
On measure solutions of backward stochastic differential equations February 12, 2008

S. Ankirchner, P. Imkeller
Financial markets with asymmetric information: information drift, additional utility and entropy August 25, 2006

S. Herrmann, P. Imkeller, D. Peithmann
Large deviations and a Kramers' type law for self-stabilizing diffusions November 7, 2006

S. Ankirchner, P. Imkeller, G. Reis
Classical and Variational Differentiability of BSDEs with Quadratic Growth September 28, 2007

S. Ankirchner, P. Imkeller, G. Reis
Pricing and hedging of derivatives based on non-tradable underlyings July 4, 2007

P. Imkeller, I. Pavlyukevich, T. Wetzel
First exit times for Levy-driven diffusions with exponentially light jumps December 3, 2007

S. Ankirchner, G. Heyne, P. Imkeller
A BSDE approach to the Skorokhod embedding problem for the Brownian motion with drift December 11, 2007

S. Ankirchner, P. Imkeller
Quadratic hedging of weather and catastrophe risk by using short term climate predictions February 12, 2008

C. Hein, P. Imkeller, I. Pavlyukevitch,
Limit theorems for p-variations of solutions of SDEs driven by additive non Gaussian stable Levy noise, November 9, 2008

C. Hein, P. Imkeller, I. Pavlyukevitch, November 15, 2008
Simple SDE dynamical models interpreting climate data and their meta-stability, November 15, 2008

P. Imkeller,
Malliavin's calculus and applications in stochastic control and finance, December 15, 2008

S. Ankirchner, P. Imkeller;
Hedging with residual risk: a BSDE approach, March 18, 2009

G. Reis, P. Imkeller,
Path regularity and explicit truncations order for BSDE with drivers of quadratic growth, March 22, 2009

L. Delong, P. Imkeller,
Backward stochastic differential equations with time delayed generators - results and counterexamples, July 1, 2009

P. Imkeller, A. Reveillac, A. Richter
Differentiability of quadratic BSDE generated by continous martingales and hedging in incomplete markets, July 6, 2009

Z. Brezniak, B. Goldys, P. Imkeller, S. Peszat, E. Priola, J. Zabczyk
Time irregularity of generalized Ornstein-Uhlenbeck processes, October 22, 2009

L. Delong, P. Imkeller
On Malliavin's differentiability of BSDE with time delayed generators driven bei Brownian motions and Poisson random mesures, November 17, 2009

P. Imkeller, G. Dos Reis, J. Zhang
Results on numerics for FBSDE with drivers of quadratic growth, November 17, 2009
Other: