What is he best known for?
The fields of study he is best known for:
- 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.
His most cited work include:
- Stochastic climate models (670 citations)
- Utility maximization in incomplete markets (364 citations)
- Paracontrolled distributions and singular PDEs (345 citations)
What are the main themes of his work throughout his whole career to date?
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.
He most often published in these fields:
- Stochastic differential equation (32.67%)
- Mathematical analysis (31.68%)
- Applied mathematics (16.34%)
What were the highlights of his more recent work (between 2013-2020)?
- Stochastic differential equation (32.67%)
- Pure mathematics (11.88%)
- Applied mathematics (16.34%)
In recent papers he was focusing on the following fields of study:
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.
Between 2013 and 2020, his most popular works were:
- 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)
In his most recent research, the most cited papers focused on:
- 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.
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