The Kreps-Yan theorem for L∞. - Dmitry B. Rokhlin (Int. J. Math. Math. Sci., 2005)

Asymptotic arbitrage and numéraire portfolios in large financial markets. - Dmitry B. Rokhlin (Finance Stochastics, 2008)

On the game interpretation of a shadow price process in utility maximization problems under transaction costs. - Dmitry B. Rokhlin (Finance Stochastics, 2013)

Asymptotic sequential Rademacher complexity of a finite function class. - Dmitry B. Rokhlin (CoRR, 2016)

Regular finite fuel stochastic control problems with exit time. - Dmitry B. Rokhlin; Georgii Mironenko (Math. Methods Oper. Res., 2016)

PDE approach to the problem of online prediction with expert advice: a construction of potential-based strategies. - Dmitry B. Rokhlin (CoRR, 2017)

Asymptotic efficiency of the proportional compensation scheme for a large number of producers. - Dmitry B. Rokhlin; Anatoly Usov (CoRR, 2017)

Minimax perfect stopping rules for selling an asset near its ultimate maximum. - Dmitry B. Rokhlin (Optim. Lett., 2017)

Stackelberg Equilibrium in a Dynamic Stimulation Model with Complete Information. - Dmitry B. Rokhlin; Guennady A. Ougolnitsky (Autom. Remote. Control., 2018)

Robbins-Mobro conditions for persistent exploration learning strategies. - Dmitry B. Rokhlin (CoRR, 2018)

Relative utility bounds for empirically optimal portfolios. - Dmitry B. Rokhlin (Math. Methods Oper. Res., 2021)

Random feature-based double Vovk-Azoury-Warmuth algorithm for online multi-kernel learning. - Dmitry B. Rokhlin; Olga V. Gurtovaya (CoRR, 2025)

A hierarchical Vovk-Azoury-Warmuth forecaster with discounting for online regression in RKHS. - Dmitry B. Rokhlin (CoRR, 2025)