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researcher

D. Criens

27 papers hereh-index 7180 citations61 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author11
  • first author13
  • middle author3

Across the 27 of 27 papers where every author was matched, so the position is known.

fields
  • math.PR17
  • q-fin.MF6
  • math.AP2
  • math.OC2

identity via Semantic Scholar / OpenAlex

activity
20162026
most citedNonlinear Semimartingales and Markov Processes with Jumps

1 citations · 1 across the 12 of their papers we have counts for

collaborators
Showing 2016 · math.PRShow all

1 paper · 2 filters

math.PR2016

Martingale Property in Terms of Semimartingale Problems

David Criens, Kathrin Glau

Starting from the seventies mathematicians face the question whether a non-negative local martingale is a true or a strict local martingale. In this article we answer this question…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.