Peter Imkeller Professor of Mathematics (Stochastics)

Postal address		Office		Contact
Sitz: Adlershof - WBC Institut für Mathematik Humboldt Universität zu Berlin Unter den Linden 6 Berlin Mitte 10099 FRG		Rudower Chaussee 25 Haus 1 Raum 1.2.18 12489 Berlin-Adlershof FRG		Phone   Fax   EMail   +49-(0)30-2093 5850 (office Adlershof) +49-(0)30-401 9441 (home) +49-(0)30-2093 5848 (office Adlershof) +49-(0)30-4063 8509 (home) imkellerATmathematik.hu-berlin.de

Research Areas

• Stochastic Analysis
• Random dynamical systems
• Climate dynamics
• Stochastic finance

Research

• Current research projects

• DFG-Forschungszentrum MATHEON "Mathematik für Schlüsseltechnologien: Modellierung, Simulation und Optimierung realer Prozesse"
• SFB 649 "Ökonomisches Risiko"
• SFB 555 "Complex Nonlinear Processes"
• Berlin Mathematical School (BMS)
• International Research Training Group (IRTG) 1339 "Stochastic Models of Complex Systems"
  
• DFG-Schwerpunkt "Interagierende stochastische Systeme von hoher Komplexität"
• Transcooop-Projekt "Climate Risk, Securitization, and the Microstructure of Insurance Markets"
• AMaMeF-Projekt "Advanced Mathematical Methods in Finance"
• Procope-Projekt HU Berlin-IECN Nancy

• Workshop on Securitization of Weather and Climate Risk, HU Berlin, August 31 - September 2, 2006
• Period of concentration "Stochastic Climate Models", MPI Leipzig, May 23 - June 1, 2005
• AMaMeF Workshop "Information in Pricing Models", Toulouse, January 25-27, 2007
• Mathematical Modelling of Climate and Energy Risk, Banff, Canada, April 29 to May 13, 2007
• "Die versiegelte Formel. Wolfgang Döblin und die Ursprünge der Stochastischen Analysis." Berlin-Brandenburgische Akademie der Wissenschaften, 19. November 2007.
• SPA Berlin 2009, 33rd Conference on Stochastic Processes and their Applications, Berlin, July 27-31, 2009
• International Workshop "Choice and Calibration of Models of Natural Phenomena, Berlin, December 4-5, 2009

Teaching

Publications

Curriculum vitae

Links

• Fachgruppe Stochastik
• Mathematik-Kalender Berlin/Potsdam
• EMIS, MATH Database
• MathSciNet

Last modification: 17.11.2009,