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Schachermayer, Walter


https://www.mathnet.ru/eng/person49720
List of publications on Google Scholar

Publications in Math-Net.Ru Citations
2023
1. I. Karatzas, W. Schachermayer, “A weak law of large numbers for dependent random variables”, Teor. Veroyatnost. i Primenen., 68:3 (2023),  619–629  mathnet; Theory Probab. Appl., 68:3 (2023), 501–509  scopus
2021
2. I. Karatzas, W. Schachermayer, B. Tschiderer, “A trajectorial approach to the gradient flow properties of Langevin–Smoluchowski diffusions”, Teor. Veroyatnost. i Primenen., 66:4 (2021),  839–888  mathnet  mathscinet  zmath; Theory Probab. Appl., 66:4 (2022), 668–707  scopus 2
1999
3. W. Schachermayer, W. Schachinger, “Is there a predictable criterion for mutual singularity of two probability measures on a filtered space?”, Teor. Veroyatnost. i Primenen., 44:1 (1999),  101–110  mathnet  mathscinet  zmath; Theory Probab. Appl., 44:1 (2000), 51–59  isi 4
1996
4. I. Klein, W. Schachermayer, “Asymptotic arbitrage in non-complete large financial markets”, Teor. Veroyatnost. i Primenen., 41:4 (1996),  927–934  mathnet  mathscinet  zmath; Theory Probab. Appl., 41:4 (1997), 780–788  isi 43

Presentations in Math-Net.Ru
1. Trajectorial dissipation and gradient flow for the relative entropy in Markov chains
Walter Schachermayer
International Conference "Theory of Probability and Its Applications: P. L. Chebyshev – 200" (The 6th International Conference on Stochastic Methods)
May 17, 2021 17:00   

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