Humboldt University at Berlin
Department of Mathematics
Stochastics and Mathematical Finance
Homepage Peter Imkeller

Curriculum Vitae

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Date of birth:
February 6, 1951.
Place of birth:
Bad Königshofen, Bavaria, Germany.
Marital status:
married to Elke Imkeller, since 1982.
Children:
Martin, born 1987; Katharina, born 1988.


Schools:
Elementary school: Volksschule Bad Königshofen 1957-1961;
secondary school: Gymnasium Bad Königshofen, branch of modern languages: 1961-1970;
final exam: Abitur: Mai 1970.
University studies:
Mathematics and Physics at the Ludwig-Maximilians- Universität München from WS 1970/71 to SS 1977;
interruption: June 1971 to November 1972 for civil service.
University exams:
Diploma exam in October 1977;
scientific exam for teachers at secondary schools ("Gymnasien") in Bavaria in Mathematics and Physics, majoring in Mathematics, in fall 1979.
PhD:
PhD exam in Mathematics in October 1982;
Title of Dissertation: "Stochastische Analysis und Lokalzeiten für stetige Mehrparameter-Prozesse";
advisor: Prof. Dr. H.G. Kellerer; referent: Prof. Dr. M. Métivier.
Habilitation:
habilitation in Mathematics at Ludwig-Maximilians-Universität München and promotion to "Privatdozent" in June 1987;
Title of "Habilitationsschrift": "Structure of two-parameter martingales and their quadratic variation".


Stipends, prizes, awards:
1970-1977 Bayerisches Hochbegabtenstipendium;
1970-1977 Stiftung Maximilianeum, München;
1987 habilitation prize of Universität München;
1988 Heisenberg scholarship of the "Deutsche Forschungsgemeinschaft";
1996 - member of Graduiertenkolleg "Probabilistische Analysis und Stochastische Prozesse";
1997 - 2003 project leader in DFG priority program "Interagierende stochastische Systeme hoher Komplexität";
2001 - 2003 project leader for TP B4 in SFB 373 "Quantifizierung und Simulation Ökonomischer Prozesse";
2002 - project leader of TP E2, research center FZT 86 "Mathematik für Schlüsseltechnologien";
2004 - project leader of DFG-Einzelprojekt "Stochastische Dynamik von Klimazuständen".

Experience:
at Mathematisches Institut of  Ludwig-Maximilians-Universität München: "Assistent" from November 1977 to October 1982;
"Akad. Rat a. Z." (temporary) from November 1982 to November 1988;
"Akad. Oberrat a. Z." (temporary) from November 1988 to July 1990;
"Oberassistent" (temporary) from July 1990 to August 1993;
Professeur des universités at the Département de Mathématiques of the Université de Franche-Comté, Besançon, France, from September 1993 to September 1995;
Professor at the Institut für Mathematik of the Medizinische Universität Lübeck, Germany, from October 1995 to March 1996;
Professor at the Institut für Mathematik of the Humboldt-Universität zu Berlin, Germany, since April 1996; from April 1996 to March 2000 member of ''Vorstand der Fachgruppe Stochastik'' of the DMV; since beginning of 1998 associate editor of ''Archiv der Mathematik'', since May 2000 member of the ERC of the Bernoulli Society; since beginning of 2001 associate editor of ''Stochastics and Dynamics''.
Visits, invited professorships:
Ecole Polytechnique, Palaiseau; Ohio State University , Columbus, Ohio; University of British Columbia, Vancouver; Centre de Recerca Matematica, Barcelona; Universität Bonn; CIMAT, Guanajuato, Mexico; Institut für Dynamische Systeme, Universität Bremen; Cornell University, Ithaca; Eötvös-Lorand-Universität Budapest; University of Illinois at Urbana-Champaign; IRMA, Rennes.
Offers for professor's positions:
Université Lyon; Université Nancy; Universität Wien; Universität Mainz.
Research areas:
Stochastic analysis, random dynamical systems, stability and bifurcations, stochastic climate models, stochastic finance.
Last modification: 09.11.2001, Hagen Gilsing