First exit times of SDEs driven by stable Lévy processes von Imkeller, P., Pavlyukevich, I.

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Dynkin Game with Asymmetric Information von Esmaeeli, N., Imkeller, P., Nzengang, V.

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The hierarchy of exit times of Lévy-driven Langevin equations von Imkeller, P., Pavlyukevich, I., Wetzel, T.

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Utility Maximization in Incomplete Markets von Ying Hu, Imkeller, Peter, Müller, Matthias

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The asymptotic stability of a noisy non-linear oscillator von Arnold, L., Imkeller, P., Namachchivaya, N.Sri

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Stochastic resonance in two-state Markov chains von Imkeller, P., Pavlyukevich, I.

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The Dynamics of Nonlinear Reaction-Diffusion Equations with Small Lévy Noise von Debussche, Arnaud

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Malliavin's Calculus in Insider Models: Additional Utility and Free Lunches von Imkeller, Peter

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The hierarchy of exit times of Lévy-driven Langevin equations: Analysis and Control of Deterministic and Stochastic Complexity von IMKELLER, P, PAVLYUKEVICH, I, WETZEL, T

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Takagi type functions and dynamical systems: the smoothness of the SBR measure and the existence and smoothness of local time von Imkeller, P, Pamen, O. Menoukeu

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SOLVABILITY AND NUMERICAL SIMULATION OF BSDEs RELATED TO BSPDEs WITH APPLICATIONS TO UTILITY MAXIMIZATION von IMKELLER, PETER, RÉVEILLAC, ANTHONY, ZHANG, JIANING

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The Exit Problem for Diffusions with Time-Periodic Drift and Stochastic Resonance von Herrmann, Samuel, Imkeller, Peter

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Additional logarithmic utility of an insider von Amendinger, Jürgen, Imkeller, Peter, Schweizer, Martin

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Takagi type functions and dynamical systems: the smoothness of the SBR measure and the existence and smoothness of local time von Imkeller, P, Pamen, O Menoukeu

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The Fine Dynamics of the Chafee–Infante Equation von Imkeller, Peter, Debussche, Arnaud, Högele, Michael

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Asymptotic Transition Times von Imkeller, Peter, Debussche, Arnaud, Högele, Michael

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The Stochastic Chafee–Infante Equation von Imkeller, Peter, Debussche, Arnaud, Högele, Michael

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Localization and Metastability von Imkeller, Peter, Debussche, Arnaud, Högele, Michael

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Asymptotic Exit Times von Imkeller, Peter, Debussche, Arnaud, Högele, Michael

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The Small Deviation of the Small Noise Solution von Imkeller, Peter, Debussche, Arnaud, Högele, Michael

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