| Publication | Date of Publication | Type |
|---|
A size structured model of the population based on a stochastic growth equation
Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics | 2025-01-06 | Paper |
| scientific article; zbMATH DE number 7782805 (Why is no real title available?) | 2024-01-02 | Paper |
Functional equations for the stochastic exponential
Stochastics and Dynamics | 2023-11-30 | Paper |
Martingale transformations of Brownian motion with application to functional equations
Stochastics | 2023-07-13 | Paper |
| The Adomian series representation of some quadratic BSDEs | 2022-09-30 | Paper |
| scientific article; zbMATH DE number 7564006 (Why is no real title available?) | 2022-07-26 | Paper |
| scientific article; zbMATH DE number 7564067 (Why is no real title available?) | 2022-07-26 | Paper |
| scientific article; zbMATH DE number 7563975 (Why is no real title available?) | 2022-07-26 | Paper |
| scientific article; zbMATH DE number 7564046 (Why is no real title available?) | 2022-07-26 | Paper |
On martingale transformations of multidimensional Brownian motion
Statistics & Probability Letters | 2021-11-12 | Paper |
Change of variable formulas for non-anticipative functionals
Infinite Dimensional Analysis, Quantum Probability and Related Topics | 2020-07-14 | Paper |
Connections between a system of forward-backward SDEs and backward stochastic PDEs related to the utility maximization problem
Transactions of A. Razmadze Mathematical Institute | 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
SIAM Journal on Financial Mathematics | 2017-07-20 | Paper |
| scientific article; zbMATH DE number 6682997 (Why is no real title available?) | 2017-02-09 | Paper |
| On regularity of dynamic value function related to the utility maximization problem | 2016-01-20 | Paper |
On the properties of dynamic value functions in the problem of optimal investment in incomplete markets
Georgian Mathematical Journal | 2015-03-10 | Paper |
Quantum computation with scattering matrices
Journal of Mathematical Sciences (New York) | 2015-02-18 | Paper |
Backward stochastic partial differential equations related to utility maximization and hedging
Journal of Mathematical Sciences (New York) | 2015-02-18 | Paper |
| scientific article; zbMATH DE number 6293076 (Why is no real title available?) | 2014-05-08 | Paper |
Robust mean-variance hedging in the two period model
Reports of Enlarged Sessions of the Seminar of I. Vekua Institute of Applied Mathematics | 2014-01-03 | Paper |
Robust utility maximization for a diffusion market model with misspecified coefficients
Finance and Stochastics | 2013-07-18 | Paper |
Robust mean-variance hedging and pricing of contingent claims in a one period model
International Journal of Theoretical and Applied Finance | 2012-06-25 | Paper |
Backward stochastic PDEs related to the utility maximization problem
gmj | 2011-01-13 | Paper |
\(L^{2}\)-approximating pricing under restricted information
Applied Mathematics and Optimization | 2010-08-06 | Paper |
| \(L^2\)-hedging under partial observation | 2010-02-05 | Paper |
Mean-Variance Hedging Under Partial Information
SIAM Journal on Control and Optimization | 2009-09-29 | Paper |
| scientific article; zbMATH DE number 5375477 (Why is no real title available?) | 2008-12-01 | Paper |
Solvability of backward stochastic differential equations with quadratic growth
Stochastic Processes and their Applications | 2008-03-12 | Paper |
An exponential martingale equation
Electronic Communications in Probability | 2006-11-03 | Paper |
| scientific article; zbMATH DE number 5066276 (Why is no real title available?) | 2006-10-23 | Paper |
A semimartingale BSDE related to the minimal entropy martingale measure
Finance and Stochastics | 2005-05-20 | Paper |
| scientific article; zbMATH DE number 2140639 (Why is no real title available?) | 2005-03-04 | Paper |
| scientific article; zbMATH DE number 2113405 (Why is no real title available?) | 2004-11-01 | Paper |
Backward Stochastic PDE and Imperfect Hedging
International Journal of Theoretical and Applied Finance | 2004-09-07 | Paper |
| scientific article; zbMATH DE number 2062295 (Why is no real title available?) | 2004-03-25 | Paper |
A Semimartingale Backward Equation and the Variance-Optimal Martingale Measure under General Information Flow
SIAM Journal on Control and Optimization | 2004-01-08 | Paper |
| A stochastic equation for the distribution law of diffusion type processes | 2003-08-07 | Paper |
A semimartingale Bellman equation and the variance-optimal martingale measure
Georgian Mathematical Journal | 2001-11-27 | Paper |
Semimartingale functions of a class of diffusion processes
Theory of Probability and its Applications | 2001-10-22 | Paper |
| scientific article; zbMATH DE number 1484942 (Why is no real title available?) | 2001-04-26 | Paper |
| scientific article; zbMATH DE number 1331824 (Why is no real title available?) | 2000-03-13 | Paper |
| scientific article; zbMATH DE number 1331824 (Why is no real title available?) | 2000-03-13 | Paper |
| scientific article; zbMATH DE number 1246360 (Why is no real title available?) | 1999-08-29 | Paper |
| scientific article; zbMATH DE number 1246360 (Why is no real title available?) | 1999-08-29 | Paper |
| scientific article; zbMATH DE number 821976 (Why is no real title available?) | 1996-10-16 | Paper |
