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- Peter Imkeller

Discipline name
D-index
D-index (Discipline H-index) only includes papers and citation values for an examined
discipline in contrast to General H-index which accounts for publications across all
disciplines.
Citations
Publications
World Ranking
National Ranking

Mathematics
D-index
35
Citations
5,584
186
World Ranking
1901
National Ranking
117

- Mathematical analysis
- Quantum mechanics
- Probability theory

Peter Imkeller spends much of his time researching Mathematical economics, Stochastic differential equation, Mathematical analysis, Insider and Financial market. His Mathematical economics study integrates concerns from other disciplines, such as Wiener process and Semimartingale. His Stochastic differential equation research is multidisciplinary, incorporating perspectives in Malliavin calculus, Differential equation, Incomplete markets, Diffeomorphism and Lipschitz continuity.

His Differential equation study combines topics from a wide range of disciplines, such as Fractional Brownian motion, Applied mathematics and Nonlinear system. Peter Imkeller combines subjects such as Generator, Terminal and Brownian motion with his study of Mathematical analysis. Peter Imkeller interconnects Insider trading and Entropy in the investigation of issues within Insider.

- Stochastic climate models (670 citations)
- Utility maximization in incomplete markets (364 citations)
- Paracontrolled distributions and singular PDEs (345 citations)

The scientist’s investigation covers issues in Stochastic differential equation, Mathematical analysis, Applied mathematics, Mathematical economics and Statistical physics. Peter Imkeller has included themes like Stochastic calculus, Malliavin calculus, Mathematical optimization, Uniqueness and Lipschitz continuity in his Stochastic differential equation study. Differential equation is the focus of his Mathematical analysis research.

His study focuses on the intersection of Applied mathematics and fields such as Quadratic growth with connections in the field of Martingale, Quadratic equation, Differentiable function and Control variable. The concepts of his Mathematical economics study are interwoven with issues in Insider trading, Insider and Incomplete markets. Many of his studies on Statistical physics involve topics that are commonly interrelated, such as Dynamical systems theory.

- Stochastic differential equation (32.67%)
- Mathematical analysis (31.68%)
- Applied mathematics (16.34%)

- Stochastic differential equation (32.67%)
- Pure mathematics (11.88%)
- Applied mathematics (16.34%)

His main research concerns Stochastic differential equation, Pure mathematics, Applied mathematics, Uniqueness and Mathematical analysis. His Stochastic differential equation study incorporates themes from Microeconomics and Malliavin calculus. His research integrates issues of Fractional Brownian motion, Mathematical proof, Optimal stopping, Filtration and Nonlinear system in his study of Applied mathematics.

His Fractional Brownian motion study combines topics in areas such as Quadratic equation, Partial differential equation and Differential equation. His work deals with themes such as Real line and Lipschitz continuity, which intersect with Uniqueness. His work in the fields of Mathematical analysis, such as Stochastic calculus, Sobolev space and Rough path, intersects with other areas such as Moment.

- Paracontrolled distributions and singular PDEs (345 citations)
- Stochastic Parameterization: Towards a new view of Weather and Climate Models (168 citations)
- Stochastic Parameterization: Towards a new view of Weather and Climate Models (120 citations)

- Mathematical analysis
- Quantum mechanics
- Probability theory

Peter Imkeller focuses on Stochastic differential equation, Uniqueness, Rough path, Pure mathematics and Applied mathematics. His biological study spans a wide range of topics, including Function and Mathematical optimization. His Uniqueness research incorporates themes from Optimal stopping, Lipschitz continuity and Nonlinear expectation.

His research on Rough path concerns the broader Mathematical analysis. His studies deal with areas such as Simple and Stochastic integration as well as Mathematical analysis. In his research, Fractional Brownian motion, Partial differential equation, Differential equation and Gaussian process is intimately related to Nonlinear system, which falls under the overarching field of Applied mathematics.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

Stochastic climate models

Peter Imkeller;Jin-Song von Storch.

**(2001)**

689 Citations

Paracontrolled distributions and singular PDEs

Massimiliano Gubinelli;Peter Imkeller;Nicolas Perkowski.

Forum of Mathematics, Pi **(2015)**

451 Citations

Utility maximization in incomplete markets

Ying Hu;Peter Imkeller;Matthias Muller.

Research Papers in Economics **(2005)**

447 Citations

Stochastic Parameterization: Towards a new view of Weather and Climate Models

Judith Berner;Ulrich Achatz;Lauriane Batte;Lisa Bengtsson.

Bulletin of the American Meteorological Society **(2017)**

273 Citations

Additional logarithmic utility of an insider

Jürgen Amendinger;Peter Imkeller;Martin Schweizer.

Research Papers in Economics **(1998)**

244 Citations

Stochastic Parameterization: Towards a new view of Weather and Climate Models

Judith Berner;Ulrich Achatz;Lauriane Batte;Lisa Bengtsson.

arXiv: Atmospheric and Oceanic Physics **(2015)**

217 Citations

First exit times of SDEs driven by stable Lévy processes

P. Imkeller;I. Pavlyukevich.

Stochastic Processes and their Applications **(2006)**

135 Citations

The Conjugacy of Stochastic and Random Differential Equations and the Existence of Global Attractors

Peter Imkeller;Björn Schmalfuss.

Journal of Dynamics and Differential Equations **(2001)**

127 Citations

Additional utility of insiders with imperfect dynamical information

José Manuel Corcuera;Peter Imkeller;Arturo Kohatsu-Higa;David Nualart.

Finance and Stochastics **(2004)**

116 Citations

Chaos expansions of double intersection local time of Brownian motion in Rd and renormalization

Peter Imkeller;Victor Perez-Abreu;Josep Vives.

Stochastic Processes and their Applications **(1995)**

109 Citations

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