The following pages link to Peter Imkeller (Q185637):
Displaying 50 items.
- A Fourier analytic approach to pathwise stochastic integration (Q287682) (← links)
- Forward-backward systems for expected utility maximization (Q401458) (← links)
- Corrigendum to ``Path regularity and explicit convergence rate for BSDE with truncated quadratic growth'' (Q607279) (← links)
- First exit times of non-linear dynamical systems in \(\mathbb R^{d}\) perturbed by multifractal Lévy noise (Q609627) (← links)
- Diagnostics of the degree of noise influence on a nonlinear system using relative metric entropy (Q618201) (← links)
- Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise (Q638267) (← links)
- Existence and continuity of occupation densities of stochastic integral processes (Q686784) (← links)
- Improved linear response for stochastically driven systems (Q693186) (← links)
- On correctness of the vertical discretization in numerical weather prediction models (Q702561) (← links)
- Hurst index estimation in stochastic differential equations driven by fractional Brownian motion (Q785416) (← links)
- Stochastic analysis and local times for (N,d)-Wiener process (Q788393) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- Global flows for stochastic differential equations without global Lipschitz conditions (Q879253) (← links)
- The existence of dominating local martingale measures (Q889615) (← links)
- A note on the Malliavin-Sobolev spaces (Q899630) (← links)
- An FBSDE approach to the Skorokhod embedding problem for Gaussian processes with non-linear drift (Q907967) (← links)
- Large deviations and a Kramers' type law for self-stabilizing diffusions (Q939074) (← links)
- Time irregularity of generalized Ornstein-Uhlenbeck processes (Q960992) (← links)
- On Malliavin's differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures (Q988681) (← links)
- Backward stochastic differential equations with time delayed generators -- results and counterexamples (Q990389) (← links)
- Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: a large deviations approach (Q997407) (← links)
- First exit times for Lévy-driven diffusions with exponentially light jumps (Q1019089) (← links)
- A note on the localization of two-parameter processes (Q1075693) (← links)
- On changing time for two-parameter strong martingales: A counterexample (Q1078910) (← links)
- Local times of continuous N-parameter strong martingales (Q1081201) (← links)
- Quadratic variation for a class of L lo\(g^ +\,L\)-bounded two-parameter martingales (Q1094751) (← links)
- On inequalities for two-parameter martingales (Q1105280) (← links)
- Some inequalities for strong martingales (Q1106545) (← links)
- A stochastic calculus for continuous N-parameter strong martingales (Q1107211) (← links)
- The continuity of the quadratic variation of two-parameter martingales (Q1112447) (← links)
- Occupation densities for stochastic integral processes in the second Wiener chaos (Q1187098) (← links)
- Two-parameter martingales and their quadratic variation (Q1210729) (← links)
- Continuity of the occupation density for anticipating stochastic integral processes (Q1261225) (← links)
- The smoothness of laws of random flags and Oseledets spaces of linear stochastic differential equations (Q1282069) (← links)
- Critical dimensions for the existence of self-intersection local times of the \(N\)-parameter Brownian motion in \(R^d\) (Q1303909) (← links)
- On the perturbation problem for occupation densities (Q1315399) (← links)
- Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space (Q1322926) (← links)
- Integration by parts on Wiener space and the existence of occupation densities (Q1323304) (← links)
- Regularity of Skorohod integral processes based on integrands in a finite Wiener chaos (Q1326275) (← links)
- The asymptotic behaviour of local times and occupation integrals of the \(N\)-parameter Wiener process in \(\mathbb{R}^ d\) (Q1326287) (← links)
- (Q1352499) (redirect page) (← links)
- New distributions over Wiener and Euclidean spaces (Q1352501) (← links)
- Normal forms for stochastic differential equations (Q1390766) (← links)
- Monotone random systems theory and applications (Q1597959) (← links)
- Reflected BSDEs when the obstacle is not right-continuous and optimal stopping (Q1688029) (← links)
- Differentiability of SDEs with drifts of super-linear growth (Q1721995) (← links)
- Doubly reflected BSDEs and \(\mathcal{E} ^{{f}}\)-Dynkin games: beyond the right-continuous case (Q1722018) (← links)
- Dynkin game with asymmetric information (Q1734208) (← links)
- The exit problem for diffusions with time-periodic drift and stochastic resonance (Q1774209) (← links)
- Additional utility of insiders with imperfect dynamical information (Q1776012) (← links)
