The following pages link to P. Imkeller (Q185637):
Displaying 50 items.
- Additional utility of insiders with imperfect dynamical information (Q1776012) (← links)
- Additional logarithmic utility of an insider (Q1805770) (← links)
- On the spatial asymptotic behavior of stochastic flows in Euclidean space (Q1807189) (← links)
- Rotation numbers for linear stochastic differential equations (Q1807202) (← links)
- Stochastic integrals of point processes and the decomposition of two- parameter martingales (Q1824278) (← links)
- Free lunch and arbitrage possibilities in a financial market model with an insider. (Q1879525) (← links)
- Chaos expansions of double intersection local time of Brownian motion in \(\mathbb{R}^ d\) and renormalization (Q1890720) (← links)
- Stratonovich calculus with spatial parameters and anticipative problems in multiplicative ergodic theory (Q1915844) (← links)
- Multiple intersection local time of planar Brownian motion as a particular Hida distribution (Q1923701) (← links)
- Enlargement of the Wiener filtration by an absolutely continuous random variable via Malliavin's calculus (Q1924278) (← links)
- Martingale solution to equations for differential type fluids of grade two driven by random force of Lévy type (Q1950477) (← links)
- Perturbation of stochastic Boussinesq equations with multiplicative white noise (Q1956124) (← links)
- The dynamics of nonlinear reaction-diffusion equations with small Lévy noise (Q1956385) (← links)
- Bifurcations of random differential equations with bounded noise on surfaces (Q1959005) (← links)
- On the strict value of the non-linear optimal stopping problem (Q2201525) (← links)
- Utility maximization via decoupling fields (Q2240471) (← links)
- 2D-stochastic currents over the Wiener sheet (Q2248936) (← links)
- Path regularity and explicit convergence rate for BSDE with truncated quadratic growth (Q2267520) (← links)
- The transformation theorem for two-parameter pure jump martingales (Q2277658) (← links)
- Optimal stopping with \(f\)-expectations: the irregular case (Q2301478) (← links)
- Stable CLTs and rates for power variation of \(\alpha\)-stable Lévy processes (Q2340298) (← links)
- Stochastic calculus of variations in mathematical finance. (Q2386499) (← links)
- American options with asymmetric information and reflected BSDE (Q2405223) (← links)
- Differentiability of quadratic BSDEs generated by continuous martingales (Q2428052) (← links)
- Classical and variational differentiability of BSDEs with quadratic growth (Q2462017) (← links)
- Random matrix products and applications to cellular automata (Q2479617) (← links)
- Finite utility on financial markets with asymmetric information and structure properties of the price dynamics (Q2485322) (← links)
- First exit times of SDEs driven by stable Lévy processes (Q2490048) (← links)
- The Shannon information of filtrations and the additional logarithmic utility of insiders (Q2496964) (← links)
- Double points of the Brownian sheet in R<sup>d</sup> and the geometry.of the parameter space (Q2702085) (← links)
- Some support properties of the laws of invariant spaces of stochastic differential equations (Q2702399) (← links)
- Path decompositions of a Brownian bridge related to the ratio of its maximum and amplitude (Q2714357) (← links)
- Some formulas for Lyapunov exponents and rotation numbers in two dimensions and the stability of the harmonic oscillator and the inverted pendulum (Q2722661) (← links)
- On the Kolmogoroff equation (Q2725510) (← links)
- (Q2738702) (← links)
- (Q2738710) (← links)
- (Q2738711) (← links)
- Large Deviations for Hilbert-Space-Valued Wiener Processes: A Sequence Space Approach (Q2841779) (← links)
- Linking Progressive and Initial Filtration Expansions (Q2841794) (← links)
- Stochastic resonance. A mathematical approach in the small noise limit (Q2872512) (← links)
- The asymptotic stability of a noisy non-linear oscillator (Q2881704) (← links)
- Hedging with Residual Risk: A BSDE Approach (Q2904884) (← links)
- PARACONTROLLED DISTRIBUTIONS AND SINGULAR PDES (Q2941121) (← links)
- Results on Numerics for FBSDE with Drivers of Quadratic Growth (Q3000882) (← links)
- SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION (Q3094326) (← links)
- THE COHOMOLOGY OF STOCHASTIC AND RANDOM DIFFERENTIAL EQUATIONS, AND LOCAL LINEARIZATION OF STOCHASTIC FLOWS (Q3149358) (← links)
- (Q3154975) (← links)
- A class of two-parameter stochastic integrators (Q3203786) (← links)
- (Q3209963) (← links)
- Ito's formula for continuous (N,d)-processes (Q3221124) (← links)
