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Kramkov, Dmitrii Olegovich
Statistics Math-Net.Ru
Total publications: 13
Scientific articles: 13
Presentations: 12

Number of views:
This page:3441
Abstract pages:7315
Full texts:2674
References:212
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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  mathnet  mathscinet  isi  elib  scopus 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  mathnet  mathscinet  elib; Theory Probab. Appl., 60:4 (2016), 688–695  isi  scopus 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  mathnet  elib; Proc. Steklov Inst. Math., 287:1 (2014), 14–53  isi  scopus 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  mathnet  mathscinet  zmath; Theory Probab. Appl., 41:4 (1997), 788–791  isi 4
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  mathnet  mathscinet  zmath; Theory Probab. Appl., 39:3 (1994), 523–527  isi 38
6. Yu. M. Kabanov, D. O. Kramkov, “Large financial markets: asymptotic arbitrage and contiguity”, Teor. Veroyatnost. i Primenen., 39:1 (1994),  222–229  mathnet  mathscinet  zmath; Theory Probab. Appl., 39:1 (1994), 182–187  isi 66
7. D. O. Kramkov, É. Mordecki, “Integral option”, Teor. Veroyatnost. i Primenen., 39:1 (1994),  201–211  mathnet  mathscinet  zmath; Theory Probab. Appl., 39:1 (1994), 162–172  isi 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  mathnet  mathscinet  zmath; Theory Probab. Appl., 39:1 (1994), 153–162  isi 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  mathnet  mathscinet  zmath; Theory Probab. Appl., 39:1 (1994), 61–102  isi 61
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  mathnet  mathscinet  zmath; Theory Probab. Appl., 39:1 (1994), 14–60  isi 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  mathnet  mathscinet  zmath; 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  mathnet  mathscinet  zmath; Russian Math. Surveys, 47:2 (1992), 224–225  isi
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  mathnet  mathscinet  zmath; Russian Math. Surveys, 45:2 (1990), 216–217  isi

Presentations in Math-Net.Ru
1. 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
2. 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
3. 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
4. Utility-based methods in Mathematical Finance. Lecture 6
D. O. Kramkov
School on Stochastics and Financial Mathematics
September 10, 2015 10:00   
5. Utility-based methods in Mathematical Finance. Lecture 5
D. O. Kramkov
School on Stochastics and Financial Mathematics
September 10, 2015 09:00   
6. Utility-based methods in Mathematical Finance. Lecture 4
D. O. Kramkov
School on Stochastics and Financial Mathematics
September 9, 2015 10:00   
7. Utility-based methods in Mathematical Finance. Lecture 3
D. O. Kramkov
School on Stochastics and Financial Mathematics
September 9, 2015 09:00   
8. Utility-based methods in Mathematical Finance. Lecture 2
D. O. Kramkov
School on Stochastics and Financial Mathematics
September 8, 2015 10:00   
9. Utility-based methods in Mathematical Finance. Lecture 1
D. O. Kramkov
School on Stochastics and Financial Mathematics
September 8, 2015 09:00   
10. Existence of an endogenously complete equilibrium driven by a diffusion
Dmitry Kramkov
International conference "Advanced Finance and Stochastics"
June 24, 2013 16:40   
11. A model for price impact
D. O. Kramkov
Principle Seminar of the Department of Probability Theory, Moscow State University
April 27, 2011 15:00
12. Àíàëèç ÷óâñòâèòåëüíîñòè öåí, îñíîâàííûõ íà ïîëåçíîñòè, è ðèñê-òîëåðàíòíûå ïðîöåññû êàïèòàëà
D. O. Kramkov
Principle Seminar of the Department of Probability Theory, Moscow State University
October 4, 2006

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