Overseas Guest Professors:Peter Imkeller
| Name：Peter Imkeller |  |
| Title：Professor | |
| Gender：male | |
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| Email：imkeller@math.hu-berlin.de | |
HomePage：https://www.mathematik.hu-berlin.de/de/forschung/forschungsgebiete/stochastik/stoch-employees/imkeller | |
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Basic： Professor of Applied Probability TheoryHumboldt-Universität zu Berlin, Germany | |
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Educational background： | |
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Work experience： Professor of Applied Probability TheoryHumboldt-Universität zu Berlin, Germany | |
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Scientific achievements： S. Ankirchner, P. Imkeller, A. PopierOptimal 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 | |
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