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

Peter Imkeller - Current research projects

Lévy noise induced stochastic transitions
with M. Hoegele, I. Pavlyukevich
Stochastic Resonance
with S. Herrmann, I. Pavlyukevich, D. Peithmann
Dynamics of time series in climate and energy
with C. Hein, I. Pavlyukevich
Stability of randomly perturbed Hamiltonian systems
with L. Arnold, N. S. Namachchivaya
Backward stochastic equations and control theory
with S. Ankirchner, K. Eichmann, Y. Hu, A. Popier, G. Reis, A. Richter
Numerics of backward stochastic equations
with G. Reis
Local Lyapunov exponents
with W. Siegert
Conjugations between stochastic and random differential equations
with P. Kloeden, H. Lisei, B. Schmalfuss
Financial markets with asymmetric information
with S. Ankirchner, S. Dereich, A. Kohatsu-Higa, E. Valkeila
Alternative transfer of risk in climate, weather, energy
with S. Ankirchner, I. Ekeland, U. Horst, C. Kemfert, A. Popier, S. Volkwardt

Last modified: Thu Nov 8 16:37:07 CET 2001