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Utility maximization via decoupling fields
Alexander Fromm, Peter Imkeller
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 30, Nº. 6, 2020, págs. 2665-2694
Reflected BSDEs when the obstacle is not right-continuous and optimal stopping
Miryana Grigorova, Peter Imkeller, Elias Offen, Youssef Ouknine, Marie-Claire Quenez
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 27, Nº. 5, 2017, págs. 3153-3188
Dimensional reduction in nonlinear filtering: A homogenization approach.
Peter Imkeller, N. Sri Namachchivaya, Nicolas Perkowski, Hoong C. Yeong
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 23, Nº. 6, 2013, págs. 2290-2326
Differentiability of quadratic BSDEs generated by continuous martingales.
Peter Imkeller, Anthony Réveillac, Anja Richter
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 22, Nº. 1, 2012, págs. 285-336
Backward stochastic differential equations with time delayed generators-results and counterexamples.
Lukasz Delong, Peter Imkeller
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 20, Nº. 4, 2010, págs. 1512-1536
First exit times for Lévy-driven diffusions with exponentially light jumps.
Peter Imkeller, Ilya Pavlyukevich, Torsten Wetzel
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 37, Nº. 2, 2009, págs. 530-564
Large deviations and a Kramers� type law for self-stabilizing diffusions.
Samuel Hermann, Peter Imkeller, Dierk Peithmann
Annals of applied probability: an official journal of the Institute of Mathematical Statistics, ISSN 1050-5164, Vol. 18, Nº. 4, 2008, págs. 1379-1423
Global flows for stochastic differential equations without global Lipschitz conditions.
Shizan Fang, Peter Imkeller, Tusheng Zhang
Annals of probability: An official journal of the Institute of Mathematical Statistics, ISSN 0091-1798, Vol. 35, Nº. 1, 2007, págs. 180-205
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