Persons: Kramkov, Dmitrii Olegovich

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Kramkov, Dmitrii Olegovich

Statistics Math-Net.Ru
Total publications:	13
Scientific articles:	13
Presentations:	13

Number of views:
This page:	3538
Abstract pages:	7686
Full texts:	2784
References:	236

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https://www.mathnet.ru/eng/person23594

List of publications on Google Scholar

https://zbmath.org/authors/ai:kramkov.d-o|kramkov.dmitry

https://mathscinet.ams.org/mathscinet/MRAuthorID/292778

https://elibrary.ru/author_items.asp?authorid=5330

	Publications in Math-Net.Ru	Citations
	2016
1.	Dmitry Kramkov, Kim Weston, “Muckenhoupt's ($A_p$) condition and the existence of the optimal martingale measure”, Stoch. Proc. Appl., 126:9 (2016), 2615–2633	7
	2015
2.	D. O. Kramkov, “Existence and uniqueness of Arrow–Debreu equilibria with consumptions in $\bf L^0_+$”, Teor. Veroyatnost. i Primenen., 60:4 (2015), 819–827 ; Theory Probab. Appl., 60:4 (2016), 688–695	1
	2014
3.	P. Bank, D. Kramkov, “The stochastic field of aggregate utilities and its saddle conjugate”, Trudy Mat. Inst. Steklova, 287 (2014), 21–60 ; Proc. Steklov Inst. Math., 287:1 (2014), 14–53	3
	1996
4.	D. O. Kramkov, “On the closure of a family of martingale measures and an optional decomposition of supermartingales”, Teor. Veroyatnost. i Primenen., 41:4 (1996), 892–896 ; Theory Probab. Appl., 41:4 (1997), 788–791	5
	1994
5.	Yu. M. Kabanov, D. O. Kramkov, “No-arbitrage and equivalent martingale measures: an elementary proof of the Harrison–Pliska theorem”, Teor. Veroyatnost. i Primenen., 39:3 (1994), 635–640 ; Theory Probab. Appl., 39:3 (1994), 523–527	38
6.	Yu. M. Kabanov, D. O. Kramkov, “Large financial markets: asymptotic arbitrage and contiguity”, Teor. Veroyatnost. i Primenen., 39:1 (1994), 222–229 ; Theory Probab. Appl., 39:1 (1994), 182–187	66
7.	D. O. Kramkov, É. Mordecki, “Integral option”, Teor. Veroyatnost. i Primenen., 39:1 (1994), 201–211 ; Theory Probab. Appl., 39:1 (1994), 162–172	24
8.	D. O. Kramkov, A. N. Shiryaev, “On the rational pricing of the “Russian Option” for the symmetrical binomial model of a $(B,S)$-market”, Teor. Veroyatnost. i Primenen., 39:1 (1994), 191–200 ; Theory Probab. Appl., 39:1 (1994), 153–162	10
9.	A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Melnikov, “Toward the theory of pricing of options of both European and American types. II. Continuous time”, Teor. Veroyatnost. i Primenen., 39:1 (1994), 80–129 ; Theory Probab. Appl., 39:1 (1994), 61–102	62
10.	A. N. Shiryaev, Yu. M. Kabanov, D. O. Kramkov, A. V. Melnikov, “Toward the theory of pricing of options of both European and American types. I. Discrete time”, Teor. Veroyatnost. i Primenen., 39:1 (1994), 23–79 ; Theory Probab. Appl., 39:1 (1994), 14–60	37
	1993
11.	D. O. Kramkov, “On comparison of some statistical models of “signal + noise” type”, Teor. Veroyatnost. i Primenen., 38:3 (1993), 634–638 ; Theory Probab. Appl., 38:3 (1993), 537–540
	1992
12.	D. O. Kramkov, “A class of filtered spaces arising in filtered statistical problems”, Uspekhi Mat. Nauk, 47:2(284) (1992), 197–198 ; Russian Math. Surveys, 47:2 (1992), 224–225
	1990
13.	D. O. Kramkov, “On the $\Delta$-convergence of statistical tests on totally bounded sets”, Uspekhi Mat. Nauk, 45:2(272) (1990), 209–210 ; Russian Math. Surveys, 45:2 (1990), 216–217

Presentations in Math-Net.Ru

1.	Backward martingale transport maps and equilibrium with insider D. O. Kramkov International Conference “Stochastic analysis, Statistics of Random Processes and Optimisation” dedicated to the 90th anniversary of Academician Albert Shiryaev December 13, 2024 17:25
2.	An optimal transport problem with backward martingale constraints motivated by insider trading D. O. Kramkov Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS July 25, 2019 13:00
3.	A system of quadratic BSDEs arising in a price impact model D. O. Kramkov Principle Seminar of the Department of Probability Theory, Moscow State University March 9, 2016 16:45
4.	Muckenhoupt's A(p)-condition and the existence of the optimal martingale measure D. O. Kramkov Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS March 3, 2016 13:00
5.	Utility-based methods in Mathematical Finance. Lecture 6 D. O. Kramkov School on Stochastics and Financial Mathematics September 10, 2015 10:00
6.	Utility-based methods in Mathematical Finance. Lecture 5 D. O. Kramkov School on Stochastics and Financial Mathematics September 10, 2015 09:00
7.	Utility-based methods in Mathematical Finance. Lecture 4 D. O. Kramkov School on Stochastics and Financial Mathematics September 9, 2015 10:00
8.	Utility-based methods in Mathematical Finance. Lecture 3 D. O. Kramkov School on Stochastics and Financial Mathematics September 9, 2015 09:00
9.	Utility-based methods in Mathematical Finance. Lecture 2 D. O. Kramkov School on Stochastics and Financial Mathematics September 8, 2015 10:00
10.	Utility-based methods in Mathematical Finance. Lecture 1 D. O. Kramkov School on Stochastics and Financial Mathematics September 8, 2015 09:00
11.	Existence of an endogenously complete equilibrium driven by a diffusion Dmitry Kramkov International conference "Advanced Finance and Stochastics" June 24, 2013 16:40
12.	A model for price impact D. O. Kramkov Principle Seminar of the Department of Probability Theory, Moscow State University April 27, 2011 15:00
13.	Анализ чувствительности цен, основанных на полезности, и риск-толерантные процессы капитала D. O. Kramkov Principle Seminar of the Department of Probability Theory, Moscow State University October 4, 2006

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