Peter Imkeller

4.8k total citations · 1 hit paper
110 papers, 2.4k citations indexed

About

Peter Imkeller is a scholar working on Finance, Mathematical Physics and Statistical and Nonlinear Physics. According to data from OpenAlex, Peter Imkeller has authored 110 papers receiving a total of 2.4k indexed citations (citations by other indexed papers that have themselves been cited), including 70 papers in Finance, 37 papers in Mathematical Physics and 22 papers in Statistical and Nonlinear Physics. Recurrent topics in Peter Imkeller's work include Stochastic processes and financial applications (70 papers), Stochastic processes and statistical mechanics (21 papers) and stochastic dynamics and bifurcation (15 papers). Peter Imkeller is often cited by papers focused on Stochastic processes and financial applications (70 papers), Stochastic processes and statistical mechanics (21 papers) and stochastic dynamics and bifurcation (15 papers). Peter Imkeller collaborates with scholars based in Germany, France and United States. Peter Imkeller's co-authors include Jin‐Song von Storch, Ilya Pavlyukevich, Matthias A. Müller, Ying Hu, Ludwig Arnold, Stefan Ankirchner, Björn Schmalfuß, Łukasz Delong, Gonçalo dos Reis and Adam H. Monahan and has published in prestigious journals such as Nucleic Acids Research, Journal of Sound and Vibration and Lecture notes in mathematics.

In The Last Decade

Peter Imkeller

103 papers receiving 2.2k citations

Hit Papers

Stochastic Climate Models 2001 2026 2009 2017 2001 100 200 300 400 500
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Stochastic Climate Models
    2001 549 citations Peter Imkeller, Jin‐Song von Storch Birkhäuser Basel eBooks profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Peter Imkeller Germany 24 1.2k 564 489 419 382 110 2.4k
J. Rosiński United States 25 1.2k 1.0× 519 0.9× 331 0.7× 103 0.2× 617 1.6× 135 2.6k
Rolf–Dieter Reiss Germany 15 1.1k 1.0× 448 0.8× 401 0.8× 61 0.1× 93 0.2× 57 2.3k
Michael Sørensen Denmark 30 1.4k 1.2× 116 0.2× 391 0.8× 116 0.3× 201 0.5× 68 2.7k
Edward C. Waymire United States 17 337 0.3× 523 0.9× 344 0.7× 141 0.3× 286 0.7× 43 1.6k
Yury A. Kutoyants France 16 855 0.7× 74 0.1× 159 0.3× 250 0.6× 46 0.1× 89 2.1k
Franco Flandoli Italy 35 2.4k 2.1× 134 0.2× 109 0.2× 484 1.2× 185 0.5× 185 5.5k
Jorge Navarro Spain 36 352 0.3× 144 0.3× 94 0.2× 302 0.7× 124 0.3× 185 4.3k
Yue Kuen Kwok Hong Kong 22 1.3k 1.1× 45 0.1× 508 1.0× 46 0.1× 80 0.2× 163 2.1k
Tomasz J. Kozubowski United States 23 534 0.5× 363 0.6× 185 0.4× 93 0.2× 163 0.4× 93 1.5k
Y. Y. Kagan United States 53 168 0.1× 180 0.3× 1.1k 2.2× 208 0.5× 237 0.6× 112 8.5k

Countries citing papers authored by Peter Imkeller

Since Specialization
Citations

This map shows the geographic impact of Peter Imkeller's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Peter Imkeller with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Imkeller more than expected).

Fields of papers citing papers by Peter Imkeller

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Peter Imkeller. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Peter Imkeller. The network helps show where Peter Imkeller may publish in the future.

