Seminars: D. O. Kramkov, Muckenhoupt's A(p)-condition and the existence of the optimal martingale measure

SEMINARS


Seminar of the Department of Probability Theory "Stochastic Analysis: Theory and Applications", Steklov Mathematical Institute of RAS March 3, 2016 13:00, Moscow, Steklov Mathematical Institute of RAS, Room 415 (8 Gubkina)

Muckenhoupt's A(p)-condition and the existence of the optimal martingale measure D. O. Kramkov