- Source: Dmitry Kramkov
Dmitry Olegovich Kramkov (Russian: Дмитрий Олегович Крамков) is a Russian mathematician at Carnegie Mellon University. His research field are statistics and financial mathematics.
Kramkov obtained his doctorate from Steklov Institute of Mathematics in 1992, under supervision of Albert Shiryaev. In 1996 he was awarded an EMS Prize for his work in filtered statistical experiments.
Kramkov's optional decomposition theorem is named after him.
References
Kata Kunci Pencarian:
- Dmitry Kramkov
- Kramkov's optional decomposition theorem
- European Mathematical Society
- Albert Shiryaev
- Titles of distinction awarded by the University of Oxford
