Dmitry B. Rokhlin

most citedThe Kreps-Yan theorem for

L^{\infty}

2 citations · 2 across the 2 of their papers we have counts for

collaborators

2 papers

math.FA2005

A note on lower bounds of martingale measure densities

Dmitry Rokhlin, Walter Schachermayer

For a given element $f \in L^{1}$ and a convex cone $C \subset L^{\infty}$ , $C \cap L_{+}^{\infty} = {0}$ we give necessary and sufficient conditions for the existence of an element $g \geq f$ …

math.FA2004★ 2 cited

The Kreps-Yan theorem for $L^{\infty}$

Dmitry B. Rokhlin

We prove the following version of the Kreps-Yan theorem. For any norm closed convex cone $C \subset L^{\infty}$ such that $C \cap L_{+}^{\infty} = {0}$ and $C \supset - L_{+}^{\infty}$ , there ex…

A note on lower bounds of martingale measure densities

The Kreps-Yan theorem for L∞

The Kreps-Yan theorem for $L^{\infty}$