Revaz Tevzadze

Available identifiers

zbMath Open tevzadze.revazMaRDI QIDQ354191

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6181476	2024-01-02	Paper
Functional equations for the stochastic exponential	2023-11-30	Paper
Martingale transformations of Brownian motion with application to functional equations	2023-07-13	Paper
The Adomian series representation of some quadratic BSDEs	2022-09-30	Paper
https://portal.mardi4nfdi.de/entity/Q5091283	2022-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q5091317	2022-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q5091367	2022-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q5091397	2022-07-26	Paper
On martingale transformations of multidimensional Brownian motion	2021-11-12	Paper
Change of variable formulas for non-anticipative functionals	2020-07-14	Paper
Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem	2019-08-08	Paper
On Regularity of Primal and Dual Dynamic Value Functions Related to Investment Problems and Their Representations as Backward Stochastic PDE Solutions	2017-07-20	Paper
https://portal.mardi4nfdi.de/entity/Q2959435	2017-02-09	Paper
https://portal.mardi4nfdi.de/entity/Q3463747	2016-01-20	Paper
On the properties of dynamic value functions in the problem of optimal investment in incomplete markets	2015-03-10	Paper
Quantum computation with scattering matrices	2015-02-18	Paper
Backward stochastic partial differential equations related to utility maximization and hedging	2015-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q5414874	2014-05-08	Paper
https://portal.mardi4nfdi.de/entity/Q2869732	2014-01-03	Paper
Robust utility maximization for a diffusion market model with misspecified coefficients	2013-07-18	Paper
ROBUST MEAN-VARIANCE HEDGING AND PRICING OF CONTINGENT CLAIMS IN A ONE PERIOD MODEL	2012-06-25	Paper
Backward stochastic PDEs related to the utility maximization problem	2011-01-13	Paper
\(L^{2}\)-approximating pricing under restricted information	2010-08-06	Paper
https://portal.mardi4nfdi.de/entity/Q3400819	2010-02-05	Paper
Mean-Variance Hedging Under Partial Information	2009-09-29	Paper
https://portal.mardi4nfdi.de/entity/Q3542639	2008-12-01	Paper
Solvability of backward stochastic differential equations with quadratic growth	2008-03-12	Paper
An exponential martingale equation	2006-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q5493561	2006-10-23	Paper
A semimartingale BSDE related to the minimal entropy martingale measure	2005-05-20	Paper
https://portal.mardi4nfdi.de/entity/Q4654401	2005-03-04	Paper
https://portal.mardi4nfdi.de/entity/Q4824855	2004-11-01	Paper
Backward Stochastic PDE and Imperfect Hedging	2004-09-07	Paper
https://portal.mardi4nfdi.de/entity/Q4459182	2004-03-25	Paper
A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow	2004-01-08	Paper
A stochastic equation for the distribution law of diffusion type processes	2003-08-07	Paper
https://portal.mardi4nfdi.de/entity/Q2709768	2001-11-27	Paper
Semimartingale Functions of a Class of Diffusion Processes	2001-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q4493569	2001-04-26	Paper
https://portal.mardi4nfdi.de/entity/Q4261714	2000-03-13	Paper
https://portal.mardi4nfdi.de/entity/Q4226545	1999-08-29	Paper
https://portal.mardi4nfdi.de/entity/Q4857642	1996-10-16	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Revaz Tevzadze