Paracontrolled distributions and singular PDEs M Gubinelli, P Imkeller, N Perkowski Forum of Mathematics, Pi 3, e6, 2015 | 667 | 2015 |
Utility maximization in incomplete markets Y Hu, P Imkeller, M Müller | 513 | 2005 |
Additional logarithmic utility of an insider J Amendinger, P Imkeller, M Schweizer Stochastic processes and their applications 75 (2), 263-286, 1998 | 250 | 1998 |
First exit times of SDEs driven by stable Lévy processes P Imkeller, I Pavlyukevich Stochastic Processes and their Applications 116 (4), 611-642, 2006 | 149 | 2006 |
The conjugacy of stochastic and random differential equations and the existence of global attractors P Imkeller, B Schmalfuss Journal of Dynamics and Differential Equations 13, 215-249, 2001 | 144 | 2001 |
Additional utility of insiders with imperfect dynamical information JM Corcuera, P Imkeller, A Kohatsu-Higa, D Nualart Finance and Stochastics 8, 437-450, 2004 | 125 | 2004 |
Stochastic climate models P Imkeller, JS Von Storch Springer Science & Business Media, 2001 | 116 | 2001 |
Lévy flights: transitions and meta-stability P Imkeller, I Pavlyukevich Journal of Physics A: Mathematical and General 39 (15), L237, 2006 | 110 | 2006 |
Chaos expansions of double intersection local time of Brownian motion in Rd and renormalization P Imkeller, V Perez-Abreu, J Vives Stochastic processes and their applications 56 (1), 1-34, 1995 | 110 | 1995 |
Free lunch and arbitrage possibilities in a financial market model with an insider P Imkeller, M Pontier, F Weisz Stochastic processes and their applications 92 (1), 103-130, 2001 | 109 | 2001 |
Conceptual stochastic climate models P Imkeller, AH Monahan Stochastics and Dynamics 2 (03), 311-326, 2002 | 108 | 2002 |
Backward stochastic differential equations with time delayed generators—results and counterexamples Ł Delong, P Imkeller | 105 | 2010 |
Large deviations and a Kramers’ type law for self-stabilizing diffusions S Herrmann, P Imkeller, D Peithmann | 102 | 2008 |
On Malliavin’s differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures Ł Delong, P Imkeller Stochastic Processes and their Applications 120 (9), 1748-1775, 2010 | 99 | 2010 |
The Shannon information of filtrations and the additional logarithmic utility of insiders S Ankirchner, S Dereich, P Imkeller | 94 | 2006 |
Malliavin's calculus in insider models: additional utility and free lunches P Imkeller Mathematical Finance: An International Journal of Mathematics, Statistics …, 2003 | 92 | 2003 |
Anticipation cancelled by a Girsanov transformation: a paradox on Wiener space H Föllmer, P Imkeller Annales de l'IHP Probabilités et statistiques 29 (4), 569-586, 1993 | 91 | 1993 |
Normal forms for stochastic differential equations L Arnold, P Imkeller Probability Theory and Related Fields 110, 559-588, 1998 | 89 | 1998 |
Classical and variational differentiability of BSDEs with quadratic growth S Ankirchner, P Imkeller, G Dos Reis | 83 | 2007 |
Random times at which insiders can have free lunches P Imkeller Stochastics: An International Journal of Probability and Stochastic …, 2002 | 79 | 2002 |