Co-authorship network of co-authors of Peter Imkeller

This figure shows the co-authorship network connecting the top 25 collaborators of Peter Imkeller. A scholar is included among the top collaborators of Peter Imkeller based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Peter Imkeller. Peter Imkeller is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Horst, Ulrich, Ying Hu, Peter Imkeller, Anthony Réveillac, & Jianing Zhang. (2014). Forward–backward systems for expected utility maximization. Stochastic Processes and their Applications. 124(5). 1813–1848. 22 indexed citations
2.
Herrmann, Samuel, et al.. (2013). Stochastic Resonance. Mathematical surveys and monographs. 7 indexed citations
3.
Gubinelli, Massimiliano, Peter Imkeller, & Nicolas Perkowski. (2012). Paraproducts, rough paths and controlled distributions. arXiv (Cornell University). 4 indexed citations
4.
Imkeller, Peter, et al.. (2012). Power variations of heavy tailed jump diffusions in paleoclimatic time series. EGUGA. 11612.
5.
Heinrich, Verena, Jens Stange, Thorsten Dickhaus, et al.. (2011). The allele distribution in next-generation sequencing data sets is accurately described as the result of a stochastic branching process. Nucleic Acids Research. 40(6). 2426–2431. 30 indexed citations
6.
Delong, Łukasz & Peter Imkeller. (2010). On Malliavin’s differentiability of BSDEs with time delayed generators driven by Brownian motions and Poisson random measures. Stochastic Processes and their Applications. 120(9). 1748–1775. 33 indexed citations
7.
Imkeller, Peter & Gonçalo dos Reis. (2009). Path regularity and explicit convergence rate for BSDE with truncated quadratic growth. Stochastic Processes and their Applications. 120(3). 348–379. 31 indexed citations
8.
Imkeller, Peter. (2009). Path regularity and explicit truncation order for BSDE with drivers of quadratic growth. 1(2-3). 105–7. 1 indexed citations
9.
Imkeller, Peter & Ilya Pavlyukevich. (2005). First exit times of SDEs driven by stable Lévy processes. Stochastic Processes and their Applications. 116(4). 611–642. 55 indexed citations
10.
Herrmann, Samuel, et al.. (2004). Large deviations for diffusions with time periodic drift and stochastic resonance. arXiv (Cornell University). 2 indexed citations
11.
Imkeller, Peter & Jin‐Song von Storch. (2001). Stochastic Climate Models. Birkhäuser Basel eBooks. 549 indexed citations breakdown →
12.
Imkeller, Peter, et al.. (1998). Additional logarithmic utility of an insider. Stochastic Processes and their Applications. 75(2). 263–286. 96 indexed citations
13.
Imkeller, Peter & Jia‐An Yan. (1996). Multiple Intersection Local Time of Planar Brownian Motion as a Particular Hida Distribution. Journal of Functional Analysis. 140(1). 256–273. 7 indexed citations
14.
Imkeller, Peter, Víctor Pérez‐Abreu, & Josep Vives. (1995). Chaos expansions of double intersection local time of Brownian motion in Rd and renormalization. Stochastic Processes and their Applications. 56(1). 1–34. 60 indexed citations
15.
Imkeller, Peter. (1994). On the perturbation problem for occupation densities. Stochastic Processes and their Applications. 49(1). 41–55. 1 indexed citations
16.
Föllmer, Hans & Peter Imkeller. (1993). Anticipation cancelled by a Girsanov transformation : a paradox on Wiener space. French digital mathematics library (Numdam). 29(4). 569–586. 29 indexed citations
17.
Imkeller, Peter. (1989). Stochastic integrals of point processes and the decomposition of two-parameter martingales. Journal of Multivariate Analysis. 30(1). 98–123.
18.
Imkeller, Peter, et al.. (1988). Some inequalities for strong martingales. French digital mathematics library (Numdam). 24(3). 395–402. 4 indexed citations
19.
Imkeller, Peter. (1986). Local times of continuous N-parameter strong martingales. Journal of Multivariate Analysis. 19(2). 348–365. 1 indexed citations
20.
Imkeller, Peter. (1984). Stochastic analysis and local times for (N, d)-Wiener process. French digital mathematics library (Numdam). 20(1). 75–101. 10 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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