Peter Imkeller
Impact in
- Finance top 0.5%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
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- stochastic dynamics and bifurcation
Papers in
- Finance 70
- Stochastic processes and financial applications 70
- Financial Risk and Volatility Modeling 13
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- Stochastic processes and statistical mechanics 21
- Mathematical Dynamics and Fractals 11
- Co-authors
- Jin‐Song von Storch (1 shared paper)Ilya Pavlyukevich (10 shared papers)Matthias A. Müller (4 shared papers)Ying Hu (3 shared papers)Ludwig Arnold (8 shared papers)Stefan Ankirchner (9 shared papers)Łukasz Delong (2 shared papers)Björn Schmalfuß (1 shared paper)
- Journals
- Stochastic Processes and their Applications (13 papers)The Annals of Probability (9 papers)Probability Theory and Related Fields (8 papers)Stochastics and Dynamics (8 papers)The Annals of Applied Probability (6 papers)
- Partner nations
- GermanyFranceUnited States
In The Last Decade
Peter Imkeller
103 papers receiving 2.2k citations
Peter Imkeller's Hit Papers
Peers
Comparison fields: 5 of 91
- Finance 1.2k
- Statistical and Nonlinear Physics 419
- Mathematical Physics 302
- Modeling and Simulation 137
- Global and Planetary Change 564
Countries citing papers authored by Peter Imkeller
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
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-authors
The 25 scholars most cited alongside Peter Imkeller, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 110 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Stochastic Climate Models Hit paper breakdown → | 2001 | 549 |
| 2 | 2005 | 216 | |
| 3 | 1998 | 96 | |
| 4 | 2001 | 77 | |
| 5 | 2002 | 70 | |
| 6 | 1995 | 60 | |
| 7 | 2006 | 57 | |
| 8 | 2005 | 55 | |
| 9 | 2001 | 47 | |
| 10 | 2010 | 44 | |
| 11 | 2008 | 43 | |
| 12 | 2007 | 40 | |
| 13 | 2004 | 40 | |
| 14 | 1998 | 39 | |
| 15 | 2002 | 36 | |
| 16 | 2010 | 33 | |
| 17 | 2009 | 31 | |
| 18 | 2011 | 30 | |
| 19 | 2006 | 30 | |
| 20 | Anticipation cancelled by a Girsanov transformation : a paradox on Wiener space | 1993 | 29 |
About Peter Imkeller
Peter Imkeller is a scholar working on Finance, Mathematical Physics, Statistical and Nonlinear Physics, Economics and Econometrics and Applied Mathematics, having authored 110 papers that have together received 2.4k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (70 papers), Stochastic processes and statistical mechanics (21 papers), stochastic dynamics and bifurcation (15 papers), Financial Risk and Volatility Modeling (13 papers), Complex Systems and Time Series Analysis (13 papers), Economic theories and models (12 papers), Advanced Mathematical Modeling in Engineering (12 papers) and Mathematical Dynamics and Fractals (11 papers). The work is most often cited by research in Finance (1.2k citations), Statistical and Nonlinear Physics (419 citations), Mathematical Physics (302 citations), Modeling and Simulation (137 citations) and Global and Planetary Change (564 citations). Peter Imkeller has collaborated with scholars based in Germany, France and United States. Frequent co-authors include Jin‐Song von Storch, Ilya Pavlyukevich, Matthias A. Müller, Ying Hu, Ludwig Arnold, Stefan Ankirchner, Łukasz Delong, Björn Schmalfuß, Gonçalo dos Reis and Adam H. Monahan. Their work appears in journals such as Stochastic Processes and their Applications, The Annals of Probability, Probability Theory and Related Fields, Stochastics and Dynamics and The Annals of Applied Probability.
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.