Michael Mania

Available identifiers

zbMath Open mania.michaelMaRDI QIDQ650759

List of research outcomes

Publication	Date of Publication	Type
Functional equations for the stochastic exponential	2023-11-30	Paper
Martingale transformations of Brownian motion with application to functional equations	2023-07-13	Paper
https://portal.mardi4nfdi.de/entity/Q5091283	2022-07-26	Paper
https://portal.mardi4nfdi.de/entity/Q5091367	2022-07-26	Paper
Functional equations and martingales	2022-03-22	Paper
On martingale transformations of multidimensional Brownian motion	2021-11-12	Paper
A probabilistic method of solving Lobachevsky's functional equation	2021-04-15	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
Backward stochastic partial differential equations related to utility maximization and hedging	2015-02-18	Paper
Mean-variance hedging via stochastic control and BSDEs for general semimartingales	2013-01-25	Paper
New proofs of some results on BMO martingales using BSDEs	2012-05-06	Paper
Exponential utility maximization under partial information	2011-11-27	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
https://portal.mardi4nfdi.de/entity/Q3542745	2008-12-01	Paper
A Bayesian-martingale approach to the general disorder problem	2007-07-27	Paper
An exponential martingale equation	2006-11-03	Paper
https://portal.mardi4nfdi.de/entity/Q5493561	2006-10-23	Paper
Dynamic exponential utility indifference valuation	2005-11-08	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
A general problem of an optimal equivalent change of measure and contingent claim pricing in an incomplete market.	2004-09-22	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
https://portal.mardi4nfdi.de/entity/Q2709768	2001-11-27	Paper
https://portal.mardi4nfdi.de/entity/Q4213624	2001-11-25	Paper
Semimartingale Functions of a Class of Diffusion Processes	2001-10-22	Paper
https://portal.mardi4nfdi.de/entity/Q4945086	2001-01-29	Paper
https://portal.mardi4nfdi.de/entity/Q4497353	2000-11-22	Paper
https://portal.mardi4nfdi.de/entity/Q4226545	1999-08-29	Paper
https://portal.mardi4nfdi.de/entity/Q4213630	1999-05-18	Paper
Semimartingale characterization of generalized derivatives	1998-04-19	Paper
https://portal.mardi4nfdi.de/entity/Q5690502	1997-10-12	Paper
On functions transforming a Wiener process into a semimartingale	1997-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q4718249	1997-01-07	Paper
https://portal.mardi4nfdi.de/entity/Q4695454	1993-06-29	Paper
https://portal.mardi4nfdi.de/entity/Q3980799	1992-06-26	Paper
Optimal locally absolutely continuous change of measure. finite set of decisions. part i	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3780198	1987-01-01	Paper
Optimal locally absolutely continuous change of measure. finite set of decisions. part ii:optimization problems	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3797970	1987-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q3875023	1980-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4153415	1977-01-01	Paper

Research outcomes over time

Doctoral students

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This page was built for person: Michael Mania