A priori estimates for rough PDEs with application to rough conservation laws
Deya, A
Gubinelli, M
Hofmanová, M
Tindel, S
Journal of Functional Analysis
volume 276
issue 12
3577-3645
(Jun 2019)
A class of filtered spaces arising in filtered statistical problems
Kramkov, D
Russian Mathematical Surveys
volume 47
issue 2
224-225
(30 Apr 1992)
On Comparison of Some Statistical Models of Signal + Noise Type
Kramkov, D
Theory of Probability and Its Applications
volume 38
issue 3
537-540
(17 Sep 1994)
Large Financial Markets: Asymptotic Arbitrage and Contiguity
Kabanov, Y
Kramkov, D
Theory of Probability and Its Applications
volume 39
issue 1
182-187
(17 Jan 1995)
On the Rational Pricing of the Russian Option for the Symmetrical Binomial Model of a $(B,S)$-Market
Kramkov, D
Shiryaev, A
Theory of Probability and Its Applications
volume 39
issue 1
153-162
(17 Jan 1995)
Toward the Theory of Pricing of Options of Both European and American Types. II. Continuous Time
Shiryaev, A
Kabanov, Y
Kramkov, D
Melnikov, A
Theory of Probability and Its Applications
volume 39
issue 1
61-102
(17 Jan 1995)
Integral Option
Kramkov, D
Mordecki, E
Theory of Probability and Its Applications
volume 39
issue 1
162-172
(17 Jan 1995)
No-Arbitrage and Equivalent Martingale Measures: An Elementary Proof of the HarrisonPliska Theorem
Kabanov, Y
Kramkov, D
Theory of Probability and Its Applications
volume 39
issue 3
523-527
(17 Jan 1995)
Sufficient Conditions of the Uniform Integrability of Exponential Martingales
Kramkov, D
Shiryaev, A
Progress in Mathematics
volume 168
289-295
(1998)