Revaz Tevzadze

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Papers (4)

1. On Change of Variable Formulas for non-anticipative functionals math.PR · 2019 · author #2
2. Connections between a system of Forward-Backward SDEs and Backward Stochastic PDEs related to the utility maximization problem math.PR · 2018 · author #2
3. On regularity of primal and dual dynamic value functions related to investment problem q-fin.MF · 2016 · author #2
4. Solvability of Backward Stochastic Differential Equations with Quadratic Growth math.PR · 2007 · author #1

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Frequent Coauthors

• Michael Mania 3 shared papers