Humboldt-Universität zu Berlin - Mathematisch-Naturwissenschaftliche Fakultät - Peter Imkeller

PhD Students



Steinkamp, Marcus:   Bifurcations of one dimensional stochastic differential equations2001

Lederer, Christian:   Konjugation und zufälliger stationärer Differentialgleichungen und eine Version des lokalen Satzes von Hartman-Grobman für stochastische Differentialgleichungen2001

Pavlyukevich, Ilya:   Stochastic Resonance2002

Müller, Matthias:   Market completion and robust utility Maximization2005

Ankirchner, Stefan:   Information and Semimartingales2005

Peithmann, Dierk:   Large deviations and exit time asymptotics for diffusions and stochastic resonance2007

Siegert, Wolfgang:   Local Lyapunov exponents - sublimiting growth rates of linear differential systems with random parameter excitation2007

Nunes dos Reis, Goncalo:   On some properties of solutions of quadratic growth BSDE and applications in finance and insurance2010

Högele, Michael:   Metastability of the Chafee-Infante equation with small heavy-tailed Levy noise - A conceptual climate model2010

Richter, Anja: BSDEs of quadratic growth on stochastic bases generated by either continuous martingales or affine processes; applications in utility maximization; 2011

Hein, Claudia: Ergodicity of the two dimensional Navier-Stokes equation; 2012

Zhang, Jianing: Non-standard Backward Stochastic Differential Equations and Multiple Optimal Stopping Problems with Applications to Securities Pricing; 2013

Eichmann, Katrin: Smoothing stochastic bang-bang problems; 2013

Perkowski, Nicolas: Studies of Robustness in Stochastic Analysis and Mathematical Finance; 2013

Fromm, Alexander: Theory and applications of decoupling fields for forward-backward stochastic differential equations; 2014

Prömel, David : Robust Stochastic Analysis with Applications; 2015

De Oliveira Gomes, André: Large Deviations Studies for Small Noise Limits of Dynamical Systems Perturbed by Lèvy Processes; 2017

Bielagk, Jana: Essays on Market Microstructure and Pathwise Directional Derivatives; 2017

Gairing, Jan: Variational and Ergodic Methods for Stochastic Differential Equations Driven by Lévy Processes; 2018

Nzengang, Victor: Essays on Utility Maximization and Optimal Stopping Problems in the Presence of Default Risk; 2018

Thorsten Wetzel: LDPS für bedingte Lévyprozesse, verfeinerte Analyse von First Exit Problemen; 2022

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