01.01.05 (Probability theory and mathematical statistics)
Birth date:
01.08.1956
E-mail:
Keywords:
semimartingale, financial market model, hedging.
Subject:
Stochastic Control, Mathematical Finance.
Main publications:
Solvability of Backwaerd Stochastic Differential Equation with Quadratic Growth, Stochastic Processes and their Applications (2007), doi:10.1016/j.spa.2007.05.009.
A stochastic equation for the distribution law of diffusion type processes, Random Operator and Stochasic Equation,
vol. 11, 1 (2003), 77–82.
M. G. Mania, R. N. Tevzadze, “Semimartingale functions of a class of diffusion processes”, Teor. Veroyatnost. i Primenen., 45:2 (2000), 374–380; Theory Probab. Appl., 45:2 (2001), 337–343