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Results:
1-8
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Results: 8
Authors:
Herrmann, Samuel
Imkeller, Peter
Citation: Herrmann, Samuel et Imkeller, Peter, The exit problem for diffusions with time-periodic drift and stochastic resonance, Annals of applied probability , 15((1A)), 2005, pp. 39-68
Authors:
Imkeller, Peter
Réveillac, Anthony
Richter, Anja
Citation: Imkeller, Peter et al., Differentiability of quadratic BSDEs generated by continuous martingales, Annals of applied probability , 22(1), 2012, pp. 285-336
Authors:
Herrmann, Samuel
Imkeller, Peter
Peithmann, Dierk
Citation: Herrmann, Samuel et al., Large deviations and a Kramers. type law for self-stabilizing diffusions, Annals of applied probability , 18(4), 2008, pp. 1379-1423
Authors:
Delong, .ukasz
Imkeller, Peter
Citation: Delong, .ukasz et Imkeller, Peter, Backward stochastic differential equations with time delayed generators.results and counterexamples, Annals of applied probability , 20(4), 2010, pp. 1512-1536
Authors:
Hu, Ying
Imkeller, Peter
Müller, Matthias
Citation: Hu, Ying et al., Utility maximization in incomplete markets, Annals of applied probability , 15(3), 2005, pp. 1691-1712
Authors:
Herrmann, Samuel
Imkeller, Peter
Peithmann, Dierk
Citation: Herrmann, Samuel et al., Transition times and stochastic resonance for multidimensional diffusions with time periodic drift: A large deviations approach, Annals of applied probability , 16(4), 2006, pp. 1851-1892
Authors:
Imkeller, Peter
Namachchivaya, N. Sri
Perkowski, Nicolas
Yeong, Hoong C.
Citation: Imkeller, Peter et al., Dimensional reduction in nonlinear filtering: A homogenization approach, Annals of applied probability , 23(6), 2013, pp. 2290-2326
Authors:
Grigorova, Miryana
Imkeller, Peter
Offen, Elias
Ouknine, Youssef
Quenez, Marie-Claire
Citation: Grigorova, Miryana et al., Reflected bsdes when the obstacle is not right-continuous and optimal stopping, Annals of applied probability , 27(5), 2017, pp. 3153-3188
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