4. Mathematics
  5. Probability

Peter Imkeller

Mathematics – Probability

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2D- stochastic currents over the Wiener sheet

Mathematics – Probability
Scientific paper

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Asymptotic first exit times of the Chafee-Infante equation with small heavy-tailed Lévy noise

Mathematics – Analysis of PDEs
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Backward stochastic differential equations with time delayed generators - results and counterexamples

Mathematics – Probability
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Classical and Variational Differentiability of BSDEs with quadratic growth

Mathematics – Probability
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Differentiability of quadratic BSDEs generated by continuous martingales

Mathematics – Probability
